Andreea Halunga


  • 3 EAST 4.29

Accepting Doctoral Students


Research output per year

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Personal profile

Research interests

Dr Andreea Halunga joined the Department of Economics in March 2015 as a Senior Lecturer in Econometrics. She holds a PhD in Econometrics from University of Manchester and held positions of lectureship and senior lectureship at the University of Exeter before joining Bath.

Andreea’s main research is about misspecification/specification testing in econometric models, including panel data models.

Her work is also concerned with the asymptotic theory analysis and applications of bootstrap techniques in capturing time series changes such as changes in persistence and structural breaks.

Research interests

  • Misspecification tests in econometrics
  • Changes in persistence and structural breaks
  • Panel data methods
  • Bootstrap methods
  • Nonlinear time series modelling

Willing to supervise doctoral students

Interested in supervising:

  • Misspecification Testing
  • Financial Econometrics
  • Persistence Change and/or Structural Breaks in Time Series Econometrics
  • Bootstrap Methods
  • Nonlinear Models
  • Econometrics of Climate Change

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Research Output

Neglecting Structural Breaks when Estimating and Valuing Dynamic Correlations for Asset Allocation

Halunga, A. & Savva, C., 2019, In : Econometric Reviews. 38, 6, p. 660-678 19 p.

Research output: Contribution to journalArticle

Open Access
  • 34 Downloads (Pure)

    A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models

    Halunga, A. G., Orme, C. D. & Yamagata, T., 1 Jun 2017, In : Journal of Econometrics. 198, 2, p. 209-230 22 p.

    Research output: Contribution to journalArticle

    Open Access
    3 Citations (Scopus)

    World commodity prices and domestic retail food price inflation: some insights from the UK

    Davidson, J., Halunga, A., Lloyd, T., McCorriston, S. & Morgan, W., Sep 2016, In : Journal of Agricultural Economics. 67, 3, p. 566-583

    Research output: Contribution to journalArticle

  • 4 Citations (Scopus)

    Consistent testing of functional form in time series models

    Davidson, J. & Halunga, A., 2014, Original Article in Essays in Nonlinear Time Series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). Oxford, U. K.: Oxford University Press, p. 28-56

    Research output: Chapter in Book/Report/Conference proceedingChapter