Michael Thornton Professor
Head of Department

Profile

Biography

• BSocSc Birmingham
• MSc Queen Mary and Westfield
• PhD Essex

Departmental roles

• Head of Department
• Chair of Departmental Teaching Committee
• Departmental Management Team.

Research

Overview

My research interests are broadly in time series econometrics, where I am particularly interested in the problems caused by aggregation, both through time and across a heterogeneous population, in data.

Publications

Selected publications

Full details of publications can be found at RePEc

Discrete Time Representation of Continuous Time ARMA processes (with Marcus Chambers), Forthcoming in Econometric Theory.
 
Removing Seasonality Under a Changing Regime: Filtering New Car Sales, Forthcoming in Computational Statistics and Data Analysis.

Teaching

Undergraduate

Second Year

• Economic Theory I
• Economic Theory II

Postgraduate

• Econometrics 1 & II