Lecturer in Economics
9 Mappin Street
S1 4DT, UK
Tel: (+44) (0)114 222 3302
Kanchana is a lecturer of Econometrics in the Department of Economics, University of Sheffield. Prior to joining the University of Sheffield, she was a research fellow at the Department of Econometrics and Business Statistics at Monash University in Australia. She has previously held an assistant lecturer in the Department of Statistics.
Kanchana completed her PhD in Econometrics in 2019 at Monash University. She received a Bachelor of Science (Hons) Degree in Statistics from the University of Colombo, and a Master of Philosophy (M.Phil) in Econometrics from Monash University. She was awarded several awards including the Endeavour Postgraduate scholarship award from the Department of Education in Australia and Postgraduate Publication Award from Monash University.
Kanchana’s research focuses on time-series Econometrics with applications in Finance, semi-parametric and non-parametric statistics, and partial identification and related matters in average treatment effects.
Research interests are directed towards developing new techniques of estimation and inference in linear stationary and non-stationary fractionally integrated models. She investigates the impact of mis-specification in these time series models. Further, her research focuses on developing a new theoretical and methodological framework for estimating the fractional differencing parameter. She is also working on estimation and inference on partial identification-related matters in conjunction with average treatment effects.
|PhD Student Supervision||
Kanchana is interested in supervising PhD students willing to work in time series Econometrics inline with her research interests.
Martin, G. M., Nadarajah, K. and Poskitt, D. S. (2020). Issues in the Estimation of Mis-specified Models of Fractionally Integrated Processes, Journal of Econometrics.