

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

Key Publications





Discussion Papers
25-045/III - A General Randomized Test for Alpha
Date: July 25, 2025
25-042/III - Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers
Date: July 04, 2025
25-039/III - Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes
Date: June 26, 2025
25-041/III - Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment
Date: June 26, 2025
25-036/III - Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics
Date: May 30, 2025
Upcoming events
Heterogeneity Analysis with Heterogeneous Treatments
Phillip Heiler (Aarhus University, Denmark)
- Erasmus Econometric Institute Series
Model-Free Bounds for Option Prices in Incomplete Markets
Yannick Dillschneider
- Erasmus Econometric Institute Series
Title to be announced
Vasilis Sarafidis (Brunel University London, United Kingdom)
- Econometrics Seminars and Workshop Series
A Kernel Score Perspective on Forecast Disagreement and the Linear...
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
- Erasmus Econometric Institute Series
Title to be announced
Pasquale Della Corte (Imperial College London, United Kingdom)
- Erasmus Econometric Institute Series
Academic Distinctions
Lina Zhang receives Veni research grant
Lina Zhang
Annika receives an NWO Open Competition SSH XS grant
Annika Camehl
NWO Open Competition SSH M Grant
Andre Lucas