Tooke Professor of Economic Science and Statistics, London School of Economics
Past appointments
London School of Economics and Political Science University of LondonLeverhulme Research Professor
1998 - 2003
London School of Economics and Political Science University of LondonTooke Professor of Economic Science and Statistics
1995 -
London School of Economics and Political Science University of LondonTooke Professor of Economic Science and Statistics and Leverhulme Research Professor
1995 -
London School of Economics and Political Science University of LondonProfessor of Econometrics
1984 - 1995
Publications
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form Econometrica 1987
The stochastic differences between econometric statistics Econometrica 1988
Semiparametric analysis of long memory time series Annals of Statistics 1994