Biography

I graduated from the Universita’ di Bergamo in 1991 and completed a Master in economics at CORIPE in 1992 and MSc in Economics and Econometrics at the University of Southampton in 1994. I received a Ph.D. from the University of Southampton in 1998. After working for a few years at the University of York, I moved to Monash University in Melbourne, Australia in 2005 where I stayed until my arrival to the University of Surrey in September 2010.
More details can be found on http://sites.google.com/site/giovanniforchini/.

Research Interests

I am interested in econometrics and statistical theory with particular emphasis on optimal inference, statistical decision theory, exact and asymptotic distribution theory, tests for structural change, tests for misspecification, structural equations models, identification, conditional inference, saddlepoint approximations, higher order approximations, applications of differential geometry to statistics.

My main research interest in the last few years has been on the problem of identification or lack thereof in econometric models. Possible failures of identification in linear structural equations create non-standard set-ups in which standard inferential procedures are invalid. Understanding what can be done in such situations is extremely important for both theorists and practitioners.

More details can be found on http://sites.google.com/site/giovanniforchini/.

Publications

• The asymptotic distribution of the LIML estimator in a partially identified structural equation, Econometric Theory 26, 917-930.
• The Asymptotic Distribution of Nagar’s Bias-Adjusted TSLS Estimator under Partial Identification 2009, Economics Letters 105, 49-52.
• Some properties of tests for parameters that can be arbitrarily close to being unidentified, 2009, Journal of Statistical Planning and Inference 139, 3193-3199.
• The distribution of the sum of a normal and a t random variable with arbitrary degrees of freedom, 2008, Metron Vol LXVI (2), 205-208.
• Weighted average power similar tests for structural change for the Gaussian linear regression model, 2008, Econometric Theory 24/5, 1277-1290.
• A characterization of invariant tests for identification in linear structural equations, 2008, Economics Letters 98/2, 185-193.

View more publications

Teaching

Coordinator for the Economics Project
Introduction to Econometrics