THESIS & RESEARCH SUPPORT
Thesis & Research Methodology Support
Research design, modelling, diagnostics and reproducibility
Methodological guidance for MSc, PhD and research projects, while the research question, argument and final written work remain yours.
AREAS OF SUPPORT
From research design to diagnostics and interpretation
Research Design & Empirical Strategy
Research questions, quantitative design, variable construction, identification issues and empirical strategy.
Model Specification
Choice and formulation of statistical or econometric models, assumptions, transformations, lag structures and alternative specifications.
Estimation & Implementation
Implementation in R or Python, including structured code and reproducible analytical workflows.
Diagnostics & Robustness
Specification checks, residual diagnostics, sensitivity analysis, robustness exercises and model comparison.
Interpretation of Results
Interpretation of coefficients, uncertainty, statistical evidence, model implications and limits of empirical conclusions.
Reproducibility & Workflow
Organisation of code, data-processing steps, outputs and documentation so the analysis can be reproduced and audited.
HOW RESEARCH MENTORING WORKS
Methodological support considered case by case
Send the research question, data, current methodology and the point where support is needed. I review the request and, where appropriate, define the scope and next step.
1. Submit
Describe the research question, data, current method and specific methodological issue.
2. Review
I assess whether methodological mentoring is appropriate and what information is needed.
3. Scope & Next Step
Where appropriate, scope, format, availability and terms are agreed before support proceeds.
SELECTED RESEARCH SUPPORT PROJECTS
Ten representative projects across methods and applications
A curated selection chosen for methodological breadth and complementary applied settings. The emphasis is on the analytical problem, methods and research workflow; project ownership, authorship and substantive conclusions remain with the respective students or researchers.
Selected projects across Europe
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Demand Forecasting and Staffing Decision Support
Demand forecasting linked to staffing and labour-cost decisions, with model comparison, scenario analysis and an interactive decision-support workflow.
Forecasting · Machine Learning · Scenario Analysis · R/Shiny
High-Dimensional Equity Return Forecasting
Comparison of univariate and multivariate return-forecasting models using ARDL-GARCH, VARX, sparse VARX-L, Lasso and rolling out-of-sample validation.
ARDL/GARCH · VARX · Sparse Modelling · Lasso · Rolling Validation
Privacy Regulation and Venture Capital Financing
Panel-data evaluation of regulatory effects on technology-firm financing using difference-in-differences, fixed effects and robustness analysis.
Difference-in-Differences · Panel Data · Fixed Effects · Robust Inference
Spatial Econometric Modelling of Renewable-Energy Spillovers
Spatial panel modelling of regional renewable-energy outcomes, including spatial dependence, model comparison and direct and indirect spillover effects.
Spatial Panel Data · SAR/SEM/SDM · Spillover Effects
Financial Sentiment, Regime Switching and Option Pricing
Financial sentiment combined with regime-switching dynamics and Monte Carlo simulation for option-pricing and risk-analysis applications.
Markov Switching · Monte Carlo · Financial Sentiment · Derivatives
European Automotive Transition: Panel and ESG Text Analytics
Country-panel indicators combined with sustainability-report text analytics, KPI normalisation, clustering and comparative ESG analysis.
Panel Data · Clustering · Text Analytics · ESG
Large-Scale Household Microdata Engineering
Integration and harmonisation of large-scale household and individual microdata across survey modules and years, with reproducible preparation for downstream econometric analysis.
Large-Scale Microdata · Data Integration · Harmonisation · Stata
Market Efficiency and Variance-Ratio Analysis
Univariate and multivariate variance-ratio testing, long-horizon analysis, spectral methods and market-efficiency assessment.
Variance Ratio · Spectral Analysis · Financial Econometrics
Manufacturing Process Simulation and Optimisation
Discrete-event modelling of an industrial production system, including AS-IS validation, TO-BE scenarios, maintenance policies and factorial experimentation.
Discrete-Event Simulation · AS-IS/TO-BE · Factorial Experiments
Mobility Hubs and Sustainable Transport Choice
Discrete-choice modelling of transport preferences using survey data, binary and ordered-response models, classification tools and marginal effects.
Logit · Ordered Logit · Marginal Effects · Transport Economics
RESEARCH INTEGRITY
Methodological support, not replacement of the researcher’s work
Support focuses on methodology, analysis, code review and reproducibility. The research question, argument, interpretation and final written work remain the responsibility of the student or researcher.
RESEARCH MENTORING ENQUIRIES
Describe the methodological issue
Send the research question, data, current methodology and the point where support is needed.