

Econometrics
Tinbergen Institute benefits from the strong tradition in econometrics in the Netherlands. Research interests include time series econometrics, panel data, Bayesian econometrics, applied econometrics and econometric methodology. Applications can be found in areas as diverse as monetary economics, labor economics, marketing and asset pricing.
Econometrics
Tinbergen Institute benefits from the strong tradition in econometrics in the Netherlands. Research interests include time series econometrics, panel data, Bayesian econometrics, applied econometrics and econometric methodology. Applications can be found in areas as diverse as monetary economics, labor economics, marketing and asset pricing.
Researchers in this field

Key Publications





Discussion Papers
21-008/III - Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels
Date: January 21, 2021
21-004/III - Robust Estimation of Probit Models with Endogeneity
Date: January 14, 2021
21-006/III - Forecasting in a changing world: from the great recession to the COVID-19 pandemic
Date: January 14, 2021
21-007/III - Weak versus strong dominance of shrinkage estimators
Date: January 14, 2021
20-078/III - Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data
Date: November 17, 2020