Postdoctoral Research Fellow in
Statistics/Econometrics
Australian School of Business, UNSW, Sydney, Australia
REF. 5197
Funded by an ARC Discovery grant on Efficient Estimation of Statistical
Models with Many Parameters,
the aim of the research is to develop flexible semi-parametric regression
models for both univariate and multivariate data.
In particular, the work will involve mixture regression models and copula
models and their application to data
from Finance, Economics and Environmental Science.
The successful applicant will be required to contribute to the research
through the development of statistical methodology,
computational software, the analysis of data, and writing of research
papers.
The research will involve the development of fully Bayesian solutions
using both MCMC and adaptive sampling methods, as well as approximate
solutions using optimization.
Professor Robert Kohn will supervise the research.
Essential criteria: A PhD degree in Statistics, Econometrics or a related
discipline or close
to obtaining such a degree; high level skills in statistical computing;
strong mathematical background.
Knowledge of OHS responsibilities and commitment to attending relevant OHS
training; an understanding of
equity and diversity principles.
Desirable criteria: A record of publication in international journals.
Strong Matlab and R programming skills.
Strong background in Bayesian Statistics and MCMC methods. Excellent
communication skills
(oral, written and interpersonal).
The position is full-time fixed-term for a period of up to two years, with
a 1 year probation period.
The remuneration will be from $64,518 to $75,037 per year (approximately
Lecturer, Level B)
(plus 9% employer superannuation plus leave loading).
Please contact Professor Robert Kohn regarding this position at the
Australian School of Business, School of Economics,
voice: + 612 93852150, email: [log in to unmask]
Applications close on July 23rd 2007.
For instructions on how to apply for this and other positions, go to the
HR website at
http://www.hr.unsw.edu.au/services/recruitment/application.html
Professor Robert Kohn
Australian School of Business,
University of New South Wales
Department of Economics and
Department of Banking and Finance
John Goodsell Building
Room 222
UNSW Sydney 2052 NSW
Australia
Phone 612 9385 2150
Fax: + 612 9313 6337
Email [log in to unmask]
URL: www.economics.unsw.edu.au/RobertKohn
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