Research Output per year
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.
Profiles
Jaap Abbring
- Tilburg School of Economics and Management, Econometrics and Operations Research - Full Professor
- Tilburg School of Economics and Management, Research Group: Econometrics
Person: Academic
Hanan Ahmed
- Tilburg School of Economics and Management, Center Ph. D. Students - PhD-student
- Tilburg School of Economics and Management, Research Group: Econometrics
Person: Academic
Anne Balter
- Tilburg School of Economics and Management, Econometrics and Operations Research - Assistant Professor
- Tilburg School of Economics and Management, Research Group: Econometrics
Person: Academic
Elisabeth Beusch
- Tilburg School of Economics and Management, Center Ph. D. Students - PhD-student
- Tilburg School of Economics and Management, Research Group: Econometrics - PhD-student
Person: Academic
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. 205-233Research output: Contribution to journal › Article › Scientific › peer-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 paper › Discussion paper › Other 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 paper › Discussion paper › Other 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. 656-667Research output: Contribution to journal › Article › Scientific › peer-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 journal › Article › Scientific › peer-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 paper › Other 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 types › Editorial activity › Scientific
Pension Communication in the Netherlands and Other Countries
H.M. Prast (Speaker), Arthur van Soest (Speaker), Mariacristina Rossi (Speaker)16 Jan 2018 → 18 Jan 2018
Activity: Talk or presentation types › Oral presentation › Scientific
IZA Journal of Labor Policy (Journal)
Arthur van Soest (Editorial board member)2018
Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
CentERdata Institute for Data Collection and Research, Tilburg University (External organisation)
Arthur van Soest (Member)2018 → …
Activity: Membership types › Membership of council › Scientific
Labour Economics (Journal)
Arthur van Soest (Editor in chief)2018 → …
Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
The Econometrics Journal (Journal)
Tobias Klein (Editor)1 May 2017 → …
Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
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.
1/09/18 → 31/08/22
Project: Research project › Personal grants
Dependence between risks: Dangers and opportunities
1/10/04 → 1/10/07
Project: Research project › Personal grants
Prizes / Recognition
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)