Econometric Model Building and Estimation: Theory and Practice

This project proposes to tackle a number of important and challenging issues in econometric model building and estimation under cross sectional dependence, heterogeneity and nonlinearity. This project seeks to establish new and flexible econometric models associated with estimation methods and user-friendly computational techniques to potentially solve some real world problems. The research outcomes of this project are expected to make significant contributions to enrich the academic literature as well as to be practically relevant and useful to empirical researchers in evaluating and improving model building and forecasting from better models in climatology, demography, economics, environment, finance, machine learning and neural networks.