| Expertise |
The development of Bayesian estimation methods using analytical methods and Monte Carlo numerical integration techniques; Stochastic trends and cycles in economic time series; Unit roots and cointegration, ARCH, GARCH models; Applications of neural networks in economics; Measurement of income distribution functions |
| Expertise (NL) |
Bayesiaanse econometrie; Simulatietechnieken; Trends en cycli in economische tijdreeksen; Neurale Netwerken; Inkomensverdelingen |
| Digital Author ID |
info:eu-repo/dai/nl/070559791 |
| Addition |
Emeritus per: december 2010; Regional consultant of the Econometric Society for the Benelux; Chairperson of the Winter Meetings of the Econometric Society European Meeting; Associate Editor of Econometric Reviews; Associate Editor of Computational Economics; Co-editor of a special issue of the Journal of Applied Econometrics on Inference and Decision-Making in Econometrics; 2000 (with John Geweke and John Rust); Co-editor Journal of Applied Econometrics, 2002; Associate Editor of Journal of Econometrics, 2002 |