• No results found

Chapter 4 Analysis, perspectives and expectations for the institute

5.5 Output

Key publications

Boswijk, H.P. & Lucas, A. (2002). Semi-nonparametric cointegration testing. Journal of

Econometrics, 108, 253-280.

Bun, M.J.G. & Kiviet, J.F. (2006). The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models. Journal of Econometrics, 132, 409-444.

Garderen, K.J. van, Taniguchi, M. & Puri, M.L. (2003). Higher Order Asymptotic Theory for Semiparameteric Estimation of Spectral Parameters of Stationary Processes. Econometric

Theory, 19, 984-1007.

Gooijer, J.G. de & Zerom, D. (2003). On additive conditional quantiles with high-dimensional covariates. Journal of the American Statistical Association, 98, 135-146.

Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified.

Econometrica, 73, 1103-1124.

Klein, A. & Spreij, P. (2006). An explicit expression for the Fisher information matrix of a multiple time series process. Linear Algebra and its Applications, 417, 140-149.

Forthcoming

Boswijk, H.P., Griffioen, G.A.W. & Hommes, C.H. (2007). Success and failure of technical trading strategies in the cocoa futures market. Forthcoming in Kyrtsou, C. (ed.), Progress in

Financial Markets Research. New York: Nova Publishers.

Boswijk, H.P., Hommes, C.H. & Manzan, S. (2007). Behavioral heterogeneity in stock prices. Forthcoming in Journal of Economic Dynamics and Control.

Bun, M.J.G. & Klaassen, F.J.G.M. (2007). The Euro Effect on Trade is not as Large as Commonly Thought. Forthcoming in Oxford Bulletin of Economics and Statistics.

Bun, M.J.G. & El Makhloufi, A. (2007). Dynamic Externalities, Local Industrial Structure and Economic Development: Panel Data Evidence for Morocco. Forthcoming in Regional Studies. Cramer, J.S. (2007). Robustness of Logit Analysis: Unobserved Heterogeneity and Misspecified

Disturbances. Forthcoming in Oxford Bulletin of Economics and Statistics.

Dijk, D. van, Franses, P.H. & Boswijk, H.P. (2007). Absorption of shocks in nonlinear autoregressive models. Forthcoming in Computational Statistics & Data Analysis.

Gooijer, J.G. de (2007). Power of the Neyman smooth test for evaluating multivariate forecast densities. Forthcoming in Journal of Applied Statistics.

Gooijer, J.G. de & Yuan, A. (2007). Semiparametric regression with kernel error model. Forthcoming in Scandinavian Journal of Statistics.

Gooijer, J.G. de & Gannoun, A. (2007). TR multivariate conditional median estimation. Forthcoming in Communication in Statistics: Simulation and Computation.

Gooijer, J.G. de & Cheng, Y. (2007). On the u-th geometric conditional quantile. Forthcoming in

Journal of Statistical Planning and Inference.

Goot, T. van der, Giersbergen, N.P.A. van & Botman, M. (2007). What Determines the Survival of Internet IPOs? Forthcoming in Applied Economics.

Griffin, J.E. & Oomen, R.C.A. (2007). Sampling returns for realized variance calculations: tick time or transaction time? Forthcoming in Econometric Reviews.

Hartog, J., Ophem, H. van & Raita, S. (2007). How risky is investment in human capital? Education

Economics.

Hoogerheide, L., Kleibergen, F. & van Dijk, H.K. (2007). Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data. Forthcoming in

Journal of Econometrics.

Jiang, G. & Oomen, R.C.A. (2007). Estimating latent variable and jump diffusion models using high frequency data. Journal of Financial Econometrics, 5, 1-30.

Kat, H.M. & Oomen, R.C.A. (2007). What every investor should know about commodities part I: univariate return analysis. Journal of Investment Management, 5, 1-25.

Kiviet, J.F. (2007). Judging contending estimators by simulation: tournaments in dynamic panel data models. Forthcoming in Phillips, G.D.A. & Tzavalism, E. (eds), The Refinement of

Econometric Estimation and Test Procedures. Cambridge University Press.

Kiviet, J.F. & Niemczyk, J. (2007). The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations. Forthcoming in Journal of Computational Statistics & Data

Analysis.

Kleibergen, F. (2007). Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics. Forthcoming in Journal of

Econometrics.

Kleibergen, F. (2007). Testing. Forthcoming in the New Palgrave Dictionary of Economics. Palgrave MacMillan.

Publications in numbers

Dissertations

Ploeg, A.P.C. van der (2006, 10 February). Stochastic volatility and the pricing of financial

derivatives. Universiteit van Amsterdam. [promotors prof. dr. H.P. Boswijk and prof. dr.

