Bent Nielsen: Research Students
Department of Economics.
2002 Enrique Carabajal: Test for normality
2003 Takamitsu Kurita:
The real Yen-Dollar exchange rate and various parity conditions:
An econometric model of Japan-US economic relationships
2004 Sherry Forbes:
Normality statistics in autoregressions
2004 Spyridon Kallipolit:
Inflation controllability in Greece: The European Monetary Union convergence years 1994-2000
2004 James Reade:
On the small sample properties of the likelihood ratio test for a unit root
in an explosive second order autoregression
2005 Carlos Caceres:
Asymptotic properties of White's test for heteroskedasticity
2005 Heiko Hesse:
The monetary transmission mechanism in Thailand: A cointegrated VAR approach
2005 Kris Kang:
On ARCH specification tests for an autoregression
2005 Eric Engler:
Asymptotic theory for probabiblity-probability plots of autoregressive residuals
2005 Vasileios Kourakis:
Taylor rule application for UK economy post 1960 under different monetary regimes
2006 Swarnali Ahmed:
Econometric issues on the return to education
2008 Jouni Sohkanen:
Properties of tests for constancy of residual variance in autoregressions
2009 David Leow:
Money demand and hyperinflation in Zimbabwe
2009 Andrew Whitby:
Asymptotic properties of the 1-step recursive Chow test
2010 Harri Kemp:
A dynamic quarterly model of the aggregate wage-price sector for the UK
2011 Katsuhiko Takagaki:
A dynamic econometric system for the Yen-Dollar rate
2011 Mahmood Alsaleh:
Mexican-US macroeconomic relationships: A cointegration analysis
2011 Nupur Gupta:
Effect of capital reforms on monetary policy autonomy in India
2013 Jirayut Srupsrisopa:
The determinants of capital inflows: The case of Thailand
2013 Vassili Bazinas:
Forecasting the UK price-wage sector during structural breaks
2014 David Bernstein:
Asymptotic theory for unidentified cointegration estimators
2014 Mattias Qian:
On the asymptotic theory of the step-indicator saturation estimator
2014 Agarsh Rogbeer:
Modelling consumption in the UK
M.Sc. Applied Statistics
2005 Di Kuang:
Using time series methods for modelling claim reserves in general insurance
2004 Michael Massmann:
Co-breaking: Representation, estimation and testing.
Econometric modelling using I(1) and I(2) cointegration analysis.
2008 Carlos Caceres:
Asymptotic properties of tests for mis-specification.
2009 Julia Giese:
Essays in applied cointegration analysis.
2012 Jouni Sohkanen:
Properties of tests for constancy of residual variance in autoregressions.
2013 Swarnali Ahmed:
New approaches to understanding income differences and current account imbalances.
2013 Andrew Whitby:
Asymptotic analysis of the 1-step recursive Chow test (and variants) in time series models.
2003 Franz Dietrich:
Closed analytic forms and numerical approximation of Dickey-Fuller
2009 Di Kuang:
The chain ladder method and its extensions in forecasting reserves in general insurance.