James Duffy

Senior Research Fellow

Associate Professor in Economics (CCC), Department of Economics, University of Oxford

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

The impact of near-integrated measurement errors on modelling long-run macroeconomic time series

Econometric Reviews 16 Jun 17

Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression

Econometric Theory 25 Jan 17

A uniform law for the convergence to local times of linear fractional stable motions

The Annals of Applied Probability 01 Jan 16

Uniform inference in nonparametric predictive regression, and a unified limit theory for spatial density estimation

Working Paper 16 Sept 15

Generalized indirect inference for discrete choice models

Working Paper 01 Nov 13

Programme Teams