جست‌وجوی استاد و پژوهشگر

Subir Kumar Chattopadhyayمشاهده پروفایل

استاد

• Macroeconomics
• General Equilibrium Theory
• Overlapping Generations Models
• +۵ مورد دیگر

Subir Kumar Chattopadhyay is a Professor in the Department of Economics at the University of York. He joined York in August 2006 after academic appointments at Universidad de Alicante, El Colegio de Mexico, and postdoctoral roles at the Hebrew University of Jerusalem and IAE-CSIC Bellaterra. His research focuses on theoretical macroeconomics, particularly competitive general equilibrium models with overlapping generations and infinite lifetimes. Mayo College (early education) Presidency College (undergraduate) BSc from University of Calcutta PhD from SUNY Stony Brook His work examines suboptimality of allocations, learning-driven market dynamics, and implications of incomplete markets in general equilibrium frameworks. He has published extensively in journals like the Journal of Economic Theory and Journal of Mathematical Economics , with recent contributions to multi-country trade models and stochastic optimality conditions. Selected publications highlight his expertise in overlapping generations models, market incompleteness, and dynamic economic analysis. His teaching includes undergraduate and postgraduate courses in Macroeconomics and Mathematics for Economists. Contact: subir.chatt@york.ac.uk . Office hours: Monday 10:00-12:00 during term time.

Ba Chuمشاهده پروفایل

استاد

• Econometrics
• Time-Series Econometrics
• Nonparametric and Semiparametric Econometrics
• +۷ مورد دیگر

Professor Ba Chu is a faculty member in the Department of Economics at Carleton University, Ottawa, Canada. He holds a Ph.D. from the University of London and has a strong academic background in econometrics and financial economics. His research is supported by the Natural Sciences and Engineering Research Council of Canada (NSERC), including a 2020 Discovery Grant for work on simulation-based methods in large dynamic latent variable models. B.A. (Hanoi) M.Sc., M.Phil., Ph.D. (London) His research focuses on optimal asset allocation , time-series econometrics , and nonparametric and semiparametric methods . He has made significant contributions to dependence modelling using copulas , asymptotic theory , and large deviations approaches to risk assessment . His work bridges theoretical econometrics with practical applications in finance and macroeconomics. The recent publications highlight a consistent focus on high-dimensional and dynamic models, with applications in financial markets, portfolio optimization, and macroeconomic data analysis. His methodological contributions include advanced inference techniques in moment restriction models, duration dependence in high-frequency trading, and robust estimation under dependence and structural breaks. The research trend shows a deep integration of probability theory, statistical inference, and financial economics. NSERC Discovery Grant (2020), $90,000 over five years Professor Chu teaches courses such as Econometrics I (Econ 5027) , Applied Time Series Analysis (Econ 5713w) , and Statistical Methods in Economics . While no formal advisees are listed, his collaborative research involves prominent econometricians such as D.T. Jacho-Chavez, O.B. Linton, and S. Satchell. He has no known lab or research team listed publicly, but his work is theoretically rigorous and mathematically sophisticated, often involving simulation-based and asymptotic methods.

Bent Nielsenمشاهده پروفایل

استاد

• Econometrics
• Statistical Theory
• Time Series Analysis
• +۴ مورد دیگر

Bent Nielsen is a Professor of Econometrics at the Department of Economics, University of Oxford, and a Professorial Fellow at Nuffield College. His academic career is centered around econometric theory and its applications. Nielsen has established himself as a leading expert in time series analysis, particularly in the areas of cointegration, outlier detection, and age-period-cohort modeling. His research has significant implications for both theoretical econometrics and practical applications in fields such as actuarial science and demographic analysis. Based at Nuffield College in Oxford, he contributes to the vibrant academic community through research, teaching, and software development for statistical analysis. Research Interests: Econometric Theory: Nielsen's work focuses on the theoretical foundations of econometric modeling, particularly in time series analysis. His research on cointegration, unit root testing, and co-explosive processes has advanced our understanding of non-stationary economic time series. Outlier Detection: He has made significant contributions to robust regression methods, particularly through his work on the Forward Search algorithm and Least Trimmed Squares estimation. His theoretical work provides the foundation for reliable outlier detection in economic and financial data. Age-Period-Cohort Analysis: Nielsen has developed innovative methods for age-period-cohort modeling, with applications in demography, epidemiology, and actuarial science. His R package "apc" has become a standard tool in these fields. Chain Ladder Methods: His work on the statistical foundations of chain ladder methods has improved forecasting techniques in general insurance for projecting future liabilities. Research Trends: Nielsen's recent publications (2019-2025) demonstrate a continued focus on robust statistical methods, particularly Least Trimmed Squares estimation and its applications. His work bridges theoretical econometrics with practical applications, especially in demographic modeling and actuarial science. The development of R packages like "apc" and "ForwardSearch" shows his commitment to making advanced statistical methods accessible to practitioners. His collaborations with researchers across institutions highlight the interdisciplinary nature of his work. Scientific Recognition: Best paper award (2016) for "A Joint Chow Test for Structural Instability" Development of widely used R packages: "apc" for age-period-cohort modeling and "ForwardSearch" for outlier detection Teaching and Mentorship: Professor Nielsen teaches graduate-level econometrics courses at Oxford, including MPhil Core Econometrics, MPhil Advanced Econometrics, and MPhil Topics in Probability. He supervises research students working on econometric theory and applications. His textbook "Econometric Modeling: A Likelihood Approach" (co-authored with David Hendry, 2007) is widely used in graduate econometrics courses. Software Development: Nielsen has made significant contributions to statistical computing through the development of several R packages. His "apc" package implements age-period-cohort modeling techniques, while "ForwardSearch" provides tools for robust regression using the Forward Search algorithm. These packages have been downloaded thousands of times and are cited in numerous research papers across multiple disciplines.

Jörg Breitungمشاهده پروفایل

استاد

• Econometrics
• Statistics
• Panel Data Analysis
• +۳ مورد دیگر

Jörg Breitung is a Professor of Econometrics and Statistics at the Institute of Econometrics and Statistics within the Faculty of Management, Economics and Social Sciences (WiSo Faculty) at the University of Cologne since 2014. He also serves as a Research Professor of the German Bundesbank in Frankfurt since 2002. Research Focus: Panel Data Analysis Time Series Analysis Forecasting Financial Econometrics Scientific Contributions: Developed advanced GMM estimators for spatial regression models Innovative approaches for assessing causality in frequency domains Created robust tests for slope homogeneity in panel data Pioneered methods for serial correlation testing in fixed effects models Contributed to nonlinear panel data modeling and bootstrap techniques Honors and Editorial Roles: Associate Editor of International Journal of Forecasting (2019-) Associate Editor of Journal of Business and Economic Statistics (2017-) Associate Editor of Econometric Reviews (2014-) Contributed to leading journals like Econometrica and Journal of Econometrics