Data Science and Econometrics
The Netherlands has a strong tradition in econometrics and data analysis. Data science combines these traditions by focusing on quantitative methods to extract knowledge and insights from structured and unstructured data. The methods contain more traditional econometric methods as well as more novel machine learning methods. Applications are in the fields of marketing, management, economics and focus on both obtaining descriptive as well as causal evidence.
Data Science and Econometrics
The Netherlands has a strong tradition in econometrics and data analysis. Data science combines these traditions by focusing on quantitative methods to extract knowledge and insights from structured and unstructured data. The methods contain more traditional econometric methods as well as more novel machine learning methods. Applications are in the fields of marketing, management, economics and focus on both obtaining descriptive as well as causal evidence.
Our people
Fellows and Faculty
Fellows and Faculty
PhD Students
PhD Students
Key publications
Menkveld, A., Caskurlu, T., Vladimirov, V. and Project\, \.C.A. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390.
\De Haan\, M., Gautier, \PieterA.\, Oosterbeek, H. and \van der Klaauw\, B. (2023). The Performance of School Assignment Mechanisms in Practice Journal of Political Economy, 131(2):388--455.
König, M., Storesletten, K., Song, Z. and Zilibotti, F. (2022). From Imitation to Innovation: Where Is All That Chinese R\&D Going? Econometrica, 90(4):1615--1654.
Jacobs, B., Fok, D. and Donkers, B. (2021). Understanding Large-Scale Dynamic Purchase Behavior Marketing Science, 40(5):844--870.
Dorotic, M., Fok, D., Verhoef, \PeterC.\ and Bijmolt, \TammoH.A.\ (2021). Synergistic and cannibalization effects in a partnership loyalty program Journal of the Academy of Marketing Science, 49(5):1021--1042.
Upcoming events
Workshop
| Amsterdam | 09:00 - 17:00
AI Agents in Economics and Business Research
Faculty: Finn-Ole Höner (Erasmus University Rotterdam)
Seminar
| Rotterdam | 12:00 - 13:00
Which Factors Drive Downside Risk in the U.S. Economy?
Christian T. Brownlees (LUISS Guido Carli, Italy)
- Erasmus Econometric Institute Series
Workshop
| Amsterdam | 09:00 - 17:00
Econometric Game
Seminar
| Amsterdam | 12:55 - 13:55
Title to be announced
Daniel Lewis (University College London, United Kingdom)
- Econometrics Seminars and Workshop Series
Seminar
| Amsterdam | 12:30 - 13:30
Semiparametric Instrumental Variable Method
Jiti Gao (Monash University, Australia)
- Econometrics Seminars and Workshop Series
Academic Distinctions
October 08, 2025
Frank Kleibergen elected Fellow of the Econometric Society
Frank Kleibergen
July 15, 2025
Annika receives an NWO Open Competition SSH XS grant
Annika Camehl
July 04, 2025
NWO Open Competition SSH M Grant
Andre Lucas