Full Professor and Associate Professor in Time Series Analysis and Econometrics

At the Faculty of Engineering and Science, Department of Mathematical Sciences, positions as full professor and associate professors in Time Series Analysis and Econometrics are open for appointment starting from however, we are willing to wait for the right candidate. The positions will be located at the campus of Aalborg University in Aalborg, Denmark.

The Department of Mathematical Sciences conducts research and teaching in a wide variety of mathematical disciplines.

The research and teaching in mathematics-economics is organized in the Group for Research in Econometrics and Time series (GREAT). The group currently consists of 3 associate professors, 2 assistant professors, and 4 PhD students.

You may obtain further information about the department here :

Positions description :

The positions as professor or associate professor in Time Series Analysis and Econometrics entails the following responsibilities :

• Methodological research in Time Series Analysis and Econometrics with focus on one or more of the following key research areas :
• Nonparametric estimation.
• Machine learning methods in econometrics and time series analysis.
• Statistics for high-dimensional data.
• Stochastic volatility models.
• Time Series modeling in continuous and discrete time
• Developing the Group for Research in Econometrics And Time series including attracting PhD-students, post docs and permanent staff.
• Teaching in the mathematics-economics programme as well as teaching mathematics and statistics at the study programmes in Engineering and Social Sciences. Aalborg University has three campuses (Esbjerg, Copenhagen and Aalborg) and teaching can be at all campuses. Teaching tasks can be in Danish and the selected applicant is therefore expected to acquire proficiency in the Danish language within a few years.
• Funding and external collaboration : The selected applicant must take a lead for acquiring external funding for research and expansion of the group for research in Econometrics and Time series. This will involve collaboration with colleagues from the Department of Mathematical Sciences, other departments at Aalborg University, Universities and Companies.

The ideal candidate has :

Qualification requirements :

Applicants must be able to document a high degree of original academic production at an international level and experience from teaching at different levels. Including tests / exams, course / study programme management as well as contributions to the development of teaching activities and teaching material.

Emphasis is placed on the extent, to which the applicant, has developed the academic discipline from a research and teaching perspective.

Emphasis may moreover be placed on the applicant’s ability to carry out and develop research-based public-sector consultancy. Also, emphasis will be placed on an assessment of the applicant’s ability to perform research and teaching management tasks and possibly fulfil other functions, for example in relation to the university’s external cooperation.

Emphasis will also be placed on the applicant's ability to undertake pedagogical supervision, supervision and academic assessment work.