Nazarii Salish
Associate Professor (Ramón y Cajal Res.)
Econometrics, Statistics, Data Panel Analysis and Nonlinear Temporary Series Models
+34 91 624 9558 Office: 15.2.06
nsalish@eco.uc3m.es
Personal website - Currículum Vitae
Bio
Nazarri Salish is P.hD. in Economics from Bonn University.
Selected Publications
“Estimation of Heterogeneous Panels with Systematic Slope Variations”, (joint with Joerg Breitung). Journal of Econometrics 2021, 220(2), pp.399-415.
“A Moment-based Notion of Time Dependence for Functional Time Series Analysis”, (joint with Alexander Gleim). Journal of Econometrics 2019, 212(2), pp. 377-392.
“LM-type Tests for Slope Homogeneity in Panel Data Models”, (joint with Joerg Breitung and Christoph Roling). Econometrics Journal 2016, 19, pp. 166-202
“Modelling and Forecasting Interval Time Series with Threshold Models”, (joint with Paulo Rodrigues). Advances in Data Analysis and Classification 2015, 9, 41-57.
Recent Research
“Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration (joint work with Matei Demetrescu and Vladimir Kuzin)
“A Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (joint work with Sven Otto)
“(Structural) VAR Models with Ignored Changes in Mean and Covariance (joint work with Matei Demetrescu)
Teaching
Techniques of Econometrics, 2017-18