Dr Kanchana Nadarajah

Department of Economics

Lecturer in Economics

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+44 114 222 3302

Full contact details

Dr Kanchana Nadarajah
Department of Economics
Room 409
9 Mappin Street
S1 4DT

Kanchana is a lecturer of Econometrics in the Department of Economics. 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 position in the Department of Statistics at the University of Colombo.

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 (MPhil) in Econometrics from Monash University, Australia.

Kanchana is a recipient of the Postgraduate Publication Award from Monash University, and the Endeavour Postgraduate Scholarship from the Department of Education, Australia.

Research interests

Kanchana’s research focuses on time-series Econometrics with applications in economics and finance, semi-parametric and non-parametric statistics, and partial identification and related matters in average treatment effects.

Her 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.

Kanchana is interested in supervising PhD students willing to work in time series Econometrics inline with her research interests.


Journal articles

Teaching activities

ECN340 Further Econometrics