Vanessa Berenguer-Rico

I teach quantitative economics and econometrics to second- and third-year undergraduates in PPE and in Economics and Management. I also lecture on econometrics and quantitative economics in the Department of Economics. At the graduate level, I have taught courses on probability, on macroeconometrics and on time series for the MPhil in Economics and I supervise doctoral dissertations in these areas.

My research focuses on: (i) statistical methods for analysing non-linear relationships among persistent processes with applications in macroeconometrics; and (ii) statistical theory for robust statistics.

You can find out more about my teaching and research here.

‘Heteroscedasticity testing after outlier removal’, Econometric Reviews (March 2020), with Ines Wilms

‘Cumulated Sum of Squares Statistics for Nonlinear and Nonstationary Regressions’, Econometric Theory 36(1):1-47 (February 2019), with Bent Nielsen

‘Models Where the Least Trimmed Squares and the Least Median of Squares Estimators Are Maximum Likelihood’, SSRN Electronic Journal (January 2019), with Søren Johansen and Bent Nielsen

‘The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals’, SSRN Electronic Journal (January 2019), with Søren Johansen and Bent Nielsen

‘Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals’, SSRN Electronic Journal (January 2019), with Søren Johansen and Bent Nielsen