Nuffield College, Oxford OX1 1NF, UK
Phone: +44 1865 278630
Professor of Econometrics,
Department of Economics
University of Oxford.
Econometric and Statistical theory. In particular, I am interested in:
the theoretical properties of outlier detection algorithms;
cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.
MPhil Core Econometrics, see
MPhil Advanced Econometrics, see
MPhil Topics in Probability, see
Office Hours Monday 11-12, Michaelmas, weeks 1-8.