معرفی
Dr. M.B. Eichler is an Associate Professor of Econometrics at the QE Econometrics Department within the School of Business and Economics at Maastricht University. His research focuses on advancing methodologies for causal inference in time series analysis, particularly addressing limitations in Granger causality and developing algorithms for multivariate time series with latent variables. He collaborates with institutions like Raytheon BBN Technologies on projects involving heterogeneous data sources for predicting rare events.
His expertise spans econometrics, functional time series analysis, and dynamic factor models. Notable projects include electricity spot price modeling, semi-parametric approaches for non-stationary processes, and applications in neuroscience and energy economics. He advises PhD students such as Carlos A. Moreno, Dennis Tuerk, and Anne van Delft.
- Research Themes: Causal inference, Granger causality, time series econometrics, dynamic factor models
- Labs/Teams: QE Econometrics Research Group
- Grants: Open Source Indicator (OSI) Program funded by IARPA
Publications highlight contributions to spectral analysis, graphical modeling of time series, and applications in energy markets. His work bridges theoretical advancements with practical challenges in economics, neuroscience, and engineering.
