Patrick W. Saart 
(Patrick WongSaart)

Current Position:   Lecturer in Economics
                                Newcastle University Business School
                                5 Barrack Road, Newcastle-upon-Tyne, NE14SE UK
                                Email: patrick.wongsa-art@ncl.ac.uk

Education:             PhD in Statistics and Econometrics, University of Western Australia (February 2012)

Research Interest: I have a strong interest in the applications and development of statistical methods to problems in various areas of Economics and Finance. My research interest focuses on Applications of Statistics - Theory and Methods, to Theoretical and Applied Econometrics, Financial Econometrics, Quantitative Finance, and Empirical Behavioural Finance.  
    In addition, I also have strong research interest in Functional Data Analysis and Functional Time Series that is concerned with inherently infinite-dimensional data objects and therefore can be viewed as part of the methodology for Big Data in the exciting area of Data Science. Longitudinal data, which is often referred to as Panel data in econometrics, can also be viewed functional data.    

Publications:
Asymmetric Conditional Correlations in Stock Returns, Annals of Applied Statistics 2016, forthcoming (with Y. Xia and H. Jiang) Paper
A Misspecification Test for Multiplicative Error Models of Nonnegative Time Series, Journal of Econometrics 2015, 189(2), 346-359. (with J. Gao and N. H. Kim) PaperSupplemental Materials
Semiparametric Autoregressive Conditional Duration, Econometric Reviews 2015, 34(6-10), 849-881. (with J. Gao and D. Allen)
Semiparametric Methods in Nonlinear Time Series Analysis, Journal of Nonparametric Statistics 2014, 26(1), 141-169.
(with J. Gao and N. H. Kim) Paper
Modelling Monetary Policy in a Small Open Economy Model: Evidence from a SVAR Model, Economia Internazionale 2004, 57(1),
77-115. (with B. D. Ward)

Working Papers:
Functional Analysis of Correlation Dynamics (a preliminary draft is available here)
On Endogeneity and Shape Invariance in Extended Partially Linear Single Index Models (Under review; with J. Gao and N. H. Kim)
Estimation in Partially Linear Semiparametric Models with Parametric and/or Nonparametric Endogeneity (with N. H. Kim) Paper
Optimal Smoothing in Semiparametric Time Series Model with Nonparametrically Generated Regressors
(with N. H. Kim) Paper


Papers in Progress:

Modelling Spatial Dependence in Functional Data Analysis: A New Approach to the Longitudinal Data (with P. Robinson)

Periodicity and Cyclical Behavior in Functional Time Series: The Spectral/Functional Data Approach (with J.Y. Park and Y. S. Chang)

Selected Conference Presentations and Invited Talk:
Joint Econometrics and Statstics Seminar, LSE, London (November 2016)

Cross-Strait Conference on Probability and Statistics, Chengdu (August 2016)

Economic Seminar, Department of Economics, University of Seoul, Seoul (July 2016)

Time Series Workshop on Macro and Financial Economics, SKKU, Seoul (May 2016)

RCEA Time Series Econometrics Workshop, Rimini (June 2015)

Seminar, Grad. School of Decision Sciences, Universitat Konstanz (April 2015)

Computation Financial Econometrics Conference, London (December 2014)

Non/Semiparametric Volatility\&Correlation Models, Panderborn (July 2014)

The Asian Meeting of the Econometric Society, Seoul (August 2011)

Symposium on Econometric Theory and Applications, Melbourne (April 2011)

Research Seminar, Dept of Economics, University of Melbourne (February 2011)

Departmental Seminar, EBS, Monash University, Melbourne (November 2010)

The World Congress of the Econometric Society, Shanghai (August 2010)

Annual Meeting of the Society of Financial Econometrics (June 2010)

Research Seminar, The University of Queensland (February 2010)

The Econometric Society Australasian Meeting, Canberra (July 2009)


Teaching (at Newcastle University Business School)
NBS8257 Applied Econometrics (Semester 2: 2015)

Teaching (at Mathematics and Statistics, University of Canterbury)
STAT201/FORE222 Applied Statistics(Semester 1: 2012, 2013, 2014)
STAT470 Advanced Time Series (Financial Econometrics), (Semester 2: 2013, 2014)
STAT317/STAT425 Time Series Methods (Semester 2: 2012, 2013, 2014)
ECON323 Time Series Methods (Semester 2: 2012, 2013, 2014) 
EMTH119 Engineering Mathematics (Semester 2: 2013, 2014)
MATH407 Mathematical Finance (Semester 2: 2012)

Other teaching
Mathematical Economics (UG: 2010 University of Adelaide)
Mathematical Statistics (UG: 2010 University of Adelaide)
Introductory Econometrics (UG: 2011 Monash University, 2005 Lincoln University)
Advanced Macroeconomics (PG: 2005 Lincoln University)