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Pedro Carvalho Loureiro de Souza


Curriculum Vitae

Contact details

Telephone:

Email: Pedro dot Souza at warwick dot ac dot uk

Room: S1.113b

Advice & feedback hours: By appointment (see below).


Related links

Assistant Professor


Research Interests

  • Econometrics
  • Applied microeconomics
  • Social Networks

Journal Publications

"Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model", with Clifford Lam (LSE). Journal of Business & Economic Statistics, 2019, forthcoming

"A Test for Stationarity in the Spectral Domain", with Javier Hidalgo (LSE). Econometric Theory, 2018

"Detection and Estimation of Block Structure in Spatial Weight Matrix", with Clifford Lam. Econometric Reviews, Vol. 35, Issue 8-10, pp. 1347-1376, 2016

"Testing for Equality of an Increasing Number of Spectral Density Functions I", with Javier Hidalgo. Book chapter in "Topics in Nonparametric Statistics", edited by M.G. Atikas, S.N. Lahiri and D. Politis, Springer, 2013