Dr Pipat Wongsa-art

Recent Awards:

• British Academy/Leverhulme Small Research Grants [2024]

• Turing/ONS/HSBC Economic Data Science Award, The Allan Turing Institute [2019]

Publications:

• Wongsa-art, P., Kim, N., Xia, Y. and Moscone, F., 2024. Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. Regional Science and Urban Economics. [Accepted] [Working paper version] [In the media]

• Wongsa-art, P., Kim, N., and Xia, Y., 2024. A generalized dynamic count process. Journal of Statistical Planning and Inference. [Accepted] 

• Kim, N., Wongsa-art, P. and Bateman, I.J., 2023. A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data. In Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications (Vol. 45, pp. 291-317). Emerald Publishing Limited. [Working paper version] 

• Wongsa-art, P., and Xia, Y., 2022. Functional time series approach to analyzing asset returns co-movements. Journal of Econometrics, 229(1), pp.127-151. 

• Gao, J., Kim, N. and Wongsa-art, P., 2020. On endogeneity and shape invariance in extended partially linear single index models. Econometric Reviews, 39(4), pp.415-435. 

• Wongsa-art, P., Jiang, H. and Xia, Y., 2016. Asymmetric Conditional Correlations in Stock Returns. The Annals of Applied Statistics, 10(2), 989-1018.

• Gao, J., Kim, N.H. and Wongsa-art, P., 2015. A misspecification test for multiplicative error models of non-negative time series processes. Journal of Econometrics, 189(2), pp.346-359. 

• Wongsa-art, P., Gao, J. and Allen, D.E., 2015. Semiparametric autoregressive conditional duration model: Theory and practice. Econometric Reviews, 34(6-10), pp.849-881.

• Wongsa-art, P., Gao, J. and Kim, N.H., 2014. Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics, 26(1), pp.141-169.  

• Wongsaart, P. and Ward, B.D., 2004. Ward–Modelling Monetary Policy in a Small Open Economy: Evidence from a New Zealand Svar Model. Economia Internazionale/International Economics, 57(1), pp.77-115. 

Research Grants and Funding:

• Award Value £2,000 (2020). Estimation/Hypothesis Tests of Varying Coefficient Panel Data Model with Spatially Correlated Error. Seedcorn Research Funding Data Science, Cardiff Business School

• Award Value £132,000 (2018). Learning Tools for Land Use Analysis Using Earth Observation, Natural Capital and Economic Data. Turing/ONS/HSBC Economic Data Science Award, The Allan Turing Institute; in collaboration with I. Bateman, J. Davidson, N. H. Kim (U of Exeter), Y. Xia (NUS) and C. Fezzi (Trento)

• Award Value $NZ1,500 (2014). Strategic Fund, University of Canterbury

• Award Value $NZ30,000 (2013). Erskine Fellowship, The John Angus Erskine Bequest, University of Canterbury