Projects per year
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Dive into the research topics where Econometrics and Data Science is active. These topic labels come from the works of this organisation's members. Together they form a unique fingerprint.
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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Georgia Banava
- School of Business and Economics, Econometrics and Data Science - External PhD Candidate
Person: Academic
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Jan O. Bauer
- School of Business and Economics, Econometrics and Data Science - Assistant Professor
- Tinbergen Institute - candidate fellow
Person: Academic
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prof. dr. Eric Beutner
- School of Business and Economics, Econometrics and Data Science - Full Professor
Person: Academic
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dr. Frits Bijleveld
- School of Business and Economics, Econometrics and Data Science - Assistant Professor
Person: Academic
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prof. dr. Francisco Blasques
- School of Business and Economics, Econometrics and Data Science - Full Professor
- Tinbergen Institute - Research Fellow
Person: Academic
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NWO-Veni: Climetrics: Bringing together econometrics and climate sciences
Friedrich, M. (Principal Investigator) & van der Straten, D. (Project Researcher)
1/01/25 → 31/12/27
Project: Research
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Veni: Statistical inference for high-dimensional, non-stationary time series
Wijler, E. (Principal Investigator)
1/10/24 → 31/10/27
Project: Research
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Startersbeurs: Modelling, predicting, and testing for speculative bubbles using MAR methodology
Telg, S. (Principal Investigator) & van der Straten, D. (Project Researcher)
1/01/24 → 31/12/28
Project: Research
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Stimuleringsbeurs: Causality, Endogeneity, and Heterogeneity in Panel Data: Methods for Robust Inference
van der Wel, V. (PhD candidate) & Karabiyik, H. (Principal Investigator)
1/01/24 → 31/12/29
Project: Research
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Startersbeurs: Advancing Statistical Methods for Extreme Events: Applications in Finance and Survival Analysis
Cai, J. J. (Principal Investigator)
1/11/23 → 31/10/28
Project: Research
Research output
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Modeling Explosive Dynamics in Time Series: Theory and Applications
Mingoli, G., 26 Nov 2025, 226 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile35 Downloads (Pure) -
Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting
Blasques, F., Koopman, S. J. & Moussa, K., Nov 2025, In: Journal of Time Series Analysis. 46, 6, p. 1098-1124 27 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Beyond the Surface: Advancing Structural Models for Richer Causal Insights
Stegehuis, N. J., 22 Oct 2025, 153 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile54 Downloads (Pure) -
Time-Varying Parameter Models for Generating High-Dimensional Synthetic Time-Series Data
Khanna, J., 1 Oct 2025, 204 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile212 Downloads (Pure) -
Bayesian Estimation of the Normal Location Model: A Non-Standard Approach
De Luca, G., Magnus, J. R. & Peracchi, F., Oct 2025, In: Oxford Bulletin of Economics and Statistics. 87, 5, p. 913-923 11 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
Courses
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Advocacy work on fossil fuel collaborations in academia
Verdonk, P. (Participant), Schaumburg, J. (Participant), Kaupa, C. (Participant), Debonne, N. (Participant), Doci, E. (Participant), Lemaire, K. (Participant), Maas, I. (Participant), Wens, M. (Participant), Ossebaard, H. (Participant), Leggett, J. (Participant), Verburg, P. H. (Participant), Pattberg, P. (Participant), Holland, M. (Participant), Iannuzzi, D. (Participant), Klaassen, P. (Participant), Kort, R. (Participant) & Blondeel, M. (Participant)
1 Jan 2023 → 15 Aug 2023Activity: Other
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International Journal of Forecasting (Journal)
Schaumburg, J. (Associate editor)
2023 → 2026Activity: Peer review and Editorial work › Editorial work › Academic
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European Economics and Finance Society Conference
Patra, K. (Participant)
17 Jun 2022Activity: Participating in or organising an event › Conference › Academic
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Causal Effects of the Balanced Labour Market Act in the Netherlands
Patra, K. (Speaker)
6 Sept 2022Activity: Lecture / Presentation › Academic
Prizes
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MSCA-Individual Fellowship awarded for 2 years
Fries, S. (Recipient), 2020
Prize / Grant: Grant › Academic
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NWO Open competition grant for: Predicting cure chances and long term survival of cancer patients
Cai, J. J. (Recipient) & Musta, E. (Recipient), 2024
Prize / Grant: Grant › Academic
Datasets
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Replication Data for: Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, S. (Creator), DataverseNL, 30 Aug 2021
DOI: doi:10.34894/FMF3UP, https://dataverse.nl/dataset.xhtml?persistentId=doi:10.34894/FMF3UP
Dataset / Software: Dataset
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Replication Data for: Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, S. (Contributor), DataverseNL, 1 Jan 2021
DOI: 10.34894/fmf3up, https://dataverse.nl/citation?persistentId=doi:10.34894/FMF3UP
Dataset / Software: Dataset
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Housing data to "Modelling time-varying relations in housing prices: a semiparametric panel approach"
Friedrich, M. (Creator), Lin, Y. (Creator), Ramdaras, P. (Creator), Telg, S. (Creator) & van der Sluis, B. (Creator), YODA, 17 Mar 2025
https://publication.yoda.vu.nl/full/VU01/ZUQJRK.html
Dataset / Software: Dataset
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Data for: Consistent semiparametric estimators for recurrent event times models with application to virtual age models
Beutner, E. (Creator), Bordes, L. (Contributor) & Doyen, L. (Contributor), Bernoulli Society for Mathematical Statistics and Probability, 1 Feb 2020
DOI: 10.3150/19-BEJ1140SUPPA, https://projecteuclid.org/journals/bernoulli/volume-26/issue-1/Consistent-semiparametric-estimators-for-recurrent-event-times-models-with-application/10.3150/19-BEJ1140.short?tab=ArticleLinkSupplemental
Dataset / Software: Dataset
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Macro economic data to "Modelling time-varying relations in housing prices: a semiparametric panel approach"
Friedrich, M. (Creator), Lin, Y. (Creator), Ramdaras, P. (Creator), Telg, S. (Creator) & van der Sluis, B. (Creator), GitHub, 17 Mar 2025
https://github.com/PavitramRamdaras/Time-VaryingPanelEst
Dataset / Software: Dataset
Press/Media
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Dit onderzoek werd mede mogelijk gemaakt door Shell: moeten universiteiten hun banden met de fossiele industrie verbreken?
17/02/23
1 Media contribution
Press/Media: Expert Comment