Most members of the Department are involved in the supervision of PhD and/or research Masters students. Potential postgraduate students thereby have a wide choice of potential supervisors and associated research topics. Brief summaries of the main research interests of current supervisors are listed below. Further details about the research projects in which staff are engaged can be found both in the list of current research projects and on the personal web pages of various staff.
| George Athanasopoulos | Multivariate Time Series
Income Inequality
Tourism Forecasting | | |
| Robert Brooks | Financial Econometrics
Asset Pricing
Initial Public Offerings
Hypothesis Testing | | |
| Duangkamon Chotikapanich | Application of Bayesian Econometrics
Poverty and Income Distribution
Poverty Measures
Measurement of Adult Equivalence Scales | | |
| Neil Diamond | Experimental design, Applied Statistics,
Time Series Analysis and Forecasting,
Quality Improvement, Statistical Computing | | |
| Phillip Edwards | Hypothesis testing
Simultaneous equation models
Statistical methods for managers | | |
| Catherine Forbes | Bayesian econometrics
Financial econometrics
Time series analysis and forecasting | | |
| Graham Forbes | | | |
| Giovanni Forchini | Econometrics and statistical theory
Distribution theory
Structural equations models
Identification and lack of identification
Conditional inference
Saddlepoint approximations
Applications of differential geometry to statistics | | |
| Tissa Galagedera | Financial decision modelling
Data evelopment analysis
Statistics/OR education | | |
| Mark Harris | Applied econometrics
Panel data
Cross-section and limited dependent variable data | | |
| Rob Hyndman | Time series analysis
Forecasting
Nonparametric modeling
Computational statistics | | |
| Brett Inder | Strategies for finding long run equilibrium relationships
and exploring the dynamic behaviour of economies. | | |
| Jae Kim | Econometrics
Time series analysis
Forecasting | | |
| Andrew Leung | | | |
| Ann Maharaj | Time series analysis, Time series classification, Pattern recognition, Spectral analysis, and Wavelet analysis | | |
| Gael Martin | Bayesian econometrics
Time series analysis
Simulation methods
Financial econometrics | | |
| Keith McLaren | Duality Theory
Financial Econometrics
Applied Econometrics
Demand systems
Intertemporal Optimization | | |
| Mindi Nath | Maximum likelihood estimation using simulation
Modelling of Markovian systems
Business forecasting
Path analysis
Structural equations modelling | | |
| Don Poskitt | Econometrics
Theory & methods of statistical inference
Non-parametric methods
Time series analysis and signal processing
Dynamic systems
Forecasting | | |
| Alan Powell | Statistical applications to applied economic problems
Applied general equilibrium modelling
Policy analysis | | |
| Mervyn Silvapulle | Inference under inequality constraints
Nonstandard models
Semiparametrics, Copulas
Nonlinear Models
Financial Econometrics | | |
| Param Silvapulle | Financial econometrics and empirical finance
Hypothesis testing
Applied econometrics and time series analysis | | |
| Ralph Snyder | Business forecasting
Inventory management
Operations research and business modelling | | |
| Xibin Zhang | Markov chain Monte Carlo simulation
Hypothesis testing
Multivariate kernel density estimation
Financial econometrics
Statistical diagnostics
| | |
| Xueyan Zhao | Applied econometrics
Discrete and limited dependent variable models
Applications in health, labour and agricultural economics | | |
