{"id":3369,"date":"2023-04-13T14:11:22","date_gmt":"2023-04-13T13:11:22","guid":{"rendered":"https:\/\/research.reading.ac.uk\/economics\/?page_id=3369"},"modified":"2026-03-05T11:06:05","modified_gmt":"2026-03-05T11:06:05","slug":"econometrics-with-data-science","status":"publish","type":"page","link":"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/","title":{"rendered":"Econometrics with Data Science"},"content":{"rendered":"<p><strong>Background<\/strong><\/p>\n<p>As we enter the big data era, there is a boom in the development of modern techniques, such as high-dimensional econometrics, approaches for non-Euclidean data structures, and machine learning methods. The research cluster of <em>Econometrics with Data Science<\/em> (EwDS) embraces this trend and brings together researchers with expertise in theoretical econometrics, applied econometrics, forecasting, and various data science techniques, including text analysis, indicator saturation, functional data analysis, and vine copula.<\/p>\n<p>The cluster members have published their research in the world-leading academic journals: Annals of Statistics, Journal of Econometrics, Journal of Business and Economic Statistics, European Journal of Operational Research, Journal of Applied Econometrics, Journal of Financial Econometrics, Econometric Review, and International Journal of Forecasting, among others.<\/p>\n<div class=\"responsive-tabs\">\n<h2 class=\"tabtitle\"><strong>Our Members<\/strong><\/h2>\n<div class=\"tabcontent\">\n\n<p><strong>Academics at Reading<\/strong>:<\/p>\n<ul>\n<li><a href=\"https:\/\/www.henley.ac.uk\/people\/nico-biagi\">Nico Biagi<\/a> (Business Informatics, Systems &amp; Accounting)<\/li>\n<li><a href=\"https:\/\/www.icmacentre.ac.uk\/people\/professor-michael-clements\">Michael Clements<\/a> (ICMA Centre)<\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/economics\/our-staff\/hussein-hassan\">Hussein Hassan\u00a0<\/a> (Economics)<\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/economics\/our-staff\/stephen-kastoryano\">Stephen Kastoryano<\/a> (Economics)<\/li>\n<li><a href=\"https:\/\/www.icmacentre.ac.uk\/people\/dr-emese-lazar\">Emese Lazar\u00a0<\/a> (ICMA Centre)<\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/maths-and-stats\/staff\/dr-abhishek-pal-majumder\">Abhishek Pal Majumder<\/a> (Mathematics and Statistics)<\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/economics\/our-staff\/james-reade\">James Reade<\/a>\u00a0(Economics)<\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/economics\/our-staff\/shixuan-wang\">Shixuan Wang<\/a> (Economics) &#8211; Lead<\/li>\n<li><a href=\"https:\/\/www.henley.ac.uk\/people\/dr-yuan-zhao\">Yuan Zhao<\/a> (Real Estate and Planning)<\/li>\n<\/ul>\n<p><strong>Doctoral Researchers<\/strong>:<\/p>\n<ul>\n<li>Wei Hu<\/li>\n<li>Simeon Simeonov<\/li>\n<\/ul>\n<p><strong>Visiting Member<\/strong>:<\/p>\n<ul>\n<li><!--StartFragment --><span class=\"cf0\">Michael Kunkler<\/span><!--EndFragment --><\/li>\n<\/ul>\n<p>We are a newly established cluster (est. March 2023) and welcome new members (from any department at the University of Reading) whose research involves econometrics and\/or data science. If you are interested in joining us, please contact the cluster coordinator, Shixuan Wang (<a href=\"mailto:shixuan.wang@reading.ac.uk\">shixuan.wang@reading.ac.uk<\/a>).<\/p>\n\n<\/div><h2 class=\"tabtitle\"><strong>Publications<\/strong><\/h2>\n<div class=\"tabcontent\">\n\n<p><b>Econometric Theory:<\/b><\/p>\n<div id=\"accordion-1\" class=\"accordion no-js\">\n\t\t\t\t\t<h3 class=\"accordion-title\">\n\t\t\t\t<button id=\"accordion-1-t1\" class=\"js-accordion-controller\" aria-controls=\"accordion-1-c1\" aria-expanded=\"false\" >\n\t\t\t\t\tShow more\t\t\t\t<\/button>\n\t\t\t<\/h3>\n\t\t\n\t\t<div id=\"accordion-1-c1\" class=\"accordion-content\" aria-hidden=\"true\">\n\t\t\t<\/p>\n<ul>\n<li><u style=\"letter-spacing: 0.08px\"><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90011967.html\">Chen, Jian,\u00a0<\/a><\/u><u style=\"letter-spacing: 0.08px\"><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005420.html\">Clements, Michael P.,\u00a0<\/a><\/u><u style=\"letter-spacing: 0.08px\"><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009470.html\">Urquhart, Andrew,\u00a0<\/a><\/u><span style=\"letter-spacing: 0.08px\">(2023)\u00a0<\/span><u style=\"letter-spacing: 0.08px\"><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/110658\">Modelling price and variance jump clustering using the marked Hawkes process<\/a><\/u><span style=\"letter-spacing: 0.08px\">. Journal of Financial Econometrics.