Dr Heaton holds a Bachelor of Economics with first class honours from Macquarie University and a PhD in econometrics from the University of New South Wales. His current research interests are in the broad field of time series econometrics and include the modelling of high-dimensional time series, models of high-frequency financial data, causality testing and forecasting. He also has applied interests in labour economics and the economics of education. Dr Heaton's research has been published in The Econometrics Journal, The Journal of Multivariate Analysis, Economics Letters, Applied Economics, The Economic Record, Economics of Education Review, and Education Economics, and has been presented at many conferences including the North American and European meetings of the Econometric Society, the Conference on Computing in Economics and Finance, and the Conference of Economists.
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