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Dr Kanchana Nadarajah
Research Fellow
Monash University
Kanchana Nadarajah is a research fellow at the Department of Econometrics and Business Statistics, Monash University. Her Ph.D. research was on "Advances in the estimation of fractionally integrated models". She completed a Master of Philosophy (M.Phil) at Monash University under the thesis title "Issues of misspecification in fractionally integrated models". Pioneering to the field of academia, she was an assistant lecturer at the Department of Statistics, University of Colombo, Sri Lanka, where she obtained BSc (Hons) with a specialization in Statistics.
Personal Website: https://sites.google.com/monash.edu/knad
Research Interests:
Nonparametric statistics with particular emphasis on estimation
Partial identification related matters
semiparametric estimation
Time series analysis focusing on long memory models
Qualifications:
Doctor of Philosophy, Monash University, Australia
Master of Philosophy, Monash University, Australia
Bachelor of Science (Hons), University of Colombo, Sri Lanka
Publications
Invited talks, refereed proceedings and other conference outputs
Nadarajah, K., Martin G. M., & Poskitt D. S.
(2019). Mean Correction in Mis-Specified Fractionally Integrated Models.
Department of Economics, University of York, UK.
Nadarajah, K., Martin G. M., & Poskitt D. S.
(2018). Optimal bias-correction in the log-periodogram estimation of the fractional parameter: A jackknife approach.
The International Society for Clinical Biostatistics (ISCB) and the Statistical Society of Australia (SSA).
Martin, G. M., Nadarajah K., & Poskitt D. S.
(2018). Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes.
The 14th International Symposium on Econometric Theory and Applications, University of Sydney, Australia.
Nadarajah, K., Martin G. M., & Poskitt D. S.
(2018). Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes.
The Econometric Society Australasian Meeting (ESAM).
Nadarajah, K., Martin G. M., & Poskitt D. S.
(2017). Optimal bias-correction in the log-periodogram estimation of the fractional parameter: A jackknife approach.
The annual international conference of the Royal Statistical Society.
Nadarajah, K., Martin G. M., & Poskitt D. S.
(2017). Optimal bias-correction in the log-periodogram estimation of the fractional parameter: A jackknife approach.
11th International conference on Computational and Financial Econometrics.
Journal Articles
Frazier, D. T., Loaiza-Maya R., Martin G. M., & Koo B.
(2021). Loss-Based Variational Bayes Prediction.
arXiv. arXiv:2104.14054v1.
Frazier, D. T., Loaiza-Maya R., & Martin G. M.
(2021). A Note on the Accuracy of Variational Bayes in State Space Models: Inference and Prediction.
arXiv. arXiv:2106.12262v1.
Martin, G. M., Loaiza-Maya R., Frazier D. T., Maneesoonthorn W., & Hassan A. Ramírez
(2020). Optimal probabilistic forecasts: When do they work?.
arXiv. arXiv:2009.09592v1.
Martin, G. M., Nadarajah K., & Poskitt D. S.
(2020). Issues in the estimation of mis-specified models of fractionally integrated processes.
Journal of Econometrics. 215(2), 559-573. doi: 10.1016/j.jeconom.2019.09.007
Nadarajah, K., Martin G. M., & Poskitt D. S.
(2019). Optimal bias-correction in the log-periodogram estimation of the fractional parameter: A jackknife approach.
arXiv. arXiv:1903.07780.
Research links
