Biography
James was a Postdoctoral Fellowship at Nuffield College before taking up an Associate Professorship in Economics and a Tutorial Fellowship at Corpus Christi College. His research is econometric theory, and is principally concerned with non-linear and non-stationary time series models.
Recent Publications
Jun 2017
The impact of near-integrated measurement errors on modelling long-run macroeconomic time series
in Econometric Reviews
James A. Duffy , David F. Hendry
in Econometric Reviews
James A. Duffy , David F. Hendry
Jan 2017
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
in Econometric Theory
James A. Duffy
in Econometric Theory
James A. Duffy
Jan 2016
A uniform law for the convergence to local times of linear fractional stable motions
in The Annals of Applied Probability
James Duffy
in The Annals of Applied Probability
James Duffy
Sept 2015
Nov 2013
Generalized indirect inference for discrete choice models
Marianne Bruins , James A. Duffy , Michael Keane , A. Smith
Marianne Bruins , James A. Duffy , Michael Keane , A. Smith