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Clifford Lam

Associate Professor in Statistics

 

 

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Office: Columbia House, B609

Post:

Department of Statistics
London School of Economics
Houghton Street
London, WC2A 2AE
United Kingdom

Phone: +44 (0)20 7955 7636

Email: C.Lam2@lse.ac.uk

Curriculum Vitae (September 2014, with details of publications)

 


Programme director of MSc Statistics (Financial Statistics) from 2014/15 onwards.


Courses

2011-12 ST201/203 Statistical Models and Data Analysis

2009- ST300 Regression and Generalised Linear Models

2010- ST422 Time Series

Office hours : ST300 : Monday 12pm - 1pm.

ST422 + General MSc Financial Statistics Enquiries : Thursday 11am 1pm

2012 London Taught Course Centre (LTCC) : Introduction to semiparametric modelling


Associate editor of:

Statistica Sinica

Journal of Statistical Planning and Inference


Research Interests

Time series and factor modeling.

Spatial econometrics modeling.

Regularisation methods.

Large covariance matrix estimation.

High-dimensional data analysis.

Parametric and semiparametric modeling.

Variables and feature selection.


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