Study of econometric techniques using time series and spatially dependent cross section data. Generalized method of moments estimation, spatial dependence modelling. Applications of these techniques in finance, macroeconomics, marketing, industrial organization, development, and other fields as well. Empirical processes and asymptotic theory, nonparametric and semiparametric estimation, continuous time econometrics.
- Teacher: chenjia, Chen Jia
- Teacher: yangzu, Zu Yang