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
Seminar
| Rotterdam | 12:00 - 13:00
Estimation of large approximate dynamic matrix factor models...
Matteo Barigozzi (University of Bologna, Italy)
- Erasmus Econometric Institute Series
Seminar
| Rotterdam | 12:00 - 13:00
Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection...
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
Seminar
| Amsterdam | 12:30 - 13:30
An Anatomy of Asset Returns
Roberto Renò (ESSEC Business School, France)
- Econometrics Seminars and Workshop Series
Seminar
| 11:30 - 12:30
Graph Joinings, Reversible Markov Chains, and Graph Isomorphism
Andrew Nobel (University of North Carolina, United States)
- Erasmus Econometric Institute Series
Seminar
| Rotterdam | 12:00 - 13:00
Title to be announced
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute 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