Research

I have been, or currently am, co-promotor for:

Nick Koning (promotor: Paul Bekker, date of thesis defense: May 10, 2021)
Since finishing his PhD, Nick has specialized in the fundamentals of hypothesis testing. He currently works on testing exchangeability and other forms of invariances as well as e-values and sequential testing.  

Nick's webpage is here!

Gilian Ponte (promotor: Jaap Wieringa, date of thesis defense: June 10, 2024)

In my research I try to address societally relevant issues in marketing. Currently, I work on the balance between privacy protection (using differential privacy) and the ability to derive insights from data. For example, is it still possible to derive profits from targeting under a privacy protection guarantee for consumers? For the near future, I would like to study misinformation and online echo chambers.

Gilian's webpage is here!

Jhordano Aguilar Loyo (promotor: Gerard van den Berg, co-promotor: Lammertjan Dam)

My research is about panel data models, with a special focus on using them to estimate treatment effects. I started my PhD journey at the University of Groningen in September 2020, and I will defend my thesis in September 2024.

Groningen is truly a student city. When students say, "The city is our campus," they aren't exaggerating! This statement is backed by the lively pubs and clubs that fill the city center.

Jhordano's webpage is here!

Hans Ligtenberg (promotor: Aico van Vuuren)

In my time as a PhD student under the supervision of Tom Boot and Aico van Vuuren, I worked on instrumental variable models and how we can ensure that conclusions drawn from these models are reliable. In particular, I studied the case in which there are many instrumental variables, that may or may not contain much information about the variable of interest. After showing that in this case conventional methods do not work well, I developed flexible methods that are reliable and are applicable to many different data types.

Hans' webpage is here!

Sander van Beek (promotor: Gerard van den Berg)

I am a first-year PhD student at the University of Groningen. My research interests include duration analysis and nonparametric statistics. Specifically, I focus on developing methods to test and better account for unobserved heterogeneity in duration models. In my spare time, I enjoy running and playing board games. Feel free to reach out to me!

Sander's webpage is here!

(2024) Inference on LATEs with covariates.
With Didier Nibbering. Working paper

(2023) Identification- and many instrument-robust inference via invariant moment conditions.
With Hans Ligtenberg. Working paper / Code (R&R Journal of Econometrics)

(2022) Uniform inference in linear error-in-variables models: divide-and-conquer.
With Artūras Juodis. Working paper / Code (R&R Econometric Reviews)

(2024+) Where’s Waldo? A framework for quantifying the privacy-utility trade-off in marketing applications. With Gilian Ponte, Jaap Wieringa, and Peter Verhoef.
International Journal of Research in Marketing (in press). Link to journal (open access)

(2024) Grouped heterogeneity in linear panel data models with heterogeneous error variances. With Jhordano Aguilar Loyo.
Journal of Business  & Economic Statistics (in press) Link to journal (open access) / Working paper / Code 

(2023) Unbiased estimation of the OLS covariance matrix when the errors are clustered. With Gianmaria Niccodemi and Tom Wansbeek.
Empirical Economics, 64: 2511-2533. Link to journal (open access) / Working paper / Code

(2023) Joint inference based on Stein-type averaging estimators in the linear regression model.
Journal of Econometrics, 235(2):1542-1563. Link to journal (open access)  / Code / Slides

(2021) Corrigendum: Wang and Leng (2016), High-dimensional ordinary least-squares projection for screening variables. Journal of the Royal Statistical Society Series B, 78, 589–611. With  Xiangyu Wang and Chenlei Leng.
Journal of the Royal Statistical Society. Series B, 83(4): 880-881. Link to journal 

(2020) Does modeling a structural break improve forecast accuracy? With Andreas Pick.
Journal of Econometrics, 215(1):35-59. Link to journal / Code

(2019) Forecasting using random subspace methods. With Didier Nibbering.
Journal of Econometrics, 209(2):391-406. Link to journal / Code

(2018) Optimal forecasts from Markov switching models. With Andreas Pick.
Journal of Business & Economic Statistics, 36(4):628-642. Link to journal / Code / Slides

(2020) Subspace methods. With Didier Nibbering.
In Fuleky P. (ed.) Macroeconomic Forecasting in the Era of Big Data. Advanced Studies in Theoretical and Applied Econometrics, vol. 52. Springer, Cham. Link to publisher

(2020) Tennis betting odds. With Ruud Koning.
In Ley C. and Dominicy Y. (eds.) Science Meets Sports: When Statistics Are More Than Numbers. Cambridge Scholars Publishing. Link to publisher

(2021) Inference in high-dimensional linear regression models.
With Didier Nibbering. Working paper (arXiv)