Penalized likelihood based inference in semiparametric simultaneous equation models,
quantile and expectile semiparametric regression, copula regression modelling, generalized additive and spatio-temporal modelling. Keywords: endogeneity, non-random sample selection, observed and unobserved confounding, penalised regression spline, copula.
Click here to see some of my application areas. A list of published papers is here.
I am interested in taking on PhD students working on topics related to my research interests (see my publication list to get a feel about possible research projects). I am also interested in taking on a student for an environmental related project in collaboration with the Centre for Ecology and Hydrology.
12/2014: Copula Regression Spline Models for Binary Outcomes (Invited Talk, CFE-ERCIM 2014, University of Pisa, Italy)
11/2014: Statistical Analysis in Development Economics (Invited Speaker, Erasmus School of Economics, Rotterdam)
08/2014: Testing the Hypothesis of Exogeneity in Regression Spline Bivariate Probit Models (Talk, COMPSTAT2014, Geneva)
02/2014: Flexible Binary Response Sample Selection Models with Application to HIV Prevalence Estimation (Invited Seminar, Imperial College London and MRC Clinical Trials Unit London)
06/2013: Binary Generalized Extreme Value Additive Modelling and Beyond (Invited Talk, CFE-ERCIM 2013, University of London)
07/2013: Copula Sample Selection Modelling Using the R Package SemiParSampleSel (The R User Conference, Albacete, Spain)
06/2013: Binary Response Models to Control for Non-Random Sample Selection (4th Nordic-Baltic Biometric Conference, Stockholm, Sweden)
12/2012: Practical Variable Selection for Generalized Models (Invited Talk, Computing and Statistics ERCIM 2012, Oviedo, Spain)
06/2012: Semiparametric Recursive Bivariate Probit Modelling with Nonparametric Mixing (Invited Seminar, University of Bologna, Italy)
02/2012: Modelling Correlated Binary Responses within a Semiparametric Regression Framework (Invited Seminar, University of Birmingham)
PDRA and PhD students
Malgorzata Wojtys (PDRA), worked on an EPSRC funded project on semiparametric sample selection models, May 2012 - June 2013. She is now Lecturer in Statistics at Plymouth.
Ken Liang, PhD project on nonparametric spatio-temporal quantile regression, 2010 - 2014, completed
Francesco Donat, PhD project on bivariate response ordered probit modelling, 2012 -
Panagiota Filippou, EPSRC PhD funded project on joint modelling of endogeneity and non-random sample selection, 2013 -
Karol Wyszynski, PhD project on sample selection models for count data, 2012 -
Guo Xiaojia, PhD project on scenario generation using copula models, 2014 -
Robson Jose Mariano Machado, PhD project on functional forms for transition intensities in multistate models, 2014 -
Khalim Conn-Kowlessar, PhD sponsored by MoneySuperMarket, April 2015 -
STATG001: Statistical Models and Data Analysis (1st Term)