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Maarten LindeboomView profile

Professor

• Applied Microeconomics
• Health Economics
• Labor Economics
• +3 more

Maarten Lindeboom is a Full Professor of Economics at the Department of Economics, Vrije Universiteit Amsterdam (VU Amsterdam). He holds a PhD from Leiden University and is an Economics Research Fellow at Tinbergen Institute. As editor of the Journal of Health Economics , he contributes to academic discourse. His visiting roles include the Netherlands Visiting Professorship at the University of Michigan and the Benjamin Meaker Chair at the University of Bristol. Education: PhD in Economics (Leiden University) His research focuses on applied microeconomics in health, labor markets, and ageing. Key interests include healthcare policy, labor market dynamics, and the economic impacts of ageing populations. He teaches courses such as Microeconomics, Health Economics, and Applied Micro Econometrics at both undergraduate and graduate levels. Recent work examines disability insurance policies, famine effects on health, and retirement behaviors. His research combines econometric rigor with real-world policy implications. Grants: €500,000 Netspar grant (2009) for pensions/ageing research Awards: Recognized as a top global Health Economist (2012) He advises organizations like Health Econometrics and Data Group (HEDG), Monash University’s Centre for Health Economics, and the Royal Holland Society of Sciences. Active in policy circles, he contributes to the Socio-Economic Council of the Netherlands and advises on public welfare systems.

• Econometrics
• Macroeconomic Forecasting
• Machine Learning in Economics
• +7 more

Andreas Pick is an Associate Professor in the Department of Econometrics at the Erasmus School of Economics, Erasmus University Rotterdam. His research focuses on econometric modeling, macroeconomic forecasting, and machine learning applications in economics. He is actively contributing to the field through publications in top-tier journals and co-authoring with leading scholars in econometrics. His research interests include Macroeconomic Forecasting , Machine Learning in Economics , Bayesian Econometrics , Vector Autoregressions , Markov Switching Models , and Panel Data Forecasting . These areas reflect his expertise in developing and applying advanced statistical methods to economic data. The recent articles show a consistent focus on improving forecasting accuracy using machine learning, handling structural breaks, and optimizing forecasts in nonlinear models. His work bridges econometric theory with practical macroeconomic applications, particularly in nowcasting GDP and multi-step forecasting using high-dimensional datasets. Andreas Pick has supervised at least one student, as indicated by the 'Supervised Work' entry. He has collaborated with researchers such as Timmermann, Boot, and de Winter. There is no mention of specific grants, but his open-access publications and shared datasets suggest active research funding and collaboration. He maintains a personal website at https://apick.eu where more information about his work can be found. A dataset related to his 2018 paper on Markov switching models is publicly available on Figshare, indicating transparency and reproducibility in his research.

• Robust Statistics
• Panel Data Analysis
• Spatial Econometrics
• +2 more

Pavel Cizek is Associate Professor of Econometrics at Tilburg University, specializing in robust estimation methods for complex econometric models. His methodological research advances techniques for panel data, limited dependent variables, and spatial analysis. Research focuses on: Semiparametric estimation with minimal distributional assumptions Bias correction for dynamic panel models Spatial dependence modeling Robust inference under data contamination Recent publications develop estimation frameworks for nonseparable panel models with index structures and spatial sample selection. Research has been supported by NWO grants and applied to financial economics problems. Supervises doctoral students in econometric theory. Teaches courses ranging from introductory statistics to advanced semiparametric methods.

Yicong LinView profile

Assistant Professor

• Time Series Econometrics
• Nonlinearity Analysis
• Nonstationary Models
• +7 more

Yicong Lin is an Assistant Professor at the Department of Econometrics and Data Science, Vrije Universiteit Amsterdam, and a Research Fellow at the Tinbergen Institute. He holds a PhD from Maastricht University. His research focuses on time series econometrics, particularly in developing methods for nonlinear, nonstationary, and endogenous models. Key areas include resampling techniques, functional time series, extreme value theory, and climate econometrics. Recent work emphasizes time-varying coefficient models, bootstrap inference in nonparametric settings, and clustering approaches for extreme value indices. Teaching responsibilities include courses on data science fundamentals, probability theory, and big data statistics. Research outputs span applied econometric methodologies, with datasets openly shared via platforms like YODA and GitHub. Collaborative efforts involve institutions across the globe, addressing challenges in housing markets, climate-related economic trends, and financial volatility modeling.

