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., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (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
Inference in Time-Varying SVARs Identified with Sign Restrictions...
Jonas Arias (Federal Reserve Bank of Philadelphia, United States)
- Erasmus Econometric Institute Series
Seminar
| Rotterdam | 12:00 - 13:00
Identifying the Portfolio Balance Mechanism
Jefferson Duarte (Rice University, United States)
- Erasmus Econometric Institute Series
Seminar
| Rotterdam | 12:00 - 13:00
From Explainable AI to Generative Modeling with Tree-Based Machine...
Marvin N. Wright (Leibniz Institute for Prevention Research and Epidemiology and University of Bremen, Germany)
- Erasmus Econometric Institute Series
Seminar
| Rotterdam | 12:00 - 13:00
Systemic Risk: CoVaR, Comovement, and Portfolio Selection
Liang Peng (Georgia State University, United States)
- Erasmus Econometric Institute Series
Seminar
| Amsterdam | 12:30 - 13:30
Inference on Union Bounds
Xinyue Bei (University of Texas at Austin, United States)
- Econometrics Seminars and Workshop Series
Academic Distinctions
December 16, 2024
Juan Juan Cai obtains NWO Open Competition Domaine Science-M...
Juan Juan Cai
October 24, 2024
An NWO VIDI Grant (€ 850,000) has been awarded to Arturas Juodis...
Arturas Juodis
July 24, 2024
An NWO Open Competition - SSH L grant has been awarded to Bas...
Monique de Haan,Nadine Ketel,Bas van der Klaauw,Hessel Oosterbeek