KASPARIS IOANNIS

IOANNIS KASPARIS

22893717

...

Position

ASSOCIATE PROFESSOR

Entity

Department of Economics

Building/ Office

FEB 02 - Faculty of Economics and Management, 011

Address

University Campus

sites.google.com/view/ikasparis/home

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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.

Teaching Evaluations

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 Persistence of Unknown Form', Econometric Theory (accepted) [previous version]

Hu, Z., Kasparis, I. & Q. Wang (2022) 'Time Varying Parameter Regressions with Stationary Persistent Data', Econometric Theory (accepted) [previous version]

Curriculum Vitae