

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
2022-053/III - A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods
Date: August 09, 2022
22-038/III - Confidence Intervals for Recursive Journal Impact Factors
Date: June 13, 2022
22-022/III - Asymptotic properties of the weighted-average least squares (WALS) estimator
Date: March 03, 2022
22-013/III - A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods
Date: February 14, 2022
22-011/III - A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Date: February 03, 2022
Upcoming events
Extremes in Statistics and Econometrics
Jochem Oorschot
Panel Data Workshop 2022
To be announced
- Econometrics Seminars and Workshop Series
Title to be announced
Andrei Zeleneev (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series
Title to be announced
David Frazier (Monash University, Australia)
- Econometrics Seminars and Workshop Series
Title to be announced
Sukjin Han (University of Bristol, United Kingdom)
- Econometrics Seminars and Workshop Series
Academic Distinctions
Honorary Fellow Herman K. van Dijk honored for his contributions...
Herman van Dijk
Fulbright Fellowship Awarded to PhD student Terri van der Zwan
Terri van der Zwan
Phyllis Wan has been awarded an NWO VENI grant (€ 280,000)
Phyllis Wan