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Our research cluster explores diverse topics spanning econometric theory and practical applications.
Key theoretical focus areas include:
High-dimensional and large-scale data analysis
Econometric methods for panel data
Nonparametric and semiparametric approaches
Spatial panel data and network econometric techniques
Time series modeling
Our applied work addresses financial, macroeconomic, and microeconomic questions. Findings appear in top-tier publications including: Annals of Statistics, Econometric Theory, Econometric Reviews, Econometrics Journal, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Time Series Analysis, Oxford Bulletin of Economics and Statistics, Biometrika, Journal of Multivariate Analysis, Journal of American Statistical Association, and Journal of Economic Dynamics and Control.