Javier Hidalgo

Professor Javier Hidalgo is a Professor of Econometrics at the Department of Economics, London School of Economics and Political Science (LSE). He holds roles as Co-Director of the STICERD Econometrics Programme and has extensive editorial experience with journals such as Journal of Econometrics and Econometric Theory. His expertise spans econometric theory, with a focus on semiparametric estimation, long-memory processes, and structural change models.

Education: PhD in Economics from LSE (1990), M.Sc. in Econometrics and Mathematical Economics (1985), and a Licenciatura in Mathematics from Universidad Complutense de Madrid (1982).

Research Interests: Includes semiparametric estimation, dependence in economic analysis, diagnostic testing, and long-memory processes. His work emphasizes methodological advancements in econometric analysis of nonstationary and dependent data.

Grants & Awards: Secured ESRC grants totaling over £400k for research on nonstationary economic data and long-memory processes. His 2015 article received the prestigious Tjalling C. Koopmans Econometric Theory Prize.

Teaching & Supervision: Teaches advanced econometric courses including EC309 and EC518. Supervised 3 PhD students and served as Program Director for the M.Sc. in Econometrics and Mathematical Economics (2004–2019).

Labs/Teams: Active in STICERD’s Econometrics Programme, fostering collaborative research in time series and econometric theory.