• KY16 9AL

    United Kingdom

Accepting Postgraduate Research Students

PhD projects

Rod is generally interested in supervising students on agreed topics in econometrics. Specific areas of interest include theoretical and applied work using high frequency or mixed-frequency data; continuous time models, including small-scale financial econometric models and larger-scale macroeconometric models; aliasing and the identification problem. For students with an established mathematical and statistical background, Rod would be interested in supervising work on theoretical and/or computational aspects of statistical inference in stationary and non-stationary time series models (including explosive processes). This would mean either trying to develop the special function representations of the relevant distributions and densities or developing simulation methods to approximate the same.

Personal profile

Research overview

Econometric theory, applied econometrics, time series analysis, macroeconometrics, financial econometrics.

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 8 - Decent Work and Economic Growth
  • SDG 15 - Life on Land

External positions

Associate Editor, Journal of Time Series Analysis

2019 → …

External Fellow, Essex Centre for Financial Econometrics

2014 → …

Academic Assessor, Civil Service Selection Board, UK Government Economic Service

2003 → …


Dive into the research topics where Roderick McCrorie is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
  • 1 Similar Profiles