I am Professor of Econometrics at the University of Pavia and Honorary Professor at the University of Leicester School of Business.
More stuff can be found in my CV.
Research interests
Broadly speaking, I work in the fields of econometric theory and statistics. Pretty much all my contributions contain a generous amount of asymptotic theory, sometimes using weak convergence, sometimes stronger modes (chiefly, almost sure convergence).
Over the years, I have touched upon the following areas (listed in no particular order):
large factor models;
randomised tests;
online and offline changepoint detection;
panel data;
cointegration and aggregation;
the random coefficient autoregressive model;
predicting mortality rates.