Nazarii  Salish

Profesor Tenure Track
Econometría, Estadística, Análisis de Panel de Datos y Modelos no Lineales en Series Temporales
+34 91 624 9558 Despacho: 15.2.06
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Nazarri Salish es doctor en Economía por la Universidad de Bonn. Alemania

Publicaciones Destacadas

“Estimation of Heterogeneous Panels with Systematic Slope Variations”, (joint with Joerg Breitung). Journal of Econometrics 2021, 220(2), pp.399-415.

“A Moment-based Notion of Time Dependence for Functional Time Series Analysis”, (joint with Alexander Gleim). Journal of Econometrics 2019, 212(2), pp. 377-392.

“LM-type Tests for Slope Homogeneity in Panel Data Models”, (joint with Joerg Breitung and Christoph Roling). Econometrics Journal 2016, 19, pp. 166-202

“Modelling and Forecasting Interval Time Series with Threshold Models”, (joint with Paulo Rodrigues). Advances in Data Analysis and Classification 2015, 9, 41-57.

Investigación Reciente

“Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration (joint work with Matei Demetrescu and Vladimir Kuzin)

“A Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (joint work with Sven Otto)

“(Structural) VAR Models with Ignored Changes in Mean and Covariance (joint work with Matei Demetrescu)


Techniques of Econometrics, 2017-18