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
24-030/III - Taylor Rules with Endogenous Regimes
Date: May 10, 2024
24-016/III - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors
Date: February 29, 2024
24-008/III - Bootstrapping GARCH Models Under Dependent Innovations
Date: January 25, 2024
24-003/III - A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Date: January 11, 2024
23-084/III - Localizing Strictly Proper Scoring Rules
Date: December 29, 2023
Upcoming events
Extending the Scope of Inference About Predictive Ability to...
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
- Erasmus Econometric Institute Series
Testing Mechanisms
Jonathan Roth (Brown University, United States)
- Econometrics Seminars and Workshop Series
Beyond Arbitrage: Deviations from Risk-Return
Benjamin Holcblat (University of Luxembourg)
- Erasmus Econometric Institute Series
On changepoint detection in functional data using empirical energy...
Lorenzo Trapani (University in Leicester, United Kingdom)
- Erasmus Econometric Institute Series
Saddlepoint techniques for the statistical analysis of time series
Davide La Vecchia (University of Geneva, Switzerland)
- Erasmus Econometric Institute Series
Academic Distinctions
Artūras Juodis and Simas Kučinskas receive Vladas Jurgutis Award
Arturas Juodis,Simas Kucinskas
Honorable mention for Hande Karabiyik in the Econometric Reviews’...
Hande Karabiyik
Julia Schaumburg appointed as Professor of Econometric Methods...
Julia Schaumburg