After completing my PhD I have been a post doc, Assistant Professor and Associate Professor at the Department of Economics at Aarhus University and the Center for Research in the Econometric Analysis of Time Series (CREATE). I joined the University of Oxford and St Hilda's College in September 2017.

I am teaching in the Philosophy, Politics and Economics as well as the Economics and Management program.

My research interests are econometrics, statistics, and time series analysis with emphasis on high-dimensional models and testing problems.I also work on partially identified models and testing of moment inequalities. Dynamic optimal treatment allocation strategies with probabilistic performance guarantees is another interest of mine. I am also interested in non-parametric estimation and applications of machine learning to statistics, econometrics and finance.

See https://sites.google.com/site/andersbkock/home/