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
Journal

The impact of near-integrated measurement errors on modelling long-run macroeconomic time series
in Econometric Reviews
James A. Duffy , David F. Hendry

Jan 2017
Journal

Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
in Econometric Theory
James A. Duffy

Jan 2016
Journal

A uniform law for the convergence to local times of linear fractional stable motions
in The Annals of Applied Probability
James Duffy

Sept 2015
Working Paper

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

Nov 2013
Working Paper

Generalized indirect inference for discrete choice models
Marianne Bruins , James A. Duffy , Michael Keane , A. Smith

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Programme Teams

Climate Econometrics

Related Projects

Econometric Modelling and Forecasting

Our modelling approach, supported by stringent model evaluation techniques, tackles all the complications of ‘real world’ economies, to provide a viable framework for empirical modelling that avoids many of the difficulties faced by ‘conventional’ approaches.