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Research

Research Interest 1

Panel data analysis, time series analysis, Finance and Financial Econometrics.

Research collaborations

Prof. David Harris

University of Melbourne

Count time series

Prof. Yiguo Sun

University of Guelph

Threshold model

Dr. Chaoyi Chen

Central bank of Hungary

Threshold model

Prof. Brendan McCabe

Structural change

Prof. Kaddour Hadri

Queens University Belfast

Panel data

Prof. Eiji Kurozumi

Hitotsubashi University

Panel cointegration with structural breaks

Professor Rolf Larsson

Uppsala University