I am the John C Nankervis Chair of Financial Econometrics at the University of Essex.
I am editor-in-chief of the Journal of Time Series Analysis. You can submit your paper for review by clicking here.
I am a Co-Editor of Econometric Theory.
I am also an Associate Editor of the Journal of Business and Economic Statistics and of Econometric Reviews
You can access most of my published, accepted and working papers in the University of Essex Research Repository and/or the Essex Finance Centre Working Paper Series on REPEC.
Here are links to my Google Scholar, IDEAS-RePEc , ORCID, Scopus and Research Gate pages.
Click here for a (relatively) recent copy of my CV
Click here for some links to journals, learned societies, etc in econometrics and statistics.
Teaching: For teaching resources please click this link Teaching.
Annual Granger Lecture slides
"Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns." Principal Investigator (Award Number ES/R00496X/1). Three year ESRC award which ended on 31st August 2021. For details on, outputs from, and events run as part this project please click on this link ESRC Project .ESRC Project on Co-integration, Trend Breaks and Mixed Frequency Data:
"The Analysis of Non-stationary Time Series in Economics and Finance: Cointegration, Trend Breaks, and Mixed Frequency Data" (with Marcus Chambers, Department of Economics, University of Essex) (Award Number ES/M01147X/1). Two year ESRC award which ended on 30th September 2017. For details on, outputs from, and events run as part this project please click on this link ESRC Project or go to Marcus' website.