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
van Os, B. and van Dijk, D. (2026). Dynamic Conditional Correlations with Partial Information Pooling Journal of Business and Economic Statistics, 44(1):309--320.
Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253.
De Vos, I. and Everaert, G. (2026). GLS estimation of local projections: Trading robustness for efficiency Journal of Econometrics, 253.
de Punder, RamonF.A., Diks, CeesG.H., Laeven, RogerJ.A. and van Dijk, DickJ.C. (2026). Localizing Strictly Proper Scoring Rules Journal of the American Statistical Association.
Moussa, K., Blasques, F. and Koopman, S.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics.
Discussion Papers
26-044/III - Environmental Regulatory Risk
Date: July 15, 2026
26-040/III - An Extended Score-Driven Dynamic Factor Model: Constructing Composite Indices in Turbulent Times
Date: June 25, 2026
26-033/III - Measuring Economic Impacts of Environmental Policy Transitions Across Countries
Date: June 11, 2026
26-026/III - Characteristic Function-Based Factor Modeling of Affine Jump-Diffusions using Options
Date: May 29, 2026
26-023/III - Barron-Loss Adaptive Estimation
Date: May 19, 2026
Upcoming events
Seminar
| Rotterdam | 12:00 - 13:00
Title to be announced
Andrei Zeleneev (University College London)
- Erasmus Econometric Institute Series
PhD Defense
| Amsterdam | 15:45 - 17:45
Facing the Hydra: Advancing Research Methods in the Social Sciences
Jack Fitzgerald
- PhD Defense
Seminar
| Rotterdam | 12:00 - 13:00
Bayesian Double Machine Learning for Causal Inference
Laura Liu (University of Pittsburgh, United States)
- Erasmus Econometric Institute Series
Seminar
| Amsterdam | 12:00 - 13:00
Title to be announced
Wei Miao (KU Leuven, Belgium)
- Econometrics Seminars and Workshop Series
Seminar
| Amsterdam | 09:30 - 18:00
UvA- KU Leuven Workshop on Panel Data Econometrics
Speakers to be announced
- Econometrics Seminars and Workshop Series
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