معرفی
Roderick McCrorie is a Professor in the School of Economics & Finance at the University of St Andrews, UK. His research spans econometric theory, applied econometrics, and time series analysis with a focus on financial and macroeconomic modeling. He supervises postgraduate students in econometrics, particularly those with strong mathematical and statistical backgrounds.
- Key Research Areas: Financial econometrics, high-frequency data analysis, continuous-time models, explosive processes, and statistical inference.
- External Roles: Associate Editor for the Journal of Time Series Analysis, External Fellow at the Essex Centre for Financial Econometrics, and Academic Assessor for the UK Government Economic Service.
His work contributes to understanding economic dynamics during crises and modeling complex financial systems. He has led projects on mild explosivity in commodity markets and collaborated internationally, including in China.
Supervision: Supervised Mario Lupoli's thesis on time series analysis and co-supervised projects related to financial bubbles.
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