My doctoral research was in time series econometric theory. I was supervised by Dr Bent Nielsen of Nuffield College. I investigated the asymptotic and finite sample properties of a set of tests for structural breaks and outliers in dynamic linear models (VAR, ADL, etc.).

View my profile on Google Scholar.

Working papers

Bakhshi, H. and Whitby, A. (2014). Estimating the Impact of Live Simulcast on Theatre Attendance: An Application to London’s National Theatre. Nesta Working Paper 14/04. [PDF] [BBC] [Independent] [FT]

Hernandez, M., Hong, L., Frias-Martinez, V., Whitby, A. and Frias-Martinez, E., Estimating Poverty Using Cell Phone Data: Evidence from Guatemala (February 14, 2017). World Bank Policy Research Working Paper No. 7969.  [link]

Published papers

Nielsen, B. and Whitby, A. (2012). A Joint Chow Test for Structural Instability. Econometrics 2015, 3(1), 156-186. [link]Awarded Best Paper 2016.

Whitby, A., Jøsang A. and Indulska, J. (2004). Filtering Out Unfair Ratings in Bayesian Reputation Systems. Proceedings of the Workshop on Trust in Agent Societies, at the Third International Joint Conference on Autonomous Agents & Multi Agent Systems (AAMAS2004), New York, July 2004. [PDF]

Other research

Whitby, A. (2013). Asymptotic analysis of the 1-step recursive Chow test (and variants) in time series models. Thesis for the DPhil in Economics, University of Oxford. [PDF]

Whitby, A. (2009). Properties of the Recursive 1-Step Chow Test. Thesis for the MPhil in Economics, University of Oxford.

Whitby, A. (2003). Theory and Design of a Generic Auction Server. Honours Thesis for the Bachelor of Science (Computer Science), University of Queensland. [PDF]


Bakhshi, H., Mateos-Garcia, J. and Whitby, A. (2014). Model Workers: How leading companies are recruiting and managing data talent. Nesta report. [link]

Bakhshi, H., Schneider, P., Soendermann, J. and Whitby, A. (2015). Found In Translation: How social media platforms can help UK publishers understand their market in China. Nesta report. [link]


Is innovation faltering – or is GDP?, Significance Magazine (Blog), 2015.

Edward Snowden: Is the US losing its grip on the internet?, Prospect Magazine (Blog), 2014.

We still need the census to tell us who we really are, The Conversation, 2013.

Dick Smith’s ‘Malthus’ Award, On Line Opinion, 2010.