Research Areas

This page lists the broad research areas currently being undertaken in the Department, and the staff members associated with each.

Applied Econometrics, including Applied Microeconometrics

• Agricultural and resource economics
• Consumer choice
• Demand systems
• Discrete and limited dependent variable models
• Health economics
• Intertemporal optimization
• Panel data models
• Poverty and income distribution
• Welfare economics

Academic staff:

Duangkamon Chotikapanich, Catherine Forbes, Mark Harris, Brett Inder, Keith McLaren, Xueyan Zhao

Applied Statistics

• Cluster analysis
• Experimental design
• Path analysis
• Pattern recognition
• Quality improvement
• Breast cancer incidence and mortality

Academic staff:

Neil Diamond, Bircan Erbas, Rob Hyndman, Ann Maharaj, Mindi Nath

Bayesian Econometrics

• Bayesian analysis of non-Gaussian state space models
• Bayesian forecasting methods
• Bayesian methods of estimation
• Bayesian measures of income distribution
• Markov chain Monte Carlo simulation algorithms

Academic staff:

Duangkamon Chotikapanich, Catherine Forbes, Simone Grose, Gael Martin, Jill Wright, Xibin Zhang

Econometric and Statistical Theory and Methods

• Asymptotic theory
• Conditional inference
• Distribution theory
• Hypothesis testing
• Semiparametric inference and constrained statistical inference
• Structural equation models

Academic staff:

Giovanni Forchini, Simone Grose, Don Poskitt, Mervyn Silvapulle

Financial Econometrics

• Analysis of ultra-high frequency data
• Asset pricing
• Estimation of long memory volatility models
• Estimation of stochastic volatility models
• Statistical analysis of option pricing models

Academic staff:

Rob Brooks, Jonathon Dark, Catherine Forbes, Tissa Galagedera, Keith McLaren, Gael Martin, Param Silvapulle, Mervyn Silvapulle, Jill Wright, Xibin Zhang

Forecasting

• Bootstrapping of forecast distributions
• Demographic forecasting
• Density forecasting
• Exponential smoothing and inventory control
• Nonparametric forecasting
• Tourism forecasting

Academic staff:

George Athanasopoulos, Catherine Forbes, Rob Hyndman, Jae Kim, Gael Martin, Don Poskitt, Ralph Snyder

Time Series Methods

• Bootstrap methods for time series models
• Inferential methods for fractionally integrated models
• Inferential methods for integer time series models
• Inferential methods for non-Gaussian time series models
• Non-parametric methods for time series models
• State space models and filtering methods
• Time series classification

Academic staff:

Catherine Forbes, Simone Grose, Rob Hyndman, Jae Kim, Ann Maharaj, Gael Martin, Don Poskitt, Ralph Snyder