In this paper, we consider a nonparametric model with a time-varying regression function and locally stationary regressors. We are interested in the question whether the regression function has the ...

The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...

This course is compulsory on the MRes/PhD in Finance. This course is available on the MRes/PhD in Economics, MRes/PhD in Economics and Management and MRes/PhD in Management (Marketing). This course is ...

This course is compulsory on the MSc in Econometrics and Mathematical Economics. This course is available on the MRes in Economics, MRes in Economics and Management, MRes in Management (Marketing) and ...