Joanne Ercolani

Dr.

Accepting PhD Students

PhD projects

Joanne Ercolani works in the area of time series econometrics. In particular, she is interested in continuous time models, modelling cyclical behaviour using differential equations and differential-difference equations, frequency domain methods of estimation and the estimation of spectral density functions.

20022023

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  • 2023

    Unobserved Components Models

    Ercolani, J., 20 Sept 2023, Oxford Research Encyclopedias: Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (eds.). Oxford University Press

    Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary