Teaching

Econometric Techniques

Research Interests

• Economic Time Series Analysis
• Dynamic Models Specification
• Predictability and Causality

Current Research

• Consistent and Efficient Estimation of Linear Time Series Models, joint with I.N. Lobato.
• Specification tests for dynamic discrete models, joint with I. Kheifets.
• Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence, joint with Y.E. Ergemen.
• Variance-Ratio tests for Panels with Cross-Section Dependence, joint with S. Moon.