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):1--29.
de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393.
He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578.
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.
Discussion Papers
24-077/III - Three-Sided Testing to Establish Practical Significance: A Tutorial
Date: December 20, 2024
24-080/III - Influential assets in Large-Scale Vector AutoRegressive Models
Date: December 20, 2024
24-074/III - Asymmetric Gradualism in US Monetary Policy
Date: December 12, 2024
24-075/III - Estimation of Linear models from Coarsened Observations: A Method of Moments Approach
Date: December 12, 2024
24-072/III - Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model
Date: November 29, 2024
Upcoming events
PhD Defense
| Rotterdam | 13:00 - 15:00
Robust Inference in Instrumental Variable Models
Jens Klooster
- PhD Defense
PhD Defense
| Rotterdam | 13:00 - 14:30
On Asymmetries and Heterogeneities in Economic Modelling and...
Daan Opschoor
- PhD Defense
Workshop
| Amsterdam | 00:00 - 00:00
Econometric Game
Tinbergen Institute Lectures
| Rotterdam | 00:00 - 00:00
TI Econometrics Lectures 2025 on Asymptotic Optimality in Econometrics
Isaiah Andrews (MIT, United States)
- Econometrics Lecture Series
Academic Distinctions
October 24, 2024
An NWO VIDI Grant (€ 850,000) has been awarded to Arturas Juodis...
Arturas Juodis
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