Profile
He has a BA in Economics (University of Reading, 1998) and an MSc in Econometrics and Mathematical Economics (LSE, 2000). In addition, he holds a PhD in Econometrics (University of Southampton, 2004). He has taught at the University of Southampton (Teaching Fellow, 2003-2004) and at the University of Nottingham (Lecturer, 2004-2006). In 2006 he joined the department of Economics at the University of Cyprus.
Research Interests
Time Series Econometrics
Specification Testing
Asymptotic Statistical Theory
Selected Publications
Kasparis Ioannis (2008) "Detection of Functional Form Misspecification in Cointegrating Relations", Econometric Theory, 24, 1373-1403.
Kasparis, Ioannis (2010) "The Bierens Test for Certain Nonstationary Models", Journal of Econometrics, 158, p. 221-230.
Kasparis, Ioannis (2011) "Functional Form Misspecification in Regressions with a Unit Root", Econometric Theory, 27, p. 285-311.
Kasparis, I. and P.C.B. Phillips (2012) "Dynamic Misspecification in Nonparametric Cointegrating Regression" Journal of Econometrics, accepted.
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