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Associate Professor at Department of Econometrics and Data Science, Vrije Universiteit Amsterdam

Research Fellow at Tinbergen Institute

Research interests: Econometric theory, panel data econometrics, climate econometrics, unobserved heterogeneity in panel data models, estimation and inference in cross-sectionally dependent panel data models.

News:

  • April 2021 - Guest lecture on "Climate Econometrics"

I gave a guest lecture on "Climate econometrics: Measuring the effects of climate change on the economy" for the econometrics students of Maastricht University. Thank you to the attendees for their interest and for the interesting questions. For more information: https://vectum-maastricht.nl/academic-events-1/guest-lecture-climate-econometrics


  • April 2021 - Paper published online in Econometric Reviews.

Our paper "Panel Data Measures for Price Discovery" with Joakim Westerlund and Paresh Narayan is published online in Econometric Reviews. It can be reached via: https://doi.org/10.1080/07474938.2021.1912973


  • April 2021 - Vrije Universiteit Amsterdam Team got the second place at the 2021 edition of the Econometric Game.

Congratulations to our PhD students Mariia Artemova, Quint Wiersma and master students Niels Ota and Arne Platteau for getting the 2nd place at the Econometric Game! For more information on the case they worked on: https://wceconometrics.com/2021/04/06/magazine-2021/


  • March 2021 - Paper accepted for publication.

Our paper "Panel Data Measures for Price Discovery" with Joakim Westerlund and Paresh Narayan is accepted for publication in Econometric Reviews.


  • March 2021 - Our master programme "MSc. Econometrics and Operations Research" is open for applications for the academic year 2021 - 2022.

The master's programme in Econometrics and Operations Research at Vrije Universiteit Amsterdam offers you an opportunity to develop your quantitative skills for their use in Finance, Marketing, Economics and Business. For more information: https://vuweb.vu.nl/en/education/master/econometrics-and-operations-research


  • February 2021 - Climate Econometrics Specialization of our master programme "MSc. Econometrics and Operations Research" is accepting students for the academic year 2021 - 2022.

In this specialization, econometrics, statistical theory of high-dimensional spaces and computer science skills for handling big data in a data-rich environment are explored; students subsequently apply these skills to climate change challenges. For more information: http://www.ivm.vu.nl/en/teaching-programmes/msc-econometrics-and-operations-research-climate-econometrics/index.aspx


  • December 2020 - Paper accepted for publication.

Our paper "Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Fixed Effects" with Joakim Westerlund, Paresh Narayan and Seema Narayan is accepted for publication in Journal of Financial Econometrics.


  • September 2020 - Paper accepted for publication.

Our paper "Forecasting Using Cross-Section Average-Augmented Time Series Regressions" with Joakim Westerlund is accepted for publication in the Econometrics Journal.


  • February 2020 - A short piece written by me, titled "Econometrics of Climate Change" is published on the KRAKET website.

KRAKET is the study association of the Econometrics and Operations Research students of the Vrije Universiteit Amsterdam. I wrote a short piece for their magazine on the use of econometrics in climate change research. The article can be reached via: https://www.kraket.nl/en/sector/article/2020-02-17-econometrics-of-climate-change


  • January 2020 - Paper accepted for publication.

Our paper "On the Robustness of the Pooled CCE Estimator" with Arturas Juodis and Joakim Westerlund is accepted for publication in Journal of Econometrics.