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Meet the Lecturers

Econometrics and Data Science Methods for Business, Economics and Finance

Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics, Vrije Universiteit Amsterdam. He is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus. Furthermore, he is a Journal of Applied Econometrics Distinguished Author, and Fellow of the Society of Financial Econometrics (SoFiE). He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the Census, European University Institute, and European Central Bank, Financial Research. He co-authored the monograph Time Series Analysis by State Space Methods and An Introduction to State Space Time Series Analysis. His other books (co-authored, software and editorial) are listed here. He is a Statistical Software Developer: STAMP, SsfPack.
Francisco Blasques is a Professor of Econometrics and Data Science at the Vrije Universiteit Amsterdam. He is also the TI Doctoral Director of the School of Business and Economics, and the Director of Research and Education of the Institute of Time-Series Econometrics and Forecasting (ITSEF). Additionally, Francisco is a fellow of the Tinbergen Institute, an Expert Forecaster for the World Economic Survey, and an Editor of the journal Open Economics.