Pim HeijnenView profile

Associate Professor

• Environmental economics
• Industrial organization
• Game theory
• +3 more

Dr. Pim Heijnen is an Associate Professor at the University of Groningen, Faculty of Economics and Business, specializing in Economics, Econometrics & Finance. He holds a Ph.D. in Economics (2007) and M.Sc. in Econometrics (2002), both from the University of Groningen. His research focuses on environmental economics, industrial organization, and applied game theory, with recent work addressing rent-seeking dynamics, consumer search behavior, and environmental policy design. He has contributed to understanding optimal taxation strategies, corporate financing policies, and nonlinear dynamics in environmental systems. Key research themes include: Rent-seeking mechanisms and their macroeconomic impacts Consumer search and information asymmetry in markets Game-theoretic models of environmental regulation and policy Price competition and spatial market structures His articles analyze diverse topics like reversible environmental catastrophes, corporate leverage effects, and collusion detection. He has held roles at the University of Amsterdam (Center for Nonlinear Dynamics in Economics and Finance) and contributed to policy-relevant studies on waste disposal taxes and retail gasoline market competition.

Tom WansbeekView profile

Professor

• Econometrics
• Linear Regression
• Measurement Error
• +3 more

Tom Wansbeek is a Professor at the University of Groningen 's Faculty of Economics and Business, specializing in Econometrics within the Department of Economics, Econometrics & Finance. He serves as a confidential adviser on academic integrity and coordinates collaborations with Fudan University in Shanghai. Current academic role: Professor Key research areas: Econometrics, Panel Data Analysis, Measurement Error Email: t.j.wansbeek@rug.nl Research Trends: His recent work focuses on clustered standard errors, fixed effects models, and multidimensional panel data, with applications in robust variance estimation and unbiased covariance matrix calculations. Collaborations span institutions like Fudan University and Springer publications. Teaching & Affiliations: Active in teaching and research at the University of Groningen, with a strong emphasis on methodological advancements in econometric modeling and statistical inference.

• Acoustics Engineering
• Noise Control Technology
• Piezoelectric Systems
• +2 more

Arthur P. Berkhoff is an Associate Professor specializing in Applied Mechanics & Data Analysis. His research focuses on acoustics engineering, particularly active noise control in anechoic chambers and piezoelectric systems. He has contributed to the design of small-scale anechoic chambers and real-time acoustic suppression techniques. Key research interests include acoustic source management, finite element simulations, and distributed control systems for noise mitigation. His work addresses challenges in sound field manipulation and feedback damping in ducts and experimental setups. Berkhoff has presented at international conferences, including discussions on piezoelectric actuators and real-time noise reduction in lightweight panels. His recent publications emphasize practical solutions for acoustic reflection suppression and FIR controller optimization.

M. SchumannView profile

Assistant Professor

• Econometrics
• Nonlinear Panel Data Models
• Fixed Effects Estimation
• +4 more

M. Schumann is an Assistant Professor of Econometrics at Maastricht University's School of Business and Economics , specializing in quantitative economics. His research bridges statistical theory and applied economic modeling. Key research areas include Nonlinear panel data models with fixed effects Second-order bias reduction techniques Integrated likelihood inference Difference-in-differences methodologies Applications in innovation systems and flood statistics Recent publications demonstrate interdisciplinary trends, combining econometric theory with hydrology-inspired statistical approaches. His work appears in top-tier journals like Journal of Econometrics and Journal of Business & Economic Statistics . Collaborative efforts with researchers like T.A. Severini, G. Tripathi, and M.F. Arroyabe highlight his methodological and applied contributions to both economic and environmental sciences.

Richard PaapView profile

Professor

• Econometrics
• Bayesian Econometrics
• Time Series Analysis
• +7 more

Richard Paap is a Full Professor of Econometrics at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam. He earned his PhD from the same institution in 1997 and currently serves as Academic Director of the Master Econometrics program. He is actively involved in research, teaching, and academic management. His research focuses on econometric modeling in marketing and macroeconomics, employing both Bayesian and frequentist methodologies. Key areas include time series analysis, panel data, regime switching, and market response models. He has made significant contributions through publications in leading journals such as Journal of Applied Econometrics , Journal of Business & Economic Statistics , and Journal of Marketing Research . His recent publications reveal a strong trend in applying advanced econometric techniques to real-world problems—forecasting in panel regressions, modeling professional forecasters' behavior, estimating expert loss functions, and analyzing inflation dynamics with regime switches. He also contributes to marketing with studies on store price image and brand choice modeling, and to macroeconomics with work on recessions, monetary policy, and growth differences. Richard Paap co-authored two influential books: Quantitative Models in Marketing Research and Periodic Time Series Models , both widely used in academic and applied settings. He teaches courses such as Bayesian Econometrics, Marketing Models, and Case Studies in Applied Econometrics, and supervises bachelor’s and master’s theses in econometrics and management science. He chairs the Program Committee for Econometrics & Operations Research, indicating leadership in academic program development. Although no formal awards are listed, his extensive publication record and book authorship reflect high scholarly impact. He advises students and collaborates widely, particularly with P.H. Franses, D. Fok, and D.J.C. van Dijk. While no specific lab or research center is named, his work is centered within the Econometric Institute, a leading research group in quantitative economics. His future work likely continues to bridge econometric theory with applications in marketing and macroeconomic policy.