Econometrics
Tinbergen Institute benefits from the strong tradition in econometrics in the Netherlands. Research interests include machine learning, causal inference, time series econometrics, panel data, Bayesian econometrics, mathematical statistics and econometric methodology. Applications can be found in areas as diverse as monetary economics, labor economics, marketing, finance and climate.
Econometrics
Tinbergen Institute benefits from the strong tradition in econometrics in the Netherlands. Research interests include machine learning, causal inference, time series econometrics, panel data, Bayesian econometrics, mathematical statistics and econometric methodology. Applications can be found in areas as diverse as monetary economics, labor economics, marketing, finance and climate.
Researchers in this field
Fellows
Fellows
PhD Students
PhD Students
Key Publications
Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29.
de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393.
He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578.
Tommasi, D. and Zhang, L. (2024). Bounding Program Benefits When Participation Is Misreported Journal of Econometrics, 238(1):.
D'Innocenzo, E., Lucas, A., Opschoor, A. and Zhang, X. (2024). Heterogeneity and dynamics in network models Journal of Applied Econometrics, 39(1):150--173.
Discussion Papers
24-082/III - Dynamic kernel models
Date: December 31, 2024
24-077/III - Three-Sided Testing to Establish Practical Significance: A Tutorial
Date: December 20, 2024
24-080/III - Influential assets in Large-Scale Vector AutoRegressive Models
Date: December 20, 2024
24-074/III - Asymmetric Gradualism in US Monetary Policy
Date: December 12, 2024
24-075/III - Estimation of Linear models from Coarsened Observations: A Method of Moments Approach
Date: December 12, 2024
Upcoming events
Workshop
| Rotterdam | 14:30 - 11:15
Workshop on Robust Methods in Econometrics and Statistics
Bent Nielsen (University of Oxford), Ines Wilms (Maastricht University), Frank Kleibergen (University of Amsterdam), and Andreas Alfons (Erasmus University Rotterdam)
- Erasmus Econometric Institute Series
Seminar
| Rotterdam | 12:00 - 13:00
Core-Stable Equilibria in Markers with Budget Constraints
Stefan Waldherr (Vrije Universiteit Amsterdam)
- Erasmus Econometric Institute Series
PhD Defense
| Rotterdam | 13:00 - 15:00
Robust Inference in Instrumental Variable Models
Jens Klooster
- PhD Defense
Seminar
| Rotterdam | 10:30 - 11:30
Business cycle dynamics after the Great Recession: An Extended...
Catherine Doz (Paris School of Economics, France)
- Erasmus Econometric Institute Series
PhD Defense
| Rotterdam | 13:00 - 14:30
On Asymmetries and Heterogeneities in Economic Modelling and...
Daan Opschoor
- PhD Defense
Academic Distinctions
December 16, 2024
Juan Juan Cai obtains NWO Open Competition Domaine Science-M...
Juan Juan Cai
October 24, 2024
An NWO VIDI Grant (€ 850,000) has been awarded to Arturas Juodis...
Arturas Juodis
July 17, 2024
Marina Friedrich receives Veni grant for climate research
Marina Friedrich