Research interests:

Methods of nonparametric and robust econometrics (and statistics) with applications primarily in microeconomics and finance

Current research topics

• GMM estimation of linear panel data
• Limited dependent variable models
• Nonparametric and semiparametric estimation
• (Non)Linear panel data
• Quantile regression
• Robust estimation in (non)linear models
• Simulation-based methods
• Spatial econometrics
• Multiple-regime time-series models

Current position:

Associate Professor, Department Econometrics & Operations Research, Faculty Economics and Business Administration, Tilburg University (since 2009)

Positions held:

2003-2009: Assistant Professor, Tilburg University
2000-2003: Research fellow, The Institute of Statistics and Econometrics, School of Business and Economics, Humboldt-Universität zu Berlin, Germany
1998-1999: Part-time researcher, The Economic Institute, The Czech Academy of Sciences, Prague, The Czech Republic

I have been teaching a broad mix of econometrics subjects ranging from the introductory courses into least squares and maximum likelihood estimation over general courses on time series and panel data to advanced courses in non- and semiparametric estimation.

Click here for my courses.

Grants (as principal investigator)

NWO Open Competition (2011-2015) Semiparametric estimation of nonlinear panel data models (210.000 EUR)

PhD Thesis supervision (completed thesis only)

M. Aquaro (2013) Pairwise difference estimation of linear panel data models

J. Lei (2014) Essays on nonlinear panel data models

K. Ji (2015) Essays on Tax Policy, Institutions and Output

C. H. Koo (2018) Essays on functional coecient models

R. Rabovic (2018) Essays in Economics of Education and Econometric Theory

S. Sadikoglu (2019) Essays in Econometric Theory

C. Martinez Ventura (2024) Essays on Liquidity Provision in Wholesale Markets and on Financial Fragility

W. Yao (2025) The US Quantitative Easing Monetary Policy and Commodities’ Prices