Alex Maynard, University of Guelph

Research

cointegration vector error correction models local-to-unity asymptotics local-to-zero variance

Latest funding

Small but persistent deviations from long-run equilibrium
SSHRC · 2017 · Principal investigator
$19,480
Small but persistent deviations from long-run equilibrium
SSHRC · 2017 · Principal investigator
$74,520
Canadian econometrics study group meeting on the development and economic application of flexible and non-linear econometric models
SSHRC · 2014 · Principal investigator
$20,000

All 4 grants and awards

Small but persistent deviations from long-run equilibrium

Principal investigatorSSHRC2017Insight Grants

Principal investigators: Maynard, Alex S.

Keywords: cointegration; vector error correction models; local-to-unity asymptotics; local-to-zero variance

$19,480

Small but persistent deviations from long-run equilibrium

Principal investigatorSSHRC2017Insight Grants

Principal investigators: Maynard, Alex S.

Keywords: cointegration; vector error correction models; local-to-unity asymptotics; local-to-zero variance

$74,520

Canadian econometrics study group meeting on the development and economic application of flexible and non-linear econometric models

Principal investigatorSSHRC2014

Principal investigators: Maynard, Alex S.

Keywords: dossiers médicaux; partage de connaissances; archives; asiles; soins psychiatriques; patients psychiatriques; professionnels de la santé; méthodologie de la recherche en histoire

$20,000

Inference in predictive quantile regressions with applications to stock and exchange rate returns

Principal investigatorSSHRC2010Standard Research Grants program

Principal investigators: Maynard, Alex S.

Keywords: quantile regression; predictive regression; near unit root; local-to-unity; long-horizon regression; stock returns; exchange rate returns

$46,700

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Subject: Prospective PhD student: cointegration Dear Professor Maynard, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on cointegration connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]