If you made any changes in Pure these will be visible here soon.

Personal profile

Personal information

I am an Assistant Professor at the department of Econometrics and Data Science of the Vrije Universiteit Amsterdam, with a specialisation in high-dimensional time series methods. The analysis of high-dimensional datasets, popularized under the name Big Data, is becoming increasingly important for a wide range of institutions. For example, governmental agencies can benefit from improved inference on large micro-economic datasets without the need for aggregation to a macro-level, while commercial corporations often possess overwhelming amounts of potentially useful but highly unstructured data. In recognition of the opportunities provided by non-traditional high-dimensional methods, I explore the behaviour of the most recent statistics from both a theoretical (non-)asymptotic perspective and in applied settings.

I hold a PhD from the University of Maastricht (2020).

Ancillary activities

No ancillary activities

Ancillary activities are updated daily


Dive into the research topics where Etienne Wijler is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
  • 1 Similar Profiles

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