Welcome! I am an Associate Professor at the Department of Economics, Econometrics and Finance, University of Groningen.
My research interests include macroeconomic forecasting, high-dimensional data, model averaging and many instrument/many regressor asymptotic theory.
Some news items
On 31 October, 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 19 September, Jhordano Aguilar Loyo succesfully defended his PhD thesis "Grouping in panel data models"!
On 2-3 September, Weining Wang and I organized a workshop on Causal Inference and Machine Learning. See www.groningenmetricsmeet.com for details!
From September 2024 onwards, I am director of the MSc Econometrics, Operations Research and Actuarial Studies.
On 10 June, Gilian Ponte succesfully defended his PhD thesis "Differential Privacy & Marketing Analytics"!
