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):.
de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393.
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.
Lange, R. and Teulings, C.(. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming Journal of Economic Theory, 215:.
Discussion Papers
24-049/III - Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution
Date: July 19, 2024
24-036/III - A Novel Test for the Presence of Local Explosive Dynamics
Date: May 30, 2024
24-037/III - Statistical Early Warning Models with Applications
Date: May 30, 2024
24-030/III - Taylor Rules with Endogenous Regimes
Date: May 10, 2024
24-016/III - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors
Date: February 29, 2024
Upcoming events
Conference
| Rotterdam | 00:00 - 00:00
EEA-ESEM Congress 2024
Keynotes: David Autor (MIT, United States), Jan Eeckhout (UPF Barcelona, Spain), Marina Halac (Yale University, United States), Samuel Kortum (Yale University, United States), Eliana La Ferrara (Harvard University, United States), and Hélène Rey (London School of Economics, United Kingdom)
Seminar
| 00:00 - 00:00
Netherlands Economists Day (NED)
KVS Tinbergen keynote lecture: Pol Antràs (Harvard University, United States)
Open Day
| Online | 00:00 - 00:00
UvA Master's Week (online)
Director of Graduate Studies and students
Conference
| Rotterdam | 00:00 - 00:00
International Econometrics PhD Conference
Senior PhD students
Open Day
| Rotterdam | 10:00 - 16:00
EUR Master Open Day (Hybrid event)
Director of Graduate Studies and students
Academic Distinctions
July 17, 2024
Marina Friedrich receives Veni grant for climate research
Marina Friedrich
February 13, 2024
Artūras Juodis and Simas Kučinskas receive Vladas Jurgutis Award
Arturas Juodis,Simas Kucinskas
December 21, 2023
Honorable mention for Hande Karabiyik in the Econometric Reviews’...
Hande Karabiyik