<\/span><\/li>\n<li><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90001780.html\" target=\"_new\" rel=\"noopener\">Lazar, Emese,\u00a0<\/a><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\" target=\"_new\" rel=\"noopener\">Wang, Shixuan,\u00a0<\/a>Xue, Xiaohan, (2023)\u00a0<a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/111396\" target=\"_new\" rel=\"noopener\">Loss function-based change point detection in risk measures<\/a>. European Journal of Operational Research.<\/li>\n<li>Xu, Xiu, Wang, Weining, Shin, Yongcheol,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90011849.html\">Zheng, Chaowen,\u00a0<\/a><\/u>(2022)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/107084\">Dynamic network quantile regression model<\/a><\/u>. Journal of Business and Economic Statistics.<\/li>\n<li>Chen, Jia, Shin, Yongcheol,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90011849.html\">Zheng, Chaowen,\u00a0<\/a><\/u>(2022)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/107078\">Estimation and inference in heterogeneous spatial panels with a multifactor error structure<\/a><\/u>. Journal of Econometrics, 229 (1). pp. 55-79.<\/li>\n<li>Horv\u00e1th, Lajos, Liu, Zhenya, Rice, Gregory,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>Zhan, Yaosong, (2022)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/106918\">Testing stability in functional event observations with an application to IPO performance<\/a><\/u>. Journal of Business and Economic Statistics.<\/li>\n<li>Horv\u00e1th, Lajos, Kokoszka, Piotr,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2021)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/93785\">Monitoring for a change point in a sequence of distributions<\/a><\/u>. Annals of Statistics, 49 (4). pp. 2271-2291.<\/li>\n<li>Horv\u00e1th, Lajos, Liu, Zhenya, Rice, Gregory,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2020)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/85667\">Sequential monitoring for changes from stationarity to mild non-stationarity<\/a><\/u>. Journal of Econometrics, 215 (1). pp. 209-238.<\/li>\n<li>Antoch, Jarom\u00edr, Hanousek, Jan, Horv\u00e1th, Lajos, Hu\u0161kov\u00e1, Marie,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2019)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/79661\">Structural breaks in panel data: large number of panels and short length time series<\/a><\/u>. Econometric Reviews, 38(7). pp. 828-855.<\/li>\n<\/ul>\n<p>\t\t<\/div>\n\n\t\t<\/div>\n<hr \/>\n<p><b>Applied Econometrics:<\/b><\/p>\n<div id=\"accordion-2\" class=\"accordion no-js\">\n\t\t\t\t\t<h3 class=\"accordion-title\">\n\t\t\t\t<button id=\"accordion-2-t1\" class=\"js-accordion-controller\" aria-controls=\"accordion-2-c1\" aria-expanded=\"false\" >\n\t\t\t\t\tShow more\t\t\t\t<\/button>\n\t\t\t<\/h3>\n\t\t\n\t\t<div id=\"accordion-2-c1\" class=\"accordion-content\" aria-hidden=\"true\">\n\t\t\t<\/p>\n<ul>\n<li><span class=\"person orcid-person\"><a href=\"https:\/\/centaur.reading.ac.uk\/view\/creators\/90010655.html\"><span class=\"person_name\">Kastoryano, S.<\/span><\/a>\u00a0<a class=\"orcid\" href=\"https:\/\/orcid.org\/0000-0001-8500-4710\" target=\"_blank\" rel=\"noopener\"><img decoding=\"async\" src=\"https:\/\/centaur.reading.ac.uk\/images\/orcid_16x16.png\" \/><\/a><\/span>\u00a0and\u00a0<span class=\"person_name\">Vollaard, B.<\/span>\u00a0(2023)\u00a0<a href=\"https:\/\/centaur.reading.ac.uk\/113320\/\"><em>Unseen annihilation: illegal fishing practices and nautical patrol.<\/em><\/a> Journal of Environmental Economics and Management, 122. 102881.