Thesis supervision

Completed Master Thesis
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Year Title Student Notes
2017 Investigation of alternative ways to model smooth trends in climate data Rick van Dael Co-supervised with Marina Friedrich
Statistical classification of non-contact injuries based on training loads in elite soccer players Alessandro Passera
Filtering noisy big data by using neural network algorithms, kernel density estimation and recursive bayesian estimators Dewi Peerlings
Performance of mixed-frequency Granger causality tests in a multivariate detting Naomi Schippers
Machine learning in econometrics: Support vector machines Laurens Snijer
Post-selection inference on a target variable in cross-sectional regression models allowing for high-dimensionality Rutger Trescher
2016 A comparative study on various filters performances Céline Detilleux Co-supervised with Marina Friedrich and Hanno Reuvers
“Big data” analysis in macroeconometrics – An analysis of non-stationary dynamic factor models Maartje Keulen Research Master, co-supervised with Lenard Lieb
Robust post model selection inference for weakly stationary time series Jeremias Knoblauch
Asymptotic theory and the bootstrap: Applications to models with structural changes in trend Yicong Lin Research Master, co-supervised with Jean-Pierre Urbain
Defining, Calculating and evaluating financial risk measures Vincent Starck Co-supervised with Eric Beutner
An Overview of inference with the lasso in high-dimensional models: The desparsified lasso in a high-dimensional time series setting Ellissa Verseput
2015 Asset pricing vs data mining: A bootstrap analysis Ahmed Boutorat
An Exploration of bootstrap invalidity Siyuan Li
Boosting the analysis of Big Data: merging machine learning and econometrics Timo Meyer
Method performance for forecasting large vector autoregressions Mark van der Spoel
Machine Learning and Econometrics: A survey of techniques Peter Thesling Research Master
Comparing the prediction accuracy of high-dimensional statistics Etiënne Wijler
2014 Bootstrap simultaneous confidence bands for functional coefficient models Marina Friedrich Research Master
Reliability of policy analysis using vector autoregressions Rob Hovens Co-supervised with Lenard Lieb
Forecasting commodity prices: A time series analysis approach Joost Kikken Project with OCI Fertilizers
Prediction intervals for heteroskedastic time series Marie Koorneef Co-supervised with Eric Beutner
Bootstrapping processes with outliers Robin Luyten
2013 Bootstrap prediction intervals for factor models Roel Damen Co-supervised with Jean-Pierre Urbain
Estimating risk-parameters in conditional volatility models Hanno Reuvers Co-supervised with Eric Beutner
Evaluating unit root tests under structural breaks and nonstationary volatility Rik Maas
2012 Constructing reliable unit root tests Marcin Bartoszek
Heteroskedasticity in cointegration relationships Simon Freyaldenhoven Co-supervised with Jean-Pierre Urbain
2011 A comparison of third-generation panel unit root tests Virgil Chitu
Multiple hypothesis testing and enhanced measurement of technical trading rule profitability Floris van Diest
2010 Bootstrapping the KPSS stationarity test Myrthe van der Plas


Completed Bachelor Theses

Year Title Student Notes
2017 Statistical models for sport rankings Remco Claessen
Constructing valid inference after model selection Guy Gerards
Beating the odds – A state space model for predicting match
results in the Australian Football League
Carien Leushuis
A statistical analysis of Google Trends Naomi Shakesheff
Generalizing binary to multiclass outcomes: Predicting football injury types Christian Wirths Project with Accenture; co-supervised with Eric Beutner
2016 Predicting the Dutch unemployment rate using Google Trends data Rick van Dael
A statistical analysis of start lane advantage in speed skating Jeroen Lamers
Bootstrap inference for Value-at-Risk Martynas Mazrimas
Nowcasting consumer confidence in the Netherlands using Google Trends as big data source Dewi Peerlings
2015 Estimating European temperature trends in panels with cross-sectional dependence Jeremias Knoblauch Co-supervised with Jean-Pierre Urbain
Big Data forecasting of macroeconomic variables: Lasso versus principal components Moritz Meister
Big Data forecasting of macro-variables: Cross-sectional averages versus principal components Laurens Snijer Co-supervised with Jean-Pierre Urbain
2014 Ultimate records in speed skating through extreme-value theory Mitchell Boer Co-supervised with Eric Beutner
Determinants of attendance at home games of MVV Maastricht Maartje Keulen
2013 Testing for structural breaks in panel data with an application to doping in professional cycling Suzanne de Boef Co-supervised with Jean-Pierre Urbain
Bootstrap prediction intervals Joost Kikken
2012 Non-parametric inference on trends in temperature data Marina Friedrich Co-supervised with Jean-Pierre Urbain
2011 Bootstrapping diagnostic tests in linear regression models Marvin Plötz
Inference on autocorrelations of financial time series Martijn Schröder Co-supervised with Marco Avarucci
2010 Multiple testing in asset pricing and fund evaluation Floris van Diest