Department of Econometrics

Econometric Institute 
Skyline of Rotterdam

Economists Matthijs Korevaar and Phyllis Wan new members of Young Erasmus Academy

Matthijs Korevaar and Phyllis Wan of Erasmus School of Economics have been appointed as members of Young Erasmus Academy.

Developments in regional public transport

Dennis Huisman, Professor of Public Transport Optimisation at Erasmus School of Economics, elaborates on developments in regional public transport.
Dennis Huisman

How can algorithms help improving train services during disruptions?

Professor Dennis Huisman has developed mathematical models and algorithms to improve the railway operations during disruptions.

Philip Hans Franses supervises doctoral dissertation at Anton de Kom University in Paramaribo

Surinamese economist Gavin Ooft, supervised by Professor Philip Hans Franses, successfully defended his PhD thesis at the Anton de Kom University in Suriname.

Modeling and forecasting box office revenues of blockbusters

With a simple model Professor Philip Hans Franses of Erasmus School of Economics describes weekly box office revenues for 40 top movies in the USA.

Soon to be published study in the American Economic Journal: Macroeconomics quantifies trade-off of containment measures during Covid-19

A new study by Annika Camehl and her co-author investigates the dynamic interaction between Covid-19, economic mobility and containment policy.

Statistics on the Atlantic trade in enslaved people show remarkable findings

A study by ESE researchers reveals that of all enslaved people who arrived in Dutch colonies, 37.4 % were transported by the Portuguese, and 12.6 % by the Dutch

Erasmus School of Economics well represented at annual SoFiE Conference in Seoul

Researchers Lumsdaine, Tetereva and Freire have distinguished themselves during the annual conference of the Society for Financial Econometrics.

Econometrics students develop impressive model centred around Albert Heijn's loyalty programme

Albert Heijn’s Data Science department partnered with our School to offer Econometrics students the opportunity to apply their knowledge to real-world case
Image - AH Bonus Box

Leading scientist Michel Wedel strengthens Econometric Institute

The Econometric Institute of Erasmus School of Economics is welcoming leading scientist Michel Wedel as Visiting Professor on the Henri Theil rotating Chair.

Differentially private inference via noisy optimization

Marco Avella Medina (Columbia University)
ESE - Theil Building

Asymmetric Violations of the Spanning Hypothesis

Paul Riva, Northwestern University
Paula Riva smiling at the camera

Estimating Macroeconomic News and Surprise Shocks

Lutz Kilian (Federal Reserve Bank of Dallas)
Campus Woudestein at night

Unearthing Financial Statement Fraud: Insights from News Coverage Analysis

Jianqing Fan, Princeton University
Jianqing Fan smiling at the camera

Extending the Scope of Inference About Predictive Ability to Machine Learning Methods

Juan Carlos Escanciano (Universidad Carlos III de Madrid)
Herfst op campus Woudestein

Beyond Arbitrage: Deviations from Risk-Return

Benjamin Holcblat, (University of Luxembourg)

On changepoint detection in functional data using empirical energy distance

Lorenzo Trapani, (University of Leicester)

Saddlepoint techniques for the statistical analysis of time series

Davide La Vecchia (University of Geneva)
Spring in Rotterdam

The Anatomy of Machine Learning-Based Portfolio Performance

Christian Montes Schutte, Aarhus University
Christian Montes Schutte smiling at the camera
  • Director

    Prof.dr. D. Fok

    Operations manager

    Manne van Riek

    phone: +31 (0)10 408 12 78
    email: ei-om@ese.eur.nl

  • Secretariat

    Evelien Nascimento
    Marianne Kroek-Buijs
    Yvonne Benjamins-van den Broek

    opening hours: on working days from 08:30 until 16:30
    room: ET-18
    phone: +31 (0)10 408 12 64
    email: eb-secr@ese.eur.nl

  • Visiting address

    Erasmus University Rotterdam 
    Econometric Institute

    Room: ET-18
    Burg. Oudlaan 50
    3062 PA Rotterdam

    Postal address

    Erasmus University Rotterdam
    Econometric Institute 

    Room ET-18
    P.O. Box 1738
    3000 DR Rotterdam
    The Netherlands

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