<\/li>\n<li><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90010655.html\">Kastoryano, Stephen,\u00a0<\/a><\/u>van der Klaauw, Bas, (2021)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/98165\">Dynamic evaluation of job search assistance<\/a><\/u>. Journal of Applied Econometrics, 37(2). pp. 227-241.<\/li>\n<li><span class=\"person_name\">Bisschop, P.<\/span>,\u00a0<span class=\"person orcid-person\"><a href=\"https:\/\/centaur.reading.ac.uk\/view\/creators\/90010655.html\"><span class=\"person_name\">Kastoryano, S.<\/span><\/a>\u00a0<a class=\"orcid\" href=\"https:\/\/orcid.org\/0000-0001-8500-4710\" target=\"_blank\" rel=\"noopener\"><img decoding=\"async\" src=\"https:\/\/centaur.reading.ac.uk\/images\/orcid_16x16.png\" \/><\/a><\/span>\u00a0and\u00a0<span class=\"person_name\">van der Klaauw, B.<\/span>\u00a0(2017)\u00a0<a href=\"https:\/\/centaur.reading.ac.uk\/93295\/\"><em>Street prostitution zones and crime.<\/em><\/a>\u00a0AEJ: Economic Policy, 9 (4). pp. 28-63.<\/li>\n<\/ul>\n<p>\t\t<\/div>\n\n\t\t<\/div>\n<hr \/>\n<p><b>Forecasting<\/b> <div id=\"accordion-3\" class=\"accordion no-js\">\n\t\t\t\t\t<h3 class=\"accordion-title\">\n\t\t\t\t<button id=\"accordion-3-t1\" class=\"js-accordion-controller\" aria-controls=\"accordion-3-c1\" aria-expanded=\"false\" >\n\t\t\t\t\tShow more\t\t\t\t<\/button>\n\t\t\t<\/h3>\n\t\t\n\t\t<div id=\"accordion-3-c1\" class=\"accordion-content\" aria-hidden=\"true\">\n\t\t\t<\/p>\n<ul>\n<li><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>Syntetos, Aris A., Liu, Ying, Di Cairano-Gilfedder, Carla, Naim, Mohamed M., (2023)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/106019\">Improving automotive garage operations by categorical forecasts using a large number of variables<\/a><\/u>. European Journal of Operational Research, 306 (2). pp. 893-908.<\/li>\n<li>Rostami-Tabar, Bahman, Goltsos, Thanos E.,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2023)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/108585\">Forecasting for lead-time period by temporal aggregation: whether to combine and how<\/a><\/u>. Computers in Industry, 145.<\/li>\n<li>Ramirez, Philip,\u00a0<a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\" target=\"_new\" rel=\"noopener\">Reade, J. James,\u00a0<\/a><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009198.html\" target=\"_new\" rel=\"noopener\">Singleton, Carl,\u00a0<\/a>(2022)\u00a0<a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/106488\" target=\"_new\" rel=\"noopener\">Betting on a buzz: mispricing and inefficiency in online sportsbooks<\/a>. International Journal of Forecasting.<\/li>\n<li>Brown, Alasdair,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, J. James,\u00a0<\/a><\/u>Vaughan Williams, Leighton, (2019)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/77453\">When are prediction market prices most informative?<\/a><\/u>. International Journal of Forecasting, 35 (1). pp. 420-428.<\/li>\n<li><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, J. James,\u00a0<\/a><\/u>Vaughan Williams, Leighton, (2019)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/77452\">Polls to probabilities: comparing prediction markets and opinion polls<\/a><\/u>. International Journal of Forecasting, 35 (1). pp. 336-350.<\/li>\n<\/ul>\n<p>\t\t<\/div>\n\n\t\t<\/div>\n<hr \/>\n<p><b>Text Analysis<\/b><\/p>\n<div id=\"accordion-4\" class=\"accordion no-js\">\n\t\t\t\t\t<h3 class=\"accordion-title\">\n\t\t\t\t<button id=\"accordion-4-t1\" class=\"js-accordion-controller\" aria-controls=\"accordion-4-c1\" aria-expanded=\"false\" >\n\t\t\t\t\tShow more\t\t\t\t<\/button>\n\t\t\t<\/h3>\n\t\t\n\t\t<div id=\"accordion-4-c1\" class=\"accordion-content\" aria-hidden=\"true\">\n\t\t\t<\/p>\n<ul>\n<li>Pan, Wei-Fong,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, James,\u00a0<\/a><\/u><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2022)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/103339\">Measuring US regional economic uncertainty<\/a><\/u>. Journal of Regional Science, 62 (4). pp. 1149-1178.<\/li>\n<li><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005420.html\">Clements, Mike P.