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Ph.D., University of London : London School of Economics and Political Science, 1974

M.A., Yale University, Honours, 1979

M.A., First Class Honours, University of Auckland, 1971

B.A., University of Auckland, 1969

Research Areas

Stationary and nonstationary time series econometrics

Financial econometrics

Bayesian methods

Econometric model determination

Time series forecasting

Finite sample econometrics

Nonparametric and semi-parametric techniques

Panel data asymptotics and modelling

Dynamic nonlinear modeling