Assistant Professor in Econometrics, Statistics and Data Science
Glad to share that the paper “Dynamic partial correlation models” I have co-authored with André Lucas (Vrije Universiteit Amsterdam and
Continue readingOur paper “Dynamic partial correlation models” on the Journal of Econometrics
How can we incorporate both heterogeneity and dynamics in economic network connections? In our recently published paper in the Journal
Continue readingNew Paper: Heterogeneity and dynamics in network models
Really happy to share that the paper “Modeling extreme events: time-varying extreme tail shape” was published on the Journal of
Today I had the pleasure to present the paper “Dynamic Partial Correlation Models” – co-authored with Prof. André Lucas –
Continue readingPaper Presentation at the 16th International CFE Conference
On Thursday the 22nd of October 2002 I’ll be presenting a work titled Dynamic Partial Correlation Models at the VU Econometrics BrownBag Seminar.
This is a working paper that I am currently developing with professor André Lucas (you can check out the poster here, that we presented earlier this year at the 2022 NESG Conference in Groningen). … Continue readingPaper presentation @ VU Econometrics BrownBag Seminar
I presented my Poster on Dynamic Partial Correlation Models at the 2022 NESG Conference, University of Groningen. … Continue readingPoster Presentation on Dynamic Partial Correlation Models