<\/a><\/u><u><b><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005420.html\">,\u00a0<\/a><\/b><\/u><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, James J.,\u00a0<\/a><\/u>(2020)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/85698\">Forecasting and forecast narratives: the Bank of England inflation reports<\/a><\/u>. International Journal of Forecasting, 36 (4). pp. 1488-1500.<\/li>\n<li>Brown, Alasdair, Rambacussing, Dooruj,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, J. James,\u00a0<\/a><\/u>Rossi, Giambattista, (2018)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/73480\">Forecasting with social media: evidence from Tweets on soccer matches<\/a><\/u>. Economic Inquiry, 56 (3). pp. 1748-1763.<\/li>\n<\/ul>\n<p>\t\t<\/div>\n\n\t\t<\/div>\n<hr \/>\n<p><b>Indicator Saturation<\/b> <div id=\"accordion-5\" class=\"accordion no-js\">\n\t\t\t\t\t<h3 class=\"accordion-title\">\n\t\t\t\t<button id=\"accordion-5-t1\" class=\"js-accordion-controller\" aria-controls=\"accordion-5-c1\" aria-expanded=\"false\" >\n\t\t\t\t\tShow more\t\t\t\t<\/button>\n\t\t\t<\/h3>\n\t\t\n\t\t<div id=\"accordion-5-c1\" class=\"accordion-content\" aria-hidden=\"true\">\n\t\t\t<\/p>\n<ul>\n<li>Apergis, Nicholas, Pan, Wei-Fong,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, James,\u00a0<\/a><\/u><u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2023)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/111043\">Modelling Australian electricity prices using indicator saturation<\/a><\/u>. Energy Economics, 120.<\/li>\n<li>Pretis, Felix,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005531.html\">Reade, James,\u00a0<\/a><\/u>Sucarrat, Genaro, (2018)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/73481\">Automated General-to-Specific (GETS) regression <\/a><\/u><u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/73481\">modeling<\/a><\/u><u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/73481\"> and indicator saturation methods for the detection of outliers and structural breaks<\/a><\/u>. Journal of Statistical Software, 86 (3).<\/li>\n<\/ul>\n<p>\t\t<\/div>\n\n\t\t<\/div>\n<hr \/>\n<p><b>Functional Data Analysis<\/b> <div id=\"accordion-6\" class=\"accordion no-js\">\n\t\t\t\t\t<h3 class=\"accordion-title\">\n\t\t\t\t<button id=\"accordion-6-t1\" class=\"js-accordion-controller\" aria-controls=\"accordion-6-c1\" aria-expanded=\"false\" >\n\t\t\t\t\tShow more\t\t\t\t<\/button>\n\t\t\t<\/h3>\n\t\t\n\t\t<div id=\"accordion-6-c1\" class=\"accordion-content\" aria-hidden=\"true\">\n\t\t\t<\/p>\n<ul>\n<li><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90005420.html\">Clements, Mike P.<\/a>, &amp; Wang, Shixuan. (2023). <a href=\"https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2023\/02\/emdp202305.pdf\"><u>Do Professional Forecasters&#8217; Phillips Curves Incorporate the Beliefs of Others? <\/u><\/a>Economics Discussion Paper, University of Reading.<\/li>\n<li>Horv\u00e1th, Lajos, Kokoszka, Piotr, VanderDoes, Jeremy,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2022)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/102538\">Inference in functional factor models with applications to yield curves<\/a><\/u>. Journal of Time Series Analysis, 43 (6). pp. 872-894.<\/li>\n<li>Bouri, Elie, Lau, Chi Keung Macro, Saeed, Tareq,\u00a0<a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\" target=\"_new\" rel=\"noopener\">Wang, Shixuan,\u00a0<\/a>Zhao, Yuqian, (2021)\u00a0<a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/97607\" target=\"_new\" rel=\"noopener\">On the intraday return curves of Bitcoin: predictability and trading opportunities<\/a>. International Review of Financial Analysis, 76.<\/li>\n<li>Horv\u00e1th, Lajos, Liu, Zhenya, Rice, Gregory,\u00a0<u><a href=\"http:\/\/centaur.reading.ac.uk\/view\/creators\/90009196.html\">Wang, Shixuan,\u00a0<\/a><\/u>(2020)\u00a0<u><a href=\"https:\/\/centaur.reading.ac.uk\/id\/eprint\/85666\">A functional time series analysis of forward curves derived from commodity futures<\/a><\/u>. International Journal of Forecasting, 36 (2). pp. 646-665.