Ali Habibnia

PhD Candidate in Statistics & Graduate Teaching Assistant

Researcher @ LSE Systemic Risk Centre & LSE Time Series Analysis Group




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


           Phone:       +44 (0)7737842985

           Email:         A.Habibnia (at)





Current research:  Econometric Modeling of Connectedness in Financial Markets and Systemic Risk

                                 (sponsored by the Economic and Social Research Council and the LSE Systemic Risk Centre )

                                 A Nonlinear Generalization of Factor Models for Forecasting Financial Time Series with Many Predictors,

Research interests

  • Time Series Econometrics
  • Macroeconomic and Financial Forecasting
  • Statistical Machine Learning
  • High Dimensional Statistics
  • Economic Networks


Office Hour: Tuesday 2:30-3:30pm at CATS (TW1 U11 Centre for the Analysis of Time Series)

Class Teaching:

2014 - 2015: ST304 (Time Series and Forecasting), ST211 (Applied Regression)

2013 - 2014: ST102 (Elementary Statistical Theory), ST211 (Applied Regression), ST304 (Time Series and Forecasting)

2012 - 2013: ST107 (Quantitative Methods)



             Time & Location: Sep 2014 @ LSE, Nonlinear time series analysis - thresholding and beyond: a conference in honour of  Professor Howell Tong.

             Time & Location: 27 Mar 2013 at 9:30am @ Lancaster University 36th Conference in Probability, Statistics.

             Time & Location: 31 Oct 2012 at 17:00 - 18:00 @ LSE Time Series Reading Group.

             Time & Location: 7 Jan 2013 at 8:00 - 17:00 @ IRAN - Fifth Conference on Development of Financing System in Iran


© London School of Economics and Political Science 2012