

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

Key Publications





Discussion Papers
25-042/III - Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers
Date: July 04, 2025
25-039/III - Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes
Date: June 26, 2025
25-041/III - Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment
Date: June 26, 2025
25-036/III - Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics
Date: May 30, 2025
25-037/III - Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics
Date: May 30, 2025
Upcoming events
Economics of Blockchain and Digital Currencies (CONFIRMED)
Faculty: Maarten van Oordt
Title to be announced
Vasilis Sarafidis ( Brunel University London, United Kingdom)
- Econometrics Seminars and Workshop Series
Title to be announced
Ekaterina Kazak (University of Birmingham, United Kingdom)
- Econometrics Seminars and Workshop Series
Title to be announced
Martina Pons (University of Zurich, Switzerland)
- Econometrics Seminars and Workshop Series
FinEML Conference 2025
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Academic Distinctions
Juan Juan Cai obtains NWO Open Competition Domaine Science-M...
Juan Juan Cai
An NWO VIDI Grant (€ 850,000) has been awarded to Arturas Juodis...
Arturas Juodis
Marina Friedrich receives Veni grant for climate research
Marina Friedrich