Pérez-Alonso, Alicia

Associate Professor

Universidad Complutense de Madrid, Spain



Max Weber alumnus

Department of Economics

Cohort(s): 2006/2007

Ph.D. Institution

University of Alicante, Spain


I graduated in Economics from the University of Vigo (Spain) in 1999. I was awarded the Extraordinary Prize of the Faculty of Economics for the best academic grades. After my graduation, I enrolled for the Quantitative Economics Doctorate (QED) of the University of Alicante in Spain. After completion (October 2001) of the Master in Quantitative Economics, I started to work on my Ph.D. under the supervision of Prof. Juan Mora. In 2002, I was awarded a Marie Curie fellowship at the University of Copenhagen, Institute of Economics, where I spent four months at The Centre for Applied Microeconometrics (CAM).
In 2006, I obtained my Ph.D. from the University of Alicante with a dissertation entitled “Three Essays on Specification Testing in Econometric models”.

My thesis focused on three related, but different, issues regarding specification testing. In particular, in the first chapter, I analyze how to test for conditional symmetry in time series data by means of a bootstrap approach. In the second chapter, I investigate whether there is hysterisis on unemployment rate series from Italy, France and the United States. Finally, in the third chapter, I describe how to test parametric assumptions about the distribution of the error term, making no parametric assumption about the conditional mean or the conditional variance.

My research interests cover various aspects of theoretical and applied econometrics. More precisely, semiparametric and nonparametric econometrics, bootstrap, simulation based statistical methods, time series analysis, nonlinear models and state space and unobserved components models.

From 1999 to 2006, I worked as a research and teaching assistant in the Department of Economics at University of Alicante, where I taught Econometrics, Statistics and Advanced Macroeconomics.
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