Selected papers, working papers and seminar slides in econometrics and applied economics, relevant to university econometrics, financial econometrics, dissertation methods and PhD-level support.
Doctoral thesis · University of Cambridge · 2013Estimation & Inference Under Non-Standard Conditions
The full Cambridge PhD thesis (Robinson College, Faculty of Economics), supervised by Professor Richard J. Smith. It contains three econometrics papers, one of which was published in Advances in Econometrics. Hosted here as primary evidence of doctoral-level training behind the tutoring. The thesis is also catalogued by the British Library (EThOS). Nicky Grant presented at RJS@65, the conference in honour of Professor Smith's 65th birthday (Cambridge, May 2014).
Repository hub · IDEAS/RePEcEconomics literature records
IDEAS/RePEc records list journal, working-paper and book-chapter outputs under Nicky L. Grant, including Springer, CeMMAP, Manchester and Emerald records.
Published article · Springer / RePEc / AcademiaHow sensitive is the average taxpayer to changes in the tax-price of giving?
Applied public economics article by Peter G. Backus and Nicky L. Grant, published in International Tax and Public Finance (volume 26, issue 2, pp. 317-356; published online 26 June 2018, open access). An earlier version circulated as University of Manchester Economics Discussion Paper EDP-1606 (October 2016). The work was presented at the EEA-ESEM congress in Geneva on 22 August 2016 as "Bias in Estimating the Tax-Price Elasticity of Charitable Donations with Survey Data".
Working paper · CeMMAP / RePEc / AcademiaGeneralised Anderson-Rubin Statistic Based Inference in the Presence of a Singular Moment Variance Matrix
Advanced econometric theory work with Professor Richard J. Smith, linking directly to identification-robust inference, GMM and moment-condition methods.
Working paper · CeMMAP / IFS / RePEcGEL-Based Inference with Unconditional Moment Inequality Restrictions
CeMMAP working paper CWP23/18 with Professor Richard J. Smith on generalised empirical likelihood and moment inequality restrictions.
Book chapter · Emerald / RePEcPrincipal Components Estimation of Large Factor Models with Many Instruments
Published chapter in Advances in Econometrics, evidencing advanced econometric training relevant to university and PhD-level tutoring.
Teaching resource · ManchesterOLS lecture notes
Linear Models in Econometrics: notes on ordinary least squares and regression foundations, written as a pre-course note for the MSc econometrics course (ECON61001) at the University of Manchester. Included as teaching-resource evidence rather than a research publication.
Competition · University of Cambridge · 2008Econometric Game winner, 2008
As a Cambridge MPhil student, Nicky Grant was a member of the Cambridge Faculty of Economics team that won the 9th Econometric Game, the annual European student econometrics competition organised by the University of Amsterdam (VSAE), on 7 and 8 April 2008. Other teams included Oxford, LSE, Amsterdam, Aarhus and Copenhagen. The Faculty's alumni newsletter reported the win.
Seminars and conferencesResearch presentations
Seminar and conference evidence includes Cambridge, St Andrews, CeMMAP/IFS, CREST and EEA-ESEM material represented in the research archive. Official listings: the University of St Andrews Brown Bag Seminar of 25 September 2024, the EEA-ESEM Geneva programme (22 August 2016) and the RJS@65 conference in Cambridge (May 2014).