Faculty Profile

QUALIFICATIONS:

• Ph.D., University of London : London School of Economics and Political Science, 1974
• M.A., Yale University, Honours, 1979
• M.A., First Class Honours, University of Auckland, 1971
• B.A., University of Auckland, 1969

RESEARCH INTERESTS:

• Stationary and nonstationary time series econometrics
• Financial econometrics
• Bayesian methods
• Econometric model determination
• Time series forecasting
• Finite sample econometrics
• Nonparametric and semi-parametric techniques
• Panel data asymptotics and modelling
• Dynamic nonlinear modeling

RESEARCH ADVISOR/CO-RESEARCH ADVISOR TO:

• TAO Yubo
• LIU Yanbo
• ZHANG Yajie