ΙΩΑΝΝΗΣ ΚΑΣΠΑΡΗΣ
ΚΑΣΠΑΡΗΣ ΙΩΑΝΝΗΣ
KASPARIS IOANNIS
...
ASSOCIATE PROFESSOR
Department of Economics
FEB 02 - Faculty of Economics and Management
University Campus
011
22893717
22895028
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Προσωπικό Προφίλ

Σπούδασε Οικονομικά (University of Reading, 1998). Έκανε μεταπτυχιακές σπουδές σε Οικονομετρία και Μαθηματικά Οικονομικά (London School of Economics, 2000). Ολοκλήρωσε τη διδακτορική διατριβή του στην Οικονομετρία (University of Southampton, 2004). Εργάστηκε ως εκπαιδευτικός συνεργάτης (University of Southampton, 2003-2004) και ως λέκτορας (University of Nottingham, 2004-2006). Το 2006 διορίστηκε λέκτορας στο τμήμα Οικονομικών Επιστημών του Πανεπιστημίου Κύπρου.
Οικονομετρία Χρονοσειρών, Στατιστικός Έλεγχος Υποδείγματος, Ασυμτωτική Στατιστική Θεωρία
 
 
Kasparis, I. (2008) 'Detection of Functional Form Misspecification in Cointegrating Relations', Econometric Theory, 24, p.1373-1403.
 
Kasparis, I. (2010) 'The Bierens Test for Certain Nonstationary Models', Journal of Econometrics, 158, p. 221-230. (working paper version)
 
Kasparis, I. (2011) 'Functional Form Misspecification in Regressions with a Unit Root', Econometric Theory, 27, p. 285-311. (working paper version)
 
Kasparis, I. and P.C.B. Phillips (2012) 'Dynamic Misspecification in Nonparametric Cointegrating Regression', Journal of Econometrics, 168, p. 270-284. (working paper version)
 
Kasparis, I., Phillips, P.C.B. & T. Magdalinos (2014) 'Non-linearity Induced Weak Instrumentation', Econometric Reviews, 33, p. 676-712.
 
Kasparis, I., E. Andreou & P.C.B. Phillips (2015) 'Nonparametric Predictive Regression', Journal of Econometrics, 185 p. 468-494. (new working paper version with corrections)

Profile Information

He has a BA in Economics (University of Reading, 1998) and an MSc in Econometrics and Mathematical Economics (LSE, 2000). In addition, he holds a PhD in Econometrics (University of Southampton, 2004). He has taught at the University of Southampton (Teaching Fellow, 2003-2004) and at the University of Nottingham (Lecturer, 2004-2006). In 2006 he joined the department of Economics at the University of Cyprus.
Time Series Econometrics, Specification Testing, Asymptotic Statistical Theory
 
 
Kasparis, I. (2008) 'Detection of Functional Form Misspecification in Cointegrating Relations', Econometric Theory, 24, p.1373-1403.
 
Kasparis, I. (2010) 'The Bierens Test for Certain Nonstationary Models', Journal of Econometrics, 158, p. 221-230. (working paper version)
 
Kasparis, I. (2011) 'Functional Form Misspecification in Regressions with a Unit Root', Econometric Theory, 27, p. 285-311. (working paper version)
 
Kasparis, I. and P.C.B. Phillips (2012) 'Dynamic Misspecification in Nonparametric Cointegrating Regression', Journal of Econometrics, 168, p. 270-284. (working paper version)
 
Kasparis, I., Phillips, P.C.B. & T. Magdalinos (2014) 'Non-linearity Induced Weak Instrumentation', Econometric Reviews, 33, p. 676-712.
 
Kasparis, I., E. Andreou & P.C.B. Phillips (2015) 'Nonparametric Predictive Regression', Journal of Econometrics, 185 p. 468-494. (new working paper version with corrections)