Research areas
Econometric theory, applied econometrics, time series analysis, macroeconometrics, financial econometrics.
PhD supervision
- MahaÌýKhalid
Selected publications
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Open access
McCrorie, J. R., 4 Nov 2020, (E-pub ahead of print) In: Sankhya B. First Online, 38 p.
Research output: Contribution to journal › Article › peer-review
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Open access
Figuerola-Ferretti, I., McCrorie, J. R. & Paraskevopoulos, I., Mar 2020, In: Energy Economics. 87, 25 p., 104387.
Research output: Contribution to journal › Article › peer-review
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Chambers, M. J., McCrorie, J. R. & Thornton, M. A., 13 Aug 2018, Continuous Time Modeling in the Behavioral and Related Sciences. van Montfort, K., Oud, J. & Voelke, M. (eds.). Springer, p. 317-357
Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review
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Open access
Figuerola-Ferretti, I. & McCrorie, J. R., Sept 2016, In: Journal of Empirical Finance. 38, Part B , p. 717-738 22 p.
Research output: Contribution to journal › Article › peer-review
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Open access
Figuerola-Ferretti, I., Gilbert, C. L. & McCrorie, R., Sept 2015, In: Journal of Time Series Analysis. 36, 5, p. 763-782 38 p.
Research output: Contribution to journal › Article › peer-review
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McCrorie, J. R., Aug 2009, In: Econometric Theory. 25, 4, p. 1120-1137 18 p.
Research output: Contribution to journal › Article › peer-review
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Chambers, M. J. & McCrorie, J. R., Jan 2007, In: Journal of Econometrics. 136, 1, p. 1-29 29 p.
Research output: Contribution to journal › Article › peer-review
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McCrorie, J. R. & Chambers, M. J., Jun 2006, In: Journal of Econometrics. 132, 2, p. 311-336 26 p.
Research output: Contribution to journal › Article › peer-review
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McCrorie, J. R. & Chambers, M. J., May 2006, In: International Economic Review. 47, 2, p. 573-582 10 p.
Research output: Contribution to journal › Article › peer-review
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McCrorie, J. R., Dec 2000, In: Econometric Theory. 16, 6, p. 998-1015 18 p.
Research output: Contribution to journal › Article › peer-review
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