The University of Southampton
Social Sciences
Phone:
(023) 8059 3175
Email:
A.Magdalinos@soton.ac.uk

Professor Anastasios Magdalinos 

Professor in Econometrics

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Professor Anastasios Magdalinos is Professor in Econometrics within Social Sciences: Economics at the University of Southampton.

Tassos Magdalinos joined the division in September 2010 having held previous positions at the University of Nottingham and the University of York. His research interests are in the area of time series econometrics with particular focus on investigating boundaries between stationary and non-stationary processes, robust inference in cointegrating and predictive regression, asymptotic theory for nearly unstable processes, explosive processes and bubbles, and long memory processes. He has published in peer-reviewed journals such as Econometric Theory, the Journal of Econometrics, the Econometrics Journal and the Review of Financial Studies. His research has received funding from the ESRC and the British Academy, and he is an associate editor of Econometric Theory and of the Journal of Time Series Analysis.

For a full CV and publications list, please follow the link sites.google.com/site/tmagdalinos/

Research

Contact

Research interests

Time series econometrics

Research project

ESRC funded research project, "Robust econometric inference in cointegrated systems and systems of predictive regressions"

Professor Anastasios Magdalinos
Reception Building 58 University of Southampton Southampton SO17 1BJ United Kingdom

Room Number:58/3121

Telephone:(023) 8059 3175
Email:A.Magdalinos@soton.ac.uk


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