Rod McCrorie joined the School of Economics and Finance at the University of St Andrews in October 2007. His general research areas are Econometric Theory, Applied Macroeconometrics and Time Series Analysis. Currently, he is working on issues of identification, estimation and inference in continuous time econometric models; temporal aggregation in macroeconomics and finance; and statistical distribution theory for stationary and non-stationary time series.
Rod has held full-time positions at the University of Essex, the London School of Economics, Queen Mary University of London and the University of Leicester and part-time positions at University College London and New York University in London. He has visited CentER at Tilburg University and was last year an Associate Fellow at CORE, Université catholique de Louvain. |
