He holds a visiting professorships at the Department of Economics, Quenn Mary, University of London and School of Computer Science, Birkbeck University of London, UK. He taught at the Cass Business School of the City University (UK), 1993-1997 and at the University of Neuchatel (Switzerland), 1997-2004. He held visiting positions at the University of Rennes 1 (France) and at INRIA-IRISA (France). His research interests include: Computational statistics and econometrics, linear models, statistical model selection, matrix computations and parallel algorithms. His work has appeared in a number of international academic journals, like the Journal of Economic Dynamics & Control, Computational Statistics & Data Analysis, Journal of Computational and Graphical Statistics, Parallel Computing, and SIAM Journal on Matrix Analysis and Applications. He has authored and edited seven books. He is a Co-Editor of the journal Computational Statistics & Data Analysis and Associate Editor of the journal Computational Management Science.