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Research at St Andrews

Roderick McCrorie

Person

Roderick McCrorie
Postal address:
School of Economics & Finance
The Scores
St Andrews
Fife
United Kingdom

Email: jrm210@st-andrews.ac.uk

Direct phone: +44 (0)1334 462482

Research overview

Econometric theory, applied econometrics, time series analysis, macroeconometrics, financial econometrics.

PhD research projects available

Rod is generally interested in supervising students on agreed topics in econometrics. Specific areas of interest include theoretical and applied work using high frequency or mixed-frequency data; continuous time models, including small-scale financial econometric models and larger-scale macroeconometric models; aliasing and the identification problem. For students with an established mathematical and statistical background, Rod would be interested in supervising work on theoretical and/or computational aspects of statistical inference in stationary and non-stationary time series models (including explosive processes). This would mean either trying to develop the special function representations of the relevant distributions and densities or developing simulation methods to approximate the same.

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