Staff Catalogue


Department of Economics
FEB 02 - Faculty of Economics and Management, 011
University Campus
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.

Current Teaching:

Econometrics- ECO 303: Economics  (BSc) 

Econometrics- ECO 263: Economics  (BSc)

Statistics & Econometrics I - ECO 603:  (MSc/PhD program) 

Econometrics- ECO 663: Economics  (MSc)

Time Series Econometrics, Specification Testing, Asymptotic Statistical Theory

Kasparis, I. (2008) 'Detection of Functional Form Misspecification in Cointegrating Relations', Econometric Theory, 24, p.1373-1403.

(working paper version

Kasparis, I. (2010) 'The Bierens Test for Certain Nonstationary Models', Journal of Econometrics, 158, p. 221-230. (working paper version)

Kasparis, I. (2011) 'Functional Form Misspecification in Regressions with a Unit Root', Econometric Theory, 27, p. 285-311. (working paper version)

Kasparis, I. and P.C.B. Phillips (2012) 'Dynamic Misspecification in Nonparametric Cointegrating Regression', Journal of Econometrics, 168, p. 270-284. (working paper version)

Kasparis, I., Phillips, P.C.B. & T. Magdalinos (2014) 'Non-linearity Induced Weak Instrumentation', Econometric Reviews, 33, p. 676-712.

Kasparis, I., E. Andreou & P.C.B. Phillips (2015) 'Nonparametric Predictive Regression', Journal of Econometrics, 185 p. 468-494. (new working paper version with corrections)

Duffy, J.A. and I. Kasparis (2018) 'Regressions with Fractional d=1/2 and Weakly Nonstationary Processes'

Wang, Q., Phillips P.C.B. and I. Kasparis (2020) 'Latent Variable Nonparametric Cointegrating Regression', Econometric Theory (accepted)

Duffy, J.A. and I. Kasparis (2020) 'Estimation and Inference in the Presence of Fractional d=1/2 and Weakly Nonstationary Processes', Annals of Statistics (accepted)

Hu, Z., Kasparis, I. & Q. Wang (2021) 'Chronological  Trimming Methods for  Nonlinear Predictive Regressions with Persistent Data'  [previous version]

Hu, Z., Kasparis, I. & Q. Wang (2022) 'Time Varying Parameter Regressions with Stationary Persistent Data'

Curriculum Vitae