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
24-016/III - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors
Date: February 29, 2024
24-008/III - Bootstrapping GARCH Models Under Dependent Innovations
Date: January 25, 2024
24-003/III - A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Date: January 11, 2024
23-084/III - Localizing Strictly Proper Scoring Rules
Date: December 29, 2023
23-079/III - Bootstrapping trending time-varying coefficient panel models with missing observations
Date: December 15, 2023
Upcoming events
A Non-Linear Market Model
Tobias Sichert (Stockholm School of Economics, Sweden)
- Erasmus Econometric Institute Series
Title to be announced
Xiao Xiao (City, University of London, United Kingdom)
- Erasmus Econometric Institute Series
Extending the Scope of Inference About Predictive Ability to...
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
- Erasmus Econometric Institute Series
Title to be announced
Jonathan Roth (Brown University, United States)
- Econometrics Seminars and Workshop Series
Beyond Arbitrage: Deviations from Risk-Return
Benjamin Holcblat (University of Luxembourg)
- Erasmus Econometric Institute Series
Academic Distinctions
Artūras Juodis and Simas Kučinskas receive Vladas Jurgutis Award
Arturas Juodis,Simas Kucinskas
Honorable mention for Hande Karabiyik in the Econometric Reviews’...
Hande Karabiyik
Julia Schaumburg appointed as Professor of Econometric Methods...
Julia Schaumburg