Nuffield College, Oxford OX1 1NF, UK
Phone: +44 1865 278630
Fax: +44 1865 278621
Professor of Econometrics,
Department of Economics
University of Oxford.
Econometric and Statistical theory. In particular, I am interested in:
the theoretical properties of algorithms such as the Forward Search and Autometrics;
cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.
Oxford teaching *