The econometrics research group covers most areas of modern econometric theory and applications. We have strengths in macroeconometrics, microeconometrics, computationally intensive econometrics and financial econometrics. Many members of the group are affiliated with either the Oxford-Man Institute of Quantitative Finance, or the Programme on Economic Modelling under the Institute of New Economic Thinking at the Oxford Martin School.

There is a regular econometrics seminar with external speakers held on Fridays, 4.30pm in cooperation with Nuffield College and the Programme for Economic Modelling. In addition, we have an informal econometrics lunch which is held fortnightly in the Department as an opportunity for DPhils/postdocs/faculty to present their work in progress.




Bent Nielsen