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Email: nguye535@purdue.edu
Last Updated: August 2nd, 2024
About me
About me
I am a Limited-term Lecturer at the Daniels School of Business, Purdue University, where I recently received my PhD in Economics. My research focuses on modeling persistence in non-stationary time series, with applications to forecast univariate series with unknown dynamics, forecast for multivariate time series with weak error corrections, and identification of start and end dates of bubbles with abrupt collapses.
You can find my CV here.
Research Interest
Research Interest
Econometrics (model averaging, forecasting with nested models, unstable factors and loadings in panel data)
Applied Econometrics (forecasting macroeconomics aggregates, forecasting with long run equilibria)
Financial Econometrics (estimating and identifying financial bubbles, robust testing for number of bubbles)
Teaching Experience
Teaching Experience
ECON 21000: Principles of Economics (Summer 2021) [Evaluation]
Various teaching assistant experience (Undergraduate/Graduate level courses) [More]
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