My research interests include macroeconomic forecasting and causal inference with high-dimensional data. 

Some news items

• The paper Identification- and many moment-robust inference via invariant moment conditions, joint work with Hans Ligtenberg, was accepted for publication by the Journal of Econometrics

• 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"!