F.C.J.M. de Jong] [cat. I]

Academic publications (excluding publications in/of books) – refereed

A Bauwens, L., Boswijk, H.P. & Urbain, J.-P. (2006). Causality and exogeneity in econometrics (guest editorial). Journal of Econometrics, 132, 305-309. [A].

UvA-Econometrics 2006

1) Academic publications a) in refereed journals A 7

B 9 C - b) in other journals 1 c) book chapters A - B - C - Other - 3 d) in proceedings Other 0 Total 20 2) Monographs A - B - C - 3) Ph.D. theses 1 4) Professional publications 0 5) Popular publications 0 6) Working papers 12 Total 33 16 0 0

Bun, M.J.G. & Kiviet, J.F. (2006). The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models. Journal of Econometrics,132, 409-444. [A].

Kleibergen, F. & Paap, R. (2006). Generalized Reduced Rank Tests using the Singular Value Decomposition. Journal of Econometrics, 133, 97-126. [A].

Klein, A. & Spreij, P. (2006). The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process. Linear Algebra and its Applications, 416, 160-174. [A].

Klein, A. & Spreij, P. (2006). An explicit expression for the Fisher information matrix of a multiple time series process. Linear Algebra and its Applications, 417, 140-149. [A].

Oomen, R.C.A. (2006). Comment (on JBES invited address “Realized variance and market microstructure noise” by P.R. Hansen and A. Lunde). Journal of Business & Economic

Statistics, 24, 195-202. [A].

Oomen, R.C.A. (2006). Properties of realized variance under alternative sampling schemes. Journal

of Business & Economic Statistics, 24, 219-237. [A].

B Boswijk, H.P. & Franses, P.H. (2006). Robust inference on average economic growth. Oxford Bulletin

of Economics and Statistics, 68, (3), 345-370. [B].

Bun, M.J.G. & Carree, M.A. (2006). Bias-corrected Estimation in Dynamic Panel Data Models with Heteroscedasticity. Economics Letters, 92, 220-227. [B].

Bun, M.J.G. & El Makhloufi, A. (2006). Exports and productivity: Moroccan manufacturing 1985- 1995. Tijdschrift voor Economische en Sociale Geografie, 97, 157-165. [B].

Cramer, J.S. (2006). The working conditions of econometric scholars, then and now. Statistica

Neerlandica, 60, 194-205. [B].

Gooijer, J.G. de, Gannoun, A. & Zerom, D. (2006). A multivariate quantile predictor.

Communications in Statistics: Theory and Methods, 35, 133-147. [B].

Gooijer, J.G. de (2006). Detecting change-points in multidimensional stochastic processes.

Computational Statistics & Data Analysis, 51, 1892-1903. [B].

Gooijer, J.G. de & Hyndman, R.J. (2006). 25 years of time series forecasting. International Journal of

Forecasting, 22, 443-473. [B].

Hartog, J, Jonker, N. & Ophem, H. van (2006). Dual track or academic route for auditors: does it matter? Applied Economics, 38, (9), 1019-1035. [B].

Hillier, G. & Martellosio, F. (2006). Spatial design matrices and associated quadratic forms: structure and properties. Journal of Multivariate Analysis, 97, 1-18. [B].

Academic publications (excluding publications in/of books) – non-refereed Bun, M.J.G. (2006). International Trade and Currency Unions. AENORM 51, 51-54. Academic publications (in/of books) – non-refereed

Bethlehem, J.G., Cobben, F. & Schouten, B. (2006). Nonresponse in Household Surveys. Course book. Voorburg/Heerlen, The Netherlands: Statistics Netherlands.

Bethlehem, J.G. (2006). Statistiek. In Fortuin, J.B., Herwijnen, F. van, Leijendeckers, P.H.H., Roeck, G. de & Schwippert, G.A. (eds), Polytechnisch zakboek, 51-st, revised edition (pp. A3/1 – A3/54). Doetinchem: Reed Business Information.

Omtzigt, P. (2006). De Grote Verplichtstelling. In Lecq, S.G. van der & Steenbeek, O.W. (ed.),

Kosten en Baten van Collectieve Pensioensystemen (pp. 221-237). Kluwer.

Academic publications (working- and discussion papers)

Boswijk, H.P., Fok, D. & Franses, P.H. (2006). A New Multivariate Product Growth Model.

Tinbergen Institute Discussion Paper # 06-027/4.

Boswijk, H.P. & Weide, R. van der (2006). Wake me up before you GO-GARCH. UvA-Econometrics

Working Paper 2006/03.

