Econometric and Applied Statistics Research Initiative

Econometric and Applied Statistics Research Initiative

The primary goal of RIEF’s Macro-Finance Research Initiatives to support research in topics that belongs to business cycles and economic growth.

Directors

Director – Anna Sikov

Anna Sikov is a Professor at the Faculty of Economics and Statistics at the National University of Engineering, a member of the Econometric Modelling and Data Science Research Group. She holds a Ph.D. and a Master’s degree in Statistics from the Hebrew University of Jerusalem, and a Bachelor’s degree in Mathematics from the same university. She has completed postdoctoral research at the University of Sao Paulo. She worked as statistician at the US Bureau of Labor Statistics and the Israel Central Bureau of Statistics. Her research interests include Sampling Theory, Time Series Analysis, Small Area Estimation, Analysis of Incomplete Data, and Spatial Regression Analysis.

Director – José Cerda Hernández

Jose Cerda-Hernandez is a professor at the Faculty of Economics and Statistics at the National University of Engineering and Head of the Econometric Modelling and Data Science Research Group. He holds a Ph.D. in Statistics from the University of Sao Paulo, as well as a Master’s and Bachelor’s degree in Applied Mathematics from the National University of Engineering. He has completed postdoctoral research at the University of Sao Paulo, the University of Campinas, and Oregon State University. At present, he is employed as a consultant with expertise in statistical data modeling and analysis. His research interests include Stochastic Processes and Applied Probability, Insurance Models, Time Series Analysis, Analysis of Incomplete Data and Spatial Statistics.

Research Assistants

  • Martin Ochoa Celis

Current Research

  • Sikov, A., Cerda-Hernández, J. Estimating the prevalence of anemia rates among children under five in Peruvian districts with a small sample size. Stat Methods Appl 32, 1779-1804 (2023). https://doi.org/10.1007/s10260-023-00698-x
  • Sikov, A., Cerda-Hernández, J., and Haro Abanto, M. (2023). ¿Es posible obtener estimaciones confiables del porcentaje de anemia y retraso en el crecimiento en niños menores de cinco años en los distritos más pobres del Perú?. Apuntes. Revista De Ciencias Sociales, 50(95). https://doi.org/10.21678/apuntes.95.1811
  • Sikov, A., Cerda-Hernández, J., and L. Vidal. Análisis espacial de la anemia infantil en el Perú 2022: construcción de mapas a nivel distrital para políticas públicas. To appear in Salud Pública de México 66(2), (2024).
  • Cerda-Hernández J., Logachov A. and Yambartsev A. Bid-Ask spread dynamics: Large upward jump with geometric catastrophes. Under review (2023).
  • Cruz-Simbrón R., Picasso G. and Cerda-Hernández J. Amino acid chiral amplification using Monte Carlo dynamic. Under review (2023).