Welcome! I am an Associate Professor at the Department of Economics, Econometrics and Finance, University of Groningen.
Welcome! I am an Associate Professor at the Department of Economics, Econometrics and Finance, University of Groningen.
My research interests include macroeconomic forecasting and causal inference with high-dimensional data.
Some news items
On July 3, Hans Ligtenberg succesfully defended his PhD thesis "Estimation and inference with many and weak instrumental variables"!
June 12: arXived Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections, joint work with Bart Keijsers.
May 29: Gilian Ponte won the EMAC–Enginius Doctoral Dissertation Competition Award for his thesis: Differential Privacy and Marketing Analytics! See also here for an interview with Gilian on our IJRM paper.
On March 27, I will be guest panelist at the Virtual Time Series Seminar for the paper by Áureo de Paula, Yingxing Li and Weining Wang Low-Rank and Sparse Network Regression presented by Weining.
2024
19 December: #13 in the top 25 (by publications) of Assistant/Associate Professors in The Netherlands as calculated by ESB (Economisch Statistische Berichten).
On October 31, I will give a seminar at Harvard/MIT seminar in Econometrics presenting "Inference on LATEs with covariates", joint work with Didier Nibbering.
The paper "Uniform inference in linear error-in-variables models: divide-and-conquer" joint work with Artūras Juodis was accepted for publication by Econometric Reviews.
On September 19, Jhordano Aguilar Loyo succesfully defended his PhD thesis "Grouping in panel data models"!
On September 2-3, Weining Wang and I will organize a workshop on Causal Inference and Machine Learning. See www.groningenmetricsmeet.com for details!
From September 2024 onwards, I am program director of the MSc Econometrics, Operations Research and Actuarial Studies.
On June 10, Gilian Ponte succesfully defended his PhD thesis "Differential Privacy & Marketing Analytics"!