Venetis Ioannis

Theoretical econometrics with emphasis in non-stationary time series, long memory time series and nonlinear time series models

Applied econometrics with emphasis in time series macro-econometrics and time series financial econometrics. In particular,

• Nonlinear models (threshold and smooth transition types)
• Trend structural breaks
• VAR models, causality and structural breaks
• Conditional heteroscedasticity models
• Structural breaks in volatility
• Autoregressive conditional Poisson models
• Autoregressive conditional duration models