Overview

Since its creation in 1998 the ERG has remained true to its main aim of pursuing the advancement of fundamental research into statistical and econometric techniques along with the application of these advances to empirical research related to socioeconomic aspects. The specific objectives which ERG members are currently working on are:

  • Spectral methods of model estimation and testing,
  • Multidimensional and spatial data models,
  • Cointegration techniques and methods including statistical tests of multiple cointegration,
  • Semi-parametric estimation of micro-econometric and time-series models,
  • Semi-parametric estimation in long memory processes in the frequency domain,
  • Signal extraction in models with long memory plus noise,
  • Technical proposals for automatic bandwidth selection using bootstrap techniques in semi-parametric estimators of the memory parameter in the frequency domain,
  • Analysis of survival of business and commercial premises,
  • Detection of persistent cycles when the corresponding frequency is not a Fourier frequency,
  • Implementation of different econometric and statistical techniques in Gretl,
  • Use of pseudo-panels in non-independent successive samples,
  • Designing of methodologies for evaluation of intelligent territories in the knowledge society,
  • Construction of goodness of fit tests,
  • Studies of quality of life with respect to health.

There is a strong connectivity among all these objectives, resulting in important synergies for all members of the group.