
Konstantinos Metaxoglou
Associate Professor
Degrees: | B.A. (Macedonia), M.Sc. (UCL), Ph.D. (California at Davis) |
Phone: | 613-520-2600 x 3755 |
Email: | konstantinos.metaxoglou@carleton.ca |
Office: | D-893 Loeb |
Website: | Browse |
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:
Most Significant Career Research Contributions:
“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.