The Econometrics group produces research in both econometric theory and applied econometrics with particular emphasis on methods and applications designed to deepen our understanding of economic and financial problems.
The Econometrics group is especially known for its research in theoretical statistics, time-series methods and financial econometrics. In addition we also have growing expertise in the areas of quantile regression models, econometrics of network data, machine-learning methods as applied to problems in causal inference and high dimensional forecasting.
Numerous projects developed by the group have been funded by the ESRC and the British Academy amongst other national and international funding agencies. Our group members regularly deliver talks at international meetings organised by the Econometric Society, the Royal Economic Society, and the Society for Financial Econometrics and hold various editorial positions with journals such as Econometric Theory, Journal of Time-Series Analysis, International Journal of Finance and Economics, Journal of the Royal Statistical Society A.
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