Gery Andres Diaz Rubio

Adjunct professor

Department of Statistical Sciences "Paolo Fortunati"

Research fellow

Department of Statistical Sciences "Paolo Fortunati"

Teaching tutor

Department of Statistical Sciences "Paolo Fortunati"

Department of Pharmacy and Biotechnology

Research

Keywords: Time series analysis Econometric theory Model selection Developing economies Economic analysis Dynamic panel data models

Research Project: Extend the Misspecification-Resistant Information Criterion (MRIC) to parametric weakly-stationary multivariate time series models. Review of model selection criteria in parametric, nonparametric, and multivariate time series.
Advisor: Prof. Simone Giannerini