- 1. Time series econometrics is a major area of research at the Department of Economic Statistics. One part of the research is focussed on problems in statistical inference. Many inference problems considered have to do with inference in nonlinear models, including tests of parameter constancy.
More generally, the modelling of economic time series continues to be an important topic. This includes modelling the conditional variance. Fractionally integrated processes are receiving attention as well.
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2. Computational methods in statistical inference constitute another important area of research. Alongside with theoretical research, econometric applications, both macroeconomic and financial, have a firm place in the research agenda of the department.
- 3. Micro data econometrics is another major research field at the department. This research consists of both methodological and empirical work. A part of the methodological research is oriented towards panel data econometrics. This includes:
-inferences from bootstrap tests
-development of unit root tests
-cointegration
-Bayesian analysis of latent class structures
The empirical research topics include
-productivity analysis
-estimating returns to education
-effects of social insurance on economic behaviour
- Quality management and productivity analysis form yet another major research area. The focus is on measuring customer perceived quality and satisfaction. In doing this we analyse the interaction between:
-productivity
-quality
-loyalty and
-profitability
Jan Eklöf
Head of Economic Statistics Section