Paulus Alphonsus Bekker

Paulus Alphonsus Bekker is a Professor at the Faculty of Economics and Business, University of Groningen (RUG), with a career spanning theoretical and applied econometrics, quantitative finance, and statistical methodology. His research emphasizes instrumental variable estimation, identification in structural models, and arbitrage-free yield curve modeling.

• Education: M.A. in Psychometrics (1982, Leiden University), Ph.D. in Econometrics (1986, Tilburg University)
• Positions: Assistant Professor (1986-1988), Associate Professor (1993-1997), Full Professor (1997-present) at RUG
• Management Roles: Chairman of the Department of Econometrics (2000-2005) and Education Committee (2000-present)

Bekker’s research bridges econometric theory and real-world applications, focusing on robust standard errors with many instruments, symmetry-based inference, and mean-variance portfolio optimization in discrete/continuous time. His work has been published in top journals like Econometrica, Journal of Econometrics, and Statistica Neerlandica.

He has served as a referee for journals including Econometrica, Journal of Econometrics, and Journal of Empirical Finance. His methodological contributions include innovations in instrumental variable estimation, handling heteroskedasticity, and matrix inequality applications in econometrics.