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 ...

The Centre for Economic Performance (CEP) is an applied economics research centre based at LSE, and is one of Europe's leading economic research centres. CEP carries out policy-focused research on the ...

Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

Our two-year MRes programme offers advanced technical training in microeconomics, macroeconomics, econometrics and mathematical research methods in economics. You will build the knowledge and skills ...

"DynamicEconomic convinced me of the usefulness of the Lagrange method... The book is very dear and easy to follow; applications are interesting and dearly treated." Contributions to econometrics and ...

The Econometrics Journal is a top international field journal for the publication of econometric research in macro-, micro- and financial econometrics. Created by the Royal Economic Society in 1998 ...

Conduct research at the frontiers of applied economics on this specialised degree programme. You’ll study a range of topics, from organisational economics to personnel economics, entrepreneurship and ...

Welcome to the 13th Meeting of the Nordic Econometric Network in Helsinki! Nordic econometric meetings are organised once every two years by the Nordic Econometric Network, and their purpose is to ...

This paper develops a new kind of aggregation model. We extend the work of Linden (1999) to allow the AR coefficient to be drawn from a polynomial density function. The polynomial density incorporates ...

Starting a new chapter in your academic career can be both thrilling and challenging. As we welcome both new students and staff to the School this term, here are five academics who have chosen the ...