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The Department of Econometric Analysis was established at the Faculty of Mathematics and informatics, Vilnius University, on September 01, 2001 Prof. Alfredas Račkauskas was assigned the first head of the department |
Staff
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Dr.
Feliksas Mišeikis |
Dr.
Marius Radavičius |
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Danutė
Jonutienė |
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Prof.
Vydas Čekanavičius |
Dr.
Gediminas Murauskas |
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Dr.
Remigijus Lapinskas |
Dr.
Remigijus Leipus |
Students
Master students
PhD students
Jelena
Abaškina (supervisor dr. Remigijus
Leipus)
Vaidotas
Krencius (supervisor dr. Remigijus Leipus)
Vytautas
Maniušis (supervisor prof. Alfredas Račkauskas)
Vytenis
Pažemys (supervisor prof. Alfredas Račkauskas)
Research
We are interested in:
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Financial mathematics |
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Time series analysis |
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Bootstrap and other resampling methods in statistics and econometrics |
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Limit theorems in probability and its applications to statistics and econometrics |
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Functional data analysis |
We
are involved in the following projects
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Cooperation agreement CNRS/Lithuania (with Lille 1 university, Laboratory of probability and statistics) |