Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Estimator Mathematics
Robust Estimation Mathematics
Copula Mathematics
Tail Dependence Mathematics
Tail Mathematics
Regression Model Mathematics
Extreme Value Index Mathematics
Simulation Study Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1993 2018

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In : Extremes. 21, 2, p. 205-233

Research output: Contribution to journalArticleScientificpeer-review

Advertising as a Reminder: Evidence from the Dutch State Lottery

He, C. & Klein, T. 28 May 2018 Tilburg: TILEC, 47 p.(TILEC Discussion Paper; vol. 2018-018)

Research output: Working paperDiscussion paperOther research output

File
State lotteries
Lottery
High-frequency data
Dynamic structural model
Online sales

Advertising as a Reminder: Evidence from the Dutch State Lottery

He, C. & Klein, T. 28 May 2018 Tilburg: CentER, Center for Economic Research, 47 p.(CentER Discussion Paper; vol. 2018-019)

Research output: Working paperDiscussion paperOther research output

File
State lotteries
Lottery
High-frequency data
Dynamic structural model
Online sales

A note on the long rate in factor models of the term structure

de Kort, J., Apr 2018, In : Mathematical Finance. 28, 2, p. 656-667

Research output: Contribution to journalArticleScientificpeer-review

Term Structure
Factor Models
Flatten
Volatility
Filtration

Bias-corrected quantile regression estimation of censored regression models

Cizek, P. & Sadikoglu, S., 2018, In : Statistical Papers. 59, p. 215–247 33 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Censored Regression
Quantile Estimation
Regression Estimation
Quantile Regression
Regression Model

Bootstrapping Structural Change Tests

Boldea, O., Cornea-Madeira, A. & Hall, A. R., 13 Nov 2018, Ithaca: Cornell University Library, (ArXiv; vol. 1811.04125).

Research output: Working paperOther research output

Structural change
Bootstrapping
Inference
Heteroskedasticity
Bootstrap

Activities 1997 2018

Empirical Economics: A quarterly journal of the Institute for Advanced Studies (Journal)

Arthur van Soest (Editor)
2018 → …

Activity: Publication peer-review and editorial work typesEditorial activityScientific

Pension Communication in the Netherlands and Other Countries

H.M. Prast (Speaker), Arthur van Soest (Speaker), Mariacristina Rossi (Speaker)
16 Jan 201818 Jan 2018

Activity: Talk or presentation typesOral presentationScientific

IZA Journal of Labor Policy (Journal)

Arthur van Soest (Editorial board member)
2018

Activity: Publication peer-review and editorial work typesEditorial activityScientific

CentERdata Institute for Data Collection and Research, Tilburg University (External organisation)

Arthur van Soest (Member)
2018 → …

Activity: Membership typesMembership of councilScientific

Labour Economics (Journal)

Arthur van Soest (Editor in chief)
2018 → …

Activity: Publication peer-review and editorial work typesEditorial activityScientific

The Econometrics Journal (Journal)

Tobias Klein (Editor)
1 May 2017 → …

Activity: Publication peer-review and editorial work typesEditorial activityScientific

Projects 2004 2022

Behavioral biases and individual heterogeneity in pensions: Household Asset Liability Management

Goossens, J., Werker, B., Ponds, E., Knoef, M. & van den Goorbergh, R.

1/09/1831/08/22

Project: Research projectPersonal grants

Dependence between risks: Dangers and opportunities

Segers, J.

1/10/041/10/07

Project: Research projectPersonal grants

Prizes / Recognition

Akademie Onderzoeker

S.J.M. Koopman (Recipient), 1997

Prize: Prize (including medals and awards)

Distinguished author Journal of Applied Econometrics

Arthur van Soest (Recipient), 2015

Prize: National/international honour

Fellow of the Journal of Econometrics

M.F.J. Steel (Recipient), 1997

Prize: Fellowship awarded competitively

Hennipman Prize 2003

Arthur van Soest (Recipient) & J.W.M. Das (Recipient), 2003

Prize: Prize (including medals and awards)

Economics
Economists

Jenny Ligthart Award 2016

Oliver Wichert (Recipient), 10 Jan 2017

Prize: Prize (including medals and awards)

student

Research Achievement Award

Arthur van Soest (Recipient), 2012

Prize: Prize (including medals and awards)