I am associate professor in Econometrics at the Department of Quantitative Economics of the School of Business and Economics at Maastricht University.
My main research interests lie in the statistical analysis of time series data, combining techniques on the interface between econometrics, statistics and data science. Much of my research involves uncertainty quantification, often using the bootstrap.
Among the applications I consider are the analysis of high-dimensional (big data) time series, trends in macroeconomic and climatological time series, inference on risk measures for volatile financial series, and forecasting of economic and financial time series.
|I currently have a Vidi project on Inference for High-Dimensional Econometric Time Series and am a member of De Jonge Akademie (Dutch Young Academy).|
|On this website you can find my CV, details about my research and teaching, as well as some useful links and contact details.|
|In June 2020 we organize a Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series at Maastricht University. For details see the website.|