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 and Faculty
Fellows and Faculty
PhD Students
PhD Students
Key Publications
Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253:.
Vos, \.D. and Everaert, G. (2026). GLS estimation of local projections: Trading robustness for efficiency Journal of Econometrics, 253:.
\de Punder\, \RamonF.A.\, Diks, \CeesG.H.\, Laeven, \RogerJ.A.\ and \van Dijk\, \DickJ.C.\ (2026). Localizing Strictly Proper Scoring Rules Journal of the American Statistical Association, :.
Moussa, K., Blasques, F. and Koopman, \.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics, :.
\De Vos\, I. and Stauskas, O. (2026). Cross-Section Bootstrap for CCE Regressions with General Unknown Factors Journal of Business and Economic Statistics, :.
Discussion Papers
26-007/III - Self-driving neural networks for term structure modeling
Date: February 26, 2026
26-004/III - Dynamic Regularized Parametric Portfolio Policies
Date: January 21, 2026
26-002/III - Estimation and inference for the persistence of extremely high temperatures
Date: January 09, 2026
25-074/III - Exponentially weighted estimands and the exponential family: filtering, prediction and smoothing
Date: December 18, 2025
25-065/III - The role of news and social pressure in shaping U.S. public opinion on climate change
Date: November 21, 2025
Upcoming events
Seminar
| Rotterdam | 12:00 - 13:00
Which Factors Drive Downside Risk in the U.S. Economy?
Christian T. Brownlees (LUISS Guido Carli, Italy)
- Erasmus Econometric Institute Series
Workshop
| Amsterdam | 09:00 - 17:00
Econometric Game
Seminar
| Amsterdam | 12:55 - 13:55
Title to be announced
Daniel Lewis (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series
Seminar
| Amsterdam | 12:30 - 13:30
Semiparametric Instrumental Variable Method
Jiti Gao (Monash University, Australia)
- Econometrics Seminars and Workshop Series
Seminar
| Rotterdam | 12:00 - 13:00
Title to be announced
Mark Podolskij (University of Luxembourg)
- Erasmus Econometric Institute Series
Academic Distinctions
October 08, 2025
Frank Kleibergen elected Fellow of the Econometric Society
Frank Kleibergen
July 17, 2025
Lina Zhang receives Veni research grant
Lina Zhang
July 15, 2025
Annika receives an NWO Open Competition SSH XS grant
Annika Camehl