<\/li>\n<\/ul>\n<p>\t\t<\/div>\n\n\t\t<\/div>\n\n<\/div><h2 class=\"tabtitle\"><strong>Funded Projects<\/strong><\/h2>\n<div class=\"tabcontent\">\n\n<h3 class=\"Default\"><strong>Improving Staff Retention at the RBFT: Econometric Data Analytics, Probabilistic Forecasting and Management Intelligence<\/strong><\/h3>\n<p><strong>(Team: Pete Sandham, People Directorate, RBFT; Shixuan Wang, Department of Economics, UoR; Rita Fontinha, Henley Business School; Eghosa Bazuaye, RBFT; Arran Rogers, RBFT; and Cindy Kouris, RBFT)<\/strong><\/p>\n<p>The team seeks to reform the Trust\u2019s approach to staff retention at the Royal Berkshire NHS Foundation Trust (RBFT). They will research, test and deliver a solution that enables them to model and predict the likelihood of colleagues leaving the Trust in the future. Through the project, the team aims to create interventions to support workforce retention. This project is funded by Collaborative Innovation Fund.<\/p>\n\n<\/div><h2 class=\"tabtitle\"><strong>Events<\/strong><\/h2>\n<div class=\"tabcontent\">\n\n<ul>\n<li style=\"list-style-type: none\">\n<ul>\n<li>[<strong>In-person Conference<\/strong>] The conference on <strong>\u201cData Science meets Finance: Forecasting, Econometric Modelling, and Risk Management\u201d<\/strong> took place at University of Reading on <strong>3rd March 2026,\u00a0<\/strong>in an in-person format. See the details on the <a href=\"https:\/\/research.reading.ac.uk\/economics\/event\/data-science-meets-finance\/\">conference webpage<\/a>.<img loading=\"lazy\" decoding=\"async\" class=\"alignnone  wp-image-4624\" src=\"https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-scaled.jpeg\" alt=\"\" width=\"793\" height=\"419\" srcset=\"https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-scaled.jpeg 2560w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-300x159.jpeg 300w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-1024x541.jpeg 1024w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-768x406.jpeg 768w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-1536x812.jpeg 1536w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2026\/02\/IMG_1-2048x1082.jpeg 2048w\" sizes=\"auto, (max-width: 793px) 100vw, 793px\" \/><\/li>\n<li>[<strong>In-person Conference<\/strong>] The <strong>1st Conference \u201cEconometrics with Data Science\u201d <\/strong>took place at London Road Campus, University of Reading on 16th September 2024, in an in-person format. See the details on the <a href=\"https:\/\/research.reading.ac.uk\/economics\/event\/1st-conference-on-econometrics-with-data-science\/\">conference webpage<\/a>.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-4045 aligncenter\" src=\"https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-scaled.jpg\" alt=\"\" width=\"686\" height=\"514\" srcset=\"https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-scaled.jpg 2560w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-300x225.jpg 300w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-1024x768.jpg 1024w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-768x576.jpg 768w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-1536x1152.jpg 1536w, https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2024\/09\/Group-Photo-1-2048x1536.jpg 2048w\" sizes=\"auto, (max-width: 686px) 100vw, 686px\" \/><\/p>\n<hr \/>\n<ul>\n<li>[<strong>Online Workshop<\/strong>] <strong>How to use ChatGPT to facilitate academic research?<\/strong> &#8211; Yuhao Mu (Renmin University of China), <span style=\"text-decoration: underline\">April 19, 12 noon<\/span> via Teams. Yuhao&#8217;s slides are <a href=\"https:\/\/research.reading.ac.uk\/economics\/wp-content\/uploads\/sites\/87\/2023\/04\/ChatGPT_Academic.pdf\" target=\"_blank\" rel=\"noopener\">here<\/a>.<br \/>\n<hr \/>\n<\/li>\n<\/ul>\n<p>If you would like to receive information about our future events, please contact the cluster coordinator, Shixuan Wang (<a href=\"mailto:shixuan.wang@reading.ac.uk\">shixuan.wang@reading.ac.uk<\/a>).