Links to Bent Nielsen, Nuffield College, 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
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.
2006 Takamitsu Kurita: 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 probability distributions.
2009 Di Kuang: The chain ladder method and its extensions in forecasting reserves in general insurance.