David Edgerton

Senior Professor, BA, PhD, BSc (First Class Honours)

Research areas and keywords

UKÄ subject classification

  • Economics
  • Probability Theory and Statistics

Keywords

  • Econometrics

Research

My research interests are theoretical and empirical econometrics. In recent years this has been concentrated to projects concerned with (i) testing and estimation in non-stationary panel data, (ii) testing weak separability, and (iii) expectations. A few years ago I was involved in some projects concerning high frequency data, limited dependent variables, and in particular binary choice models. One project was empirically orientated and concerned cutbacks in Swedish sickness benefits. Another was a theoretical study of measurement error in binary choice models. Two earlier empirical projects concerned an analysis of the demand for food in the Nordic countries and the estimation of transition probabilities in the Swedish electorate. Some theoretical projects have looked at the small sample properties of misspecification tests and, a long time ago, the properties of various estimators in nonlinear systems of simultaneous equations.

Teaching

My main area of teaching is econometrics (master and PhD level). I am at present a member of the department's examination committee for bachelor and master theses. I have been supervisor for many PhD students, and I am at present assistant supervisor for 4 PhD students.

Outreach

I am vice-chairman of the Board for the Consumer Price Index at Statistics Sweden

Recent research outputs

Fredrik N G Andersson, David Edgerton & Sonja Opper, 2013, In : World Development. 45, May, p. 239-251

Research output: Contribution to journalArticle

Joakim Westerlund, David Edgerton & Sonja Opper, 2010, In : Journal of Asian Economics. 21, 4, p. 333-344

Research output: Contribution to journalArticle

Binner, J. (ed.), David Edgerton (ed.) & Elger, T. (ed.), 2009, Emerald Group Publishing Limited. 294 p. (Advances in Econometrics; vol. 24)

Research output: Book/ReportAnthology (editor)

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