Photo of Konstantinos Metaxoglou

Konstantinos Metaxoglou

Associate Professor

Degrees:B.A. (Macedonia), M.Sc. (UCL), Ph.D. (California at Davis)
Phone:613-520-2600 x 3755
Office:D-893 Loeb

Languages spoken other than English: Greek

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

• 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 PressVolume 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.