

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
25-034/III - Simulation Smoothing for State Space Models: An Extremum Monte Carlo Approach
Date: May 16, 2025
25-029/III - Clustering Extreme Value Indices in Large Panels
Date: April 25, 2025
25-027/III - Functional Location-Scale Models with Robust Observation-Driven Dynamics
Date: April 17, 2025
25-024/III - Food prices and production in the aftermath of natural disasters: the case of Peru
Date: April 11, 2025
25-025/III - Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station
Date: April 11, 2025
Upcoming events
Machine Learning for Business (CONFIRMED)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Deep Learning (CONFIRMED)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Economics of Blockchain and Digital Currencies (CONFIRMED)
Faculty: Maarten van Oordt
De Nederlandse Economendag (NED)
Keynote: Stefanie Stantcheva (Harvard University, United States)
Academic Distinctions
Juan Juan Cai obtains NWO Open Competition Domaine Science-M...
Juan Juan Cai
An NWO VIDI Grant (€ 850,000) has been awarded to Arturas Juodis...
Arturas Juodis
Marina Friedrich receives Veni grant for climate research
Marina Friedrich