2022 Annual John Nankervis Memorial Lecture : Bootstrap methods for time series data

John died in 2012 and on this ten-year anniversary is still hugely missed by his colleagues.

An outstanding researcher, John’s work was published in many of the top journals in econometrics, including: Econometrica; the Journal of Econometrics; the Journal of the American Statistical Association; the Journal of Business Economics and Statistics; Econometric Theory and the Econometrics Journal. His work was also published in leading international economics and finance journals, such as the International Economic Review, the Journal of Empirical Finance and the European Journal of Finance.

How to attend this lecture

The lecture will be held in Essex Business School, located on the Colchester Campus at the University of Essex.

Attendance to the memorial is free and open to all.

For those who cannot attend in person, there will also be an opportunity to follow the lecture online. Details on how to join will be emailed to those who register closer to the event.

If you are intending to come and to obtain tickets, please let us know on Eventbrite by Friday 25th November.

Programme of events

Registration will commence at 5pm and the lecture from 5.30pm.

The lecture will be followed by a drinks reception in the Winter Garden and a buffet dinner at Wivenhoe House Hotel. 

Speaker bio

Professor Robert Taylor

Robert Taylor holds both PhD and ScD degrees from Cambridge University. He has previously held academic posts at the Universities of York, Birmingham and Nottingham. He is a fellow of the Journal of Econometrics. Robert is Editor-in-Chief of the Journal of Time Series Analysis, an Associate Editor of the Journal of Business and Economic Statistics and of the Journal of the American Statistical Association (Theory and Methods), a Co-Editor of Econometric Theory, and an Associate Editor of Econometric Reviews. Robert is a national panel assessor for the Athena SWAN equality accreditation scheme and is strongly committed to the advancement of Equality, Diversity and Inclusion in the workplace.