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 and Faculty
Fellows and Faculty
PhD Students
PhD Students
Key Publications
Kleibergen, F. and Kong, L. (2025). Identification robust inference for the risk premium in term structure models Journal of Econometrics, 248:.
Frazier, D., Renault, E., Zhang, L. and Zhao, X. (2025). Weak Identification in Discrete Choice Models Journal of Econometrics, 248:.
Margaritella, L. and Sessinou, R. (2025). Precision Least Squares: Estimation and Inference in High-Dimensions Journal of Business and Economic Statistics, :.
Paap, R. and Franses, \.H. (2025). Shrinkage estimators for periodic autoregressions Journal of Econometrics, 247:.
Bertsch, C., Hull, I., Lumsdaine, \RobinL.\ and Zhang, X. (2025). Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches Journal of Econometrics, 249:.
Discussion Papers
25-065/III - The role of news and social pressure in shaping U.S. public opinion on climate change
Date: November 21, 2025
25-063/III - Testing for the Absence of Score-Driven Parameter Dynamics
Date: October 24, 2025
25-056/III - Do shocks divide or unite: Evidence from the Netherlands
Date: September 26, 2025
25-051/III - An Impartial Look at Asset Correlation Stability and Market Structure
Date: September 19, 2025
25-053/III - Exploring the crime drop in European Union homicide rates using econometric modeling
Date: September 19, 2025
Upcoming events
PhD Defense
| Amsterdam | 13:45 - 16:00
Modeling Explosive Dynamics in Time Series: Theory and Applications
Gabriele Mingoli
- PhD Defense
Seminar
| Amsterdam | 12:30 - 13:30
An Adversarial Approach to Identification and Inference
Chris Muris (McMaster University, Canada)
- Econometrics Seminars and Workshop Series
Seminar
| Rotterdam | 12:00 - 13:00
Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series
Workshop
| Amsterdam | 09:00 - 17:00
Econometric Game
Seminar
| Rotterdam | 11:30 - 12:30
Title to be announced
Francesco Lippi (Luiss University Rome, Italy)
- Research on Monday
Academic Distinctions
October 08, 2025
Frank Kleibergen elected Fellow of the Econometric Society
Frank Kleibergen
July 17, 2025
Lina Zhang receives Veni research grant
Lina Zhang
July 15, 2025
Annika receives an NWO Open Competition SSH XS grant
Annika Camehl