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Research project

NOVEL APPROACHES TO COMPARING THE PREDICTIVE ACCURACY OF NESTED MODELS IN DATA RICH AND HETEROGENEOUS PREDICTOR ENVIRONMENTS

Staff

Lead researcher

Professor Jean-Yves Pitarakis

Professor of Economics

Research interests

  • Predictive accuracy testing
  • Predictive regressions
  • Model selection and evaluation

Collaborating research institutes, centres and groups

Econometrics

The Econometrics group produces research in both econometric theory and applied econometrics with particular emphasis on methods and applications designed to deepen our understanding of economic and financial problems.

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