Dr Indeewara Perera
Department of Economics
Lecturer in Economics
+44 114 222 5573
Full contact details
Department of Economics
9 Mappin Street
Indeewara Perera is a lecturer of Econometrics in the Department of Economics. Prior to joining the University of Sheffield Indeewara was a Research Fellow of Statistics in the Department of Econometrics and Business Statistics at Monash University, Australia.
He has previously held academic positions in the Department of Statistics and Probability at the Michigan State University, as a visiting research associate, and at the University of Colombo, as an assistant lecturer in the Department of Mathematics.
His academic qualifications include a Bachelor of Science (Honours) Degree in Mathematics from the University of Colombo, and a PhD in Mathematical Statistics from Monash University, Australia.
Dr Perera has received several awards, including two prizes for mathematics and physics and four gold medals in mathematics (for academic performance) from the University of Colombo, and an Early-Career Development Fellowship from Monash University.
He has also been a recipient of the Faculty of Business and Economics Dean's Postgraduate Research Excellence Award from Monash University.
- Research interests
Indeewara’s research interests include model fitting, estimation, inference, and forecasting in non-linear time series models, with special emphasis on statistical analysis of financial data in nonstandard and massive data setups. The concepts and tools used for weak convergence of stochastic processes in metric spaces, bootstrap methods, and goodness-of-fit tests play important roles in most of his research. He also has growing interests in developing and applying bootstrap based methods for inference in high-dimensional statistics/data analysis.
His work has been published in leading peer-reviewed international journals, including the Journal of Econometrics, the Journal of Computational and Graphical Statistics and Econometric Theory.
Indeewara is interested in supervising PhD students working in Econometrics (Theoretical or Applied) and Statistics. Specifically, he is interested in the following areas:
- Developing new methods for model fitting, estimation, inference and forecasting in non-linear Econometric/Time-Series models, including ARCH/GARCH type models, Multiplicative Error models, and Panel Data models.
- Bootstrap and resampling methods in Econometrics and Statistics; in particular, he is interested on nonstandard and massive data setups.
- Specification tests for GARCH processes with nuisance parameters on the boundary. Journal of Business & Economic Statistics.
- Bootstrap specification tests for dynamic conditional distribution models. Journal of Econometrics.
- A class of minimum distance estimators in Markovian multiplicative error models. Sankhya B.
- Bootstrap based probability forecasting in multiplicative error models. Journal of Econometrics. View this article in WRRO
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts. Journal of Computational and Graphical Statistics. View this article in WRRO
- Fitting a two phase threshold multiplicative error model. Journal of Econometrics, 197(2), 348-367. View this article in WRRO
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS. Econometric Theory, 33(2), 413-438. View this article in WRRO
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models. Econometric Reviews, 35(6), 1111-1141. View this article in WRRO
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS. Econometric Theory, 28(6), 1283-1312.
- Teaching activities
- ECN216 Econometrics
- ECN6540 Econometric Methods
- ECN602 Applied Macroeconometrics