Konstantinos Metaxoglou

Languages spoken other than English: Greek

Research fields: econometrics, applied industrial organization, empirical financial economics

Expertise:
• discrete-choice demand models
• quantiles with applications in finance
• economics of electricity markets
• state-space modelling

Refereed Publications in the Last 6 Years:

“Estimation of Random Coefficient Demand Models: Two Empiricists’ Perspective” (with Christopher Knittel), Review of Economics and Statistics, MIT Press, Volume 96, Number 1, March 2014, Pages 34–59.

Most Significant Career Research Contributions:

“Efficiency of the California Electricity Reserves Market” (with Aaron Smith), Journal of Applied Econometrics, Volume 22, Number 6, September/October 2007, Pages 1127–1144.

“Maximum Likelihood Estimation of VARMA Models Using a State Space EM Algorithm” (with Aaron Smith), Journal of Time Series Analysis, Volume 28, Number 5, September 2007, Pages 666–685.

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