Research Assistant
Contact Details
Dr Sam Altmann, Lecturer, s.altmann@qmul.ac.uk
About the Role
The Research Assistant will support a research project led by Dr Sam Altmann in Econometrics, with a focus on empirical industrial organisation and structural econometrics.
The project investigates the empirical content of models of storable goods, such as laundry detergent, in the spirit of Hendel and Nevo’s 2006 paper in Econometrica. The research aims to understand what can be learned about the demand for these types of goods from just standard panel data on household purchases.
A key component of the project is the replication of the estimator used in Hendel and Nevo 2006, as well as a simulation study to validate their estimator.
About You
The Research Assistant will play a central role in running a simulation study of Hendel and Nevo’s estimator. In collaboration with and under the supervision of Dr Altmann, this will involve coding up a version of their estimation method, as well as writing code to allow the simulation of data from their model.
The role predominantly involves the coding of dynamic demand models, as well as Generalised Method of Moments estimators. Prior experience of both aspects is not necessary, but some familiarity or experience of coding dynamic choice problems (such as Bellman or Policy Iteration) and/or experience of coding maximum likelihood or method of moments estimators (such as multinomial logit) is required.
The position requires a high level of attention to detail, experience of statistical programming, and the ability to follow and refine systematic coding procedures. The Research Assistant will also contribute to ensuring the reliability and reproducibility of the simultation study through careful documentation and validation.
About the School
The School of Economics and Finance is a leader in teaching and research at both the national and international level. It has a range of both undergraduate and postgraduate programmes, including programmes that are jointly run with other Schools. The School has over 1000 undergraduate students, and over 500 postgraduate taught students. It offers excellent facilities and resources to enhance learning, including offering training and access to real time trading software to both UG and PGT students.
About Queen Mary
At Queen Mary University of London, we believe that a diversity of ideas helps us achieve the previously unthinkable.
Throughout our history, we’ve fostered social justice and improved lives through academic excellence. And we continue to live and breathe this spirit today, not because it’s simply ‘the right thing to do’ but for what it helps us achieve and the intellectual brilliance it delivers.
We continue to embrace diversity of thought and opinion in everything we do, in the belief that when views collide, disciplines interact, and perspectives intersect, truly original thought takes form.
Benefits
We offer competitive salaries, access to a generous pension scheme, 30 days’ leave per annum (pro-rata for part-time/fixed-term), a season ticket loan scheme and access to a comprehensive range of personal and professional development opportunities. In addition, we offer a range of work life balance and family friendly, inclusive employment policies, flexible working arrangements, and campus facilities.
Queen Mary’s commitment to our diverse and inclusive community is embedded in our appointments processes. Reasonable adjustments will be made at each stage of the recruitment process for any candidate with a disability. We are open to considering applications from candidates wishing to work flexibly.
