It is not that I started the adventure of writing a thesis without much thought. It must have been Daniel Peña, with his stories about chicken and influence measures, and Ivo Steyn, who planted the seed of the idea to do research, while I was writing my master's thesis. But even their enthusiasm was not enough to make me fall for university life straight away: It was only while working for a year as an applied labour market researcher at the GAK that I chose to continue as a Ph.D. student at the Erasmus University. In those days, the thought of returning to university was running through my mind. When I later saw a vacancy for a Ph.D. project, in my own field of Econometrics, in a research group with a good reputation, I could not resist the temptation.
And this proved to be a good decision: Working on the articles, and later on the thesis itself, was fun throughout the years, thanks to the support of many people. First of all, I would like to thank my supervisors. Herman van Dijk was always there to listen to my rants and raves, to help find solutions for problems, to improve papers to satisfy the referees, and mainly to get the thesis finished. At the few moments I was looking for a new project to take up, Philip Hans Franses had some interesting ideas which fit nicely into my work. In my daily work, I was given lots of support on practical, scientific, computational or musical issues by Marius Ooms, who was a third member of the supervising committee: Thank you.
Back at the university, or more specifically at the Econometric Institute and both locations of the Tinbergen Institute, many people crossed my way. My roommate (whenever I was not in Amsterdam, and he was not abroad), Dick van Dijk, clearly deserves special mention, as he bore with me for such a long time, answering my queries, and also co-authoring several concepts of papers. One day we'll finish one of those.
At the Tinbergen Institute, Louise was always in for coffee, Silva for a swim, and Jeroen provided me with computing tricks and power, plus technical jokes. At the Econometric Institute, Richard was my main source of solutions for sampling problems, and Christiaan taught me to teach. Outside these Institutes, I benefitted from discussions with my co-authors Ronald Mahieu and Luc Bauwens, and from talks with Michel Lubrano, and many seminar participants. I enjoyed the company and support of many others whom I fail to mention here, and I'm thankful for your help and friendship.
Even though I had a good time at work, I could not have coped without some time off. Outside, Gosse and Annigje persuaded me often to turn off the computer and have a drink, a chat, or an ice-cream. In that respect I also want to thank Liesbeth, Eric, Ingrid, Wendelien and Hilde, and the gang from the Lorca choir: It was great to have that fixed point in my week, singing every Monday night no matter what the deadline at work was, meeting with René, Margreet, Ruud, Noeke and all the others. Apart from this frequent outing, there were less frequent but not less important visits to the Madrilenian gang, who would have places to live, games of squash, and also very international parties arranged for me: Gracias por todo! Along with the international contacts I can also mention my family, as so many of us live abroad. Smoking a cigar in Angola, drinking a pint in London, and escaping to Eindhoven (which according to some lies in a foreign country as well) to visit Hanna, Michael and Thirza, Jan Willem, or my parents. Without your help, the moments of rest far away from Econometrics, finishing this thesis would have been a lot harder.
Amsterdam, June 2001