Curriculum Vitae

Current Position

2015-present Associate Professor at the Department of Quantitative Economics, Maastricht University.


Previous Positions

2012-2015 Assistant Professor at the Department of Quantitative Economics, Maastricht University.
2009-2012 Postdoctoral researcher at the Department of Quantitative Economics, Maastricht University.



2004-2009 PhD in Economics at the Department of Quantitative Economics, Maastricht University.
PhD thesis: “Bootstrapping Nonstationary Time Series” (received Christiaan Huygens wetenschapsprijs 2012).
2000-2004 BSc and MSc in Econometrics at Maastricht University (cum laude)


Research Interests
Bootstrap and Resampling Methods, Time Series Econometrics, Panel Data Econometrics, High-Dimensional Statistics, Nonparametric Statistics, Macro-Econometrics, Financial Econometrics.

Publications and Working Papers


Grants, Honors and Awards


PhD supervision

  • Marina Friedrich, “Bootstrap Inference for Nonparametric Time-Varying Coefficient Models” (2014 – 2017, daily co-supervisor).
  • Alexander Heinemann, “Bootstrap Inference for Risk Measures” (2015 – 2019, daily co-supervisor).
  • Yicong Lin, Structural Instability in Panel Data Models” (2016-2019, daily co-supervisor)”.
  • Caterina Schiavoni, “Big Data as a Data Source for Official Statistics” (2017 – 2021, daily co-supervisor).
  • Etiënne Wijler, “Analysis of High-Dimensional Time Series Methods” (2015 – 2019, daily supervisor).


PhD assessment committees

  • Lennart Freitag, “Credit Rating Agencies and the European Sovereign Debt Crisis”. (Defense: May 12, 2016, member of defense committee)
  • Oksana Balabay, “Time Series Modelling in Repeatedly Conducted Sample Surveys”. (Defense: May 11, 2016, member of defense committee)
  • Dennis Türk, “Electrified – Essays on Trading and Risk Management in Electricity Markets”. (Defense: February 5, 2016, member of reading committee)
  • Hande Karabiyik, “Estimation and Inference in Cross-Sectionally Dependent Panel Data Models”. (Defense: January 21, 2015, member of reading committee)
  • Thomas B. Götz, “Modeling Non-stationary and Stationary Mixed Frequency Time Series”. (Defense: September 10, 2014, member of reading committee)


Professional Activities


Referee Activity

  • Communications in Statistics – Theory and Methods, Computational Statistics and Data Analysis, Econometrics, Econometric Theory, Economic Modeling, Journal of Applied Econometrics, Journal of Econometrics, Journal of Empirical Finance, Journal of Multivariate Analysis, Journal of Applied Statistics, Journal of Time Series Analysis, Macroeconomic Dynamics, Oxford Bulletin of Economics and Statistics, Scandinavian Journal of Statistics, Statistica Sinica, Statistical Methodology, Statistics.


Conference and Seminar Presentations


Software competences

  • Gauss, Ox, R, LaTeX.
    A selection of Gauss, Ox and R codes for methods developed in my research is available here.