The 2014 Journal of Applied Econometrics Dissertation Prize

PrizeAcademic

Description

I won this prize with my paper “Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities”, written with Dick van Dijk and Michel van der Wel (both Erasmus University and Tinbergen Institute Fellows).

The reviewers lauded the careful and rigorous application of econometric techniques, the appropriate interpretation of the results, and the economic content of the nominated paper. The Journal of Applied Econometrics Dissertation Prize was launched in 2002, and is open to PhD students in economics writing a dissertation with a substantive empirical application in any field.
Degree of recognitionInternational

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Economics
Applied econometrics
Econometrics
Density forecasts
Value at risk