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Dr Andreea Halunga

Dr Andreea Halunga

Senior Lecturer in Econometrics

4483

1.23
Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK

Dr Andreea Halunga received her undergraduate degree in Banking and Finance from Bucharest and her Master in Economics and Econometrics from the University of Manchester. She gained her PhD from the University of Manchester in November 2005 on 'Misspecification Testing when Modelling Financial Time Series'. She has joined the University of Exeter as a Lecturer in Econometrics. Her research interests are focused on misspecification tests in econometrics, nonlinear time series econometrics and modelling financial time series.

Nationality: Romanian

Administrative responsibilities

  • Postgraduate Director for MSc Economics Programmes

  • Member, Undergraduate Student / Staff Liaison Committee

  • Member, Postgraduate Student / Staff Liaison Committee

Qualifications

BA (Bucharest), MSc, PhD (Manchester)

Research

Research interests

  • Misspecification tests in econometrics
  • Nonlinear time series econometrics
  • Modelling financial time series
  • Bootstrap methods

Research projects

  • Changes in persistence and structural breaks
  • ESRC Research Grant 2008-2010, entitled ‘Specification Tests for Nonlinear Time Series Models‘, Co-investigator (Principal investigator James Davidson)
  • DEFRA Project 2010-2011 on ‘Modelling UK Food Price Inflation’, Co-investigator

Key publications | Publications by category | Publications by year

Key publications


Halunga AG, Davidson, J (2014). Consistent Testing of Functional Form in Time Series Models. In Niels Haldrup, Mika Meitz, Pentti Saikkonen (Eds.) Essays in Nonlinear Time Series Econometrics, Oxford University Press. Full text.
Halunga AG, Osborn D (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31.
Halunga AG, Osborn DR, Sensier M (2009). Changes in the order of integration of US and UK inflation. Economics Letters, 102(1), 30-32. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(2), 364-410. Abstract.  Full text.

Publications by category


Journal articles

Halunga AG, Osborn DR (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31. Abstract.  Full text.
Halunga AG, Osborn D (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31.
Halunga AG, Osborn DR, Sensier M (2009). Changes in the order of integration of US and UK inflation. Economics Letters, 102(1), 30-32. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(02), 364-410. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(2), 364-410. Abstract.  Full text.

Chapters

Halunga AG, Davidson, J (2014). Consistent Testing of Functional Form in Time Series Models. In Niels Haldrup, Mika Meitz, Pentti Saikkonen (Eds.) Essays in Nonlinear Time Series Econometrics, Oxford University Press. Full text.

Publications by year


In Press

Halunga AG, Orme C, Yamagata T (In Press). A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models.  Full text.

2014

Halunga AG, Davidson, J (2014). Consistent Testing of Functional Form in Time Series Models. In Niels Haldrup, Mika Meitz, Pentti Saikkonen (Eds.) Essays in Nonlinear Time Series Econometrics, Oxford University Press. Full text.

2012

Halunga AG, Osborn DR (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31. Abstract.  Full text.
Halunga AG, Osborn D (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31.

2010

Davidson J, Halunga AG (2010). Consistent Model Specification Testing.

2009

Halunga AG, Osborn DR, Sensier M (2009). Changes in the order of integration of US and UK inflation. Economics Letters, 102(1), 30-32. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(02), 364-410. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(2), 364-410. Abstract.  Full text.

Awards and Honours

  • 2008-2010: ESRC grant, £81,970 (Co-investigator)
  • 2010-2011: DEFRA Research Contract, £45,984 (Co-investigator)

  • Econometric theory
  • Time series analysis
  • Statistics

Modules taught

Modules

2016/17

Information not currently available