<\/p>\n\n<\/div><h2 class=\"tabtitle\"><strong>Research Led Teaching<\/strong><\/h2>\n<div class=\"tabcontent\">\n\n<ul>\n<li><a href=\"https:\/\/www.reading.ac.uk\/modules\/document.aspx?modP=EC204&amp;modYR=2324\">EC204 &#8211; Introductory Econometrics<\/a><\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/modules\/document.aspx?modP=EC205&amp;modYR=2324\">EC205 &#8211; Intermediate Econometrics<\/a><\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/modules\/document.aspx?modP=EC318&amp;modYR=2324\">EC318 &#8211; Econometric Methods<\/a><\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/modules\/document.aspx?modP=ECM605&amp;modYR=2324\">ECM605 &#8211; Econometrics 2<\/a><\/li>\n<li><a href=\"https:\/\/www.reading.ac.uk\/modules\/document.aspx?modP=ECM703&amp;modYR=2324\">ECM703 &#8211; Advances in Causal Inference<\/a><\/li>\n<\/ul>\n<\/div><\/div>\n","protected":false},"excerpt":{"rendered":"<p>Background As we enter the big data era, there is a boom in the development of modern techniques, such as high-dimensional econometrics, approaches for non-Euclidean data structures, and machine learning&#8230;<a class=\"read-more\" href=\"&#104;&#116;&#116;&#112;&#115;&#58;&#47;&#47;&#114;&#101;&#115;&#101;&#97;&#114;&#99;&#104;&#46;&#114;&#101;&#97;&#100;&#105;&#110;&#103;&#46;&#97;&#99;&#46;&#117;&#107;&#47;&#101;&#99;&#111;&#110;&#111;&#109;&#105;&#99;&#115;&#47;&#114;&#101;&#115;&#101;&#97;&#114;&#99;&#104;&#47;&#101;&#99;&#111;&#110;&#111;&#109;&#101;&#116;&#114;&#105;&#99;&#115;&#45;&#119;&#105;&#116;&#104;&#45;&#100;&#97;&#116;&#97;&#45;&#115;&#99;&#105;&#101;&#110;&#99;&#101;&#47;\">Read More ><\/a><\/p>\n","protected":false},"author":173,"featured_media":0,"parent":23,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"ub_ctt_via":"","om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_uf_show_specific_survey":0,"_uf_disable_surveys":false,"__cvm_playback_settings":[],"__cvm_video_id":"","footnotes":""},"coauthors":[20],"class_list":["post-3369","page","type-page","status-publish","hentry"],"acf":[],"featured_image_src":null,"aioseo_notices":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.8.1 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Econometrics with Data Science - Economics Research<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/\" \/>\n<meta property=\"og:locale\" content=\"en_GB\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Econometrics with Data Science - Economics Research\" \/>\n<meta property=\"og:description\" content=\"Background As we enter the big data era, there is a boom in the development of modern techniques, such as high-dimensional econometrics, approaches for non-Euclidean data structures, and machine learning...Read More &gt;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/\" \/>\n<meta property=\"og:site_name\" content=\"Economics Research\" \/>\n<meta property=\"article:modified_time\" content=\"2026-03-05T11:06:05+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/centaur.reading.ac.uk\/images\/orcid_16x16.png\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Estimated reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"6 minutes\" \/>\n\t<meta name=\"twitter:label2\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data2\" content=\"Shixuan Wang\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/\",\"url\":\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/\",\"name\":\"Econometrics with Data Science - Economics Research\",\"isPartOf\":{\"@id\":\"https:\/\/research.reading.ac.uk\/economics\/#website\"},\"datePublished\":\"2023-04-13T13:11:22+00:00\",\"dateModified\":\"2026-03-05T11:06:05+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/#breadcrumb\"},\"inLanguage\":\"en-GB\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/research.reading.ac.uk\/economics\/research\/econometrics-with-data-science\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/research.reading.ac.uk\/economics\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Our Research\",\"item\":\"https:\/\/research.reading.ac.uk\/economics\/research\/\"},{\"@type\":\"ListItem\",\"position\":3,\"name\":\"Econometrics with Data Science\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/research.reading.ac.uk\/economics\/#website\",\"url\":\"https:\/\/research.reading.ac.uk\/economics\/\",\"name\":\"Economics Research\",\"description\":\"A hub of news, events, publications &amp; 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