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

Selected publications:

“Estimation of Random Coefficient Demand Models: Two Empiricists’ Perspective” (with Christopher Knittel), Review of Economics and Statistics, MIT Press, Vol. 96, No. 1 (March 2014), pp. 34–59.

“Efficiency of the California Electricity Reserves Market” (with Aaron Smith), Journal of Applied Econometrics, Vol. 22, No. 6 (September/October 2007), pp. 1127–1144.

“Maximum Likelihood Estimation of VARMA Models Using a State Space EM Algorithm” (with Aaron Smith), Journal of Time Series Analysis, Vol. 28, No. 5 (September 2007), pp. 666–685.

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