Giersbergen, N.P.A. van (2006). Bartlett correction in the stable AR(2) model with intercept and

Cramer, J.S. (2006). Robustness of logit analysis: unobserved heterogeneity and misspecified disturbances. UvA-Econometrics Working Paper 2006/07.

Garderen, K.J. van & Schluter, C. (2006). Edgeworth expansions and normalizing transforms for

inequality measures. UvA-Econometrics Working Paper 2006/06.

Gooijer, J.G. de (2006). Power of the Neyman smooth test for evaluating multivariate forecast

densities. UvA-Econometrics Working Paper 2006/05.

Gooijer, J.G. de & Yuan, A. (2006). Semiparametric regression with kernel error model. Tinbergen

Institute Discussion Paper No. 06-058/4. Universiteit van Amsterdam.

Kiviet, J.F. & Niemczyk, J. (2006). On the limiting and empirical distribution of IV estimators when

some of the instruments are invalid. UvA-Econometrics Working Paper 2006/02.

Kiviet, J.F. & Niemczyk, J. (2006). The Asymptotic and Finite Sample Distributions of OLS and

Simple IV in Simultaneous Equations. Tinbergen Institute Discussion Paper # 06-078/4.

Kleibergen, F. (2006). Expansions of GMM statistics and the bootstrap. UvA-Econometrics

Working Paper 2006/09.

Martellosio, F. (2006). The correlation structure of spatial autoregressions on graphs. UvA-

Econometrics Working Paper 2006/04.

Martellosio, F. (2006). Power properties of invariant tests for spatial autocorrelation in linear

regression. UvA-Econometrics Working Paper 2006/01.

Contributions to academic conferences, workshops and seminars

Ariza, C. (2006, 31 March). Saddlepoint approximation of the conditional density of the MLE in the normal distribution with fixed coefficient of variation. Tinbergen Institute, Econometrics series (workshop).

Bethlehem, J.G. (2006, February). Seminar on Strategies for Social and Spatial Statistics / Nordic Network for Register-based Statistics, Oslo. Presentation of the paper Data Collection Challenges at Statistics Netherlands.

Bethlehem, J.G. (2006, April). European Conference on Quality in Survey Statistics, Cardiff, Wales. Member of a discussion panel on the quality of official statistics, and chairman of a session on weighting adjusment.

Bethlehem, J.G. & Stoop, I. (2006, April). Workshop on the quality of online panels, Amsterdam. Organised by MOA (Markt Onderzoek Associatie). Presentation of the paper Web panels – zegen of ramp?

Bethlehem, J.G. (2006, April). IOPS 21st Summer Conference, Voorburg. Host of the conference, presenter of the paper ‘Reducing the bias of estimates based on web surveys’.

Bethlehem, J.G. (2006, May). 10th International Blaise User Meeting, Arnhem, The Netherlands. Chairman of the scientific programme comitee, presenter of the paper Blaise – Alive and kicking for 20 years.

Bethlehem, J.G. (2006, June). Teacher of the ESTP (European Statistics Training Programma) course Nonresponse in Household Surveys.

Bethlehem, J.G. (2006, August). International Household Survey Nonresponse Workshop, Omaha, Nebraska. Presenter of the paper Reducing the bias of estimates based on web survey data. Bethlehem, J.G. (2006, October). DANS Symposium: Access panels en online onderzoek: hoe

betrouwbaar zijn ze? Amsterdam. Organised by DANS (Data Archiving and Networked Services). Presentation of the paper Representativiteit van web surveys – Een illusie?

Boswijk, H.P. (2006, 12 June). Testing for Cointegration with Nonstationary Volatility Matrices. KAFEE Lunch seminar, University of Amsterdam.

Boswijk, H.P. (2006, 30 November). Testing for Cointegration with Nonstationary Volatility. Seminar, Department of Economics, University of Leicester.

Bun, M.J.G. (2006, 27 March). Bias-corrected Inference Procedures for Dynamic Panel Data Models. KAFEE lunch seminar, Universiteit van Amsterdam.

Bun, M.J.G. (2006, 8 July). Bias-corrected Estimation in Dynamic Panel Data Models with Heteroscedasticity. 13th International Conference on Panel Data, Cambridge, United Kingdom.

Garderen, K.J. van (2006, 25 August). Conditional Inference in the Cointegrated Vector Autoregressive Model. Econometric Society European Meeting 2006, Vienna, Austria.

Garderen, K.J. van (2006, 13 July). Conditional Inference in the Cointegrated Vector Autoregressive Model. ESRC Econometric Study Group Conference, Bristol, UK.

Garderen, K.J. van (2006, 16 October). Empirical Validation of Simulation Models in Economics by Alessio Moneta, Discussion, EIPI, Erasmus University, Rotterdam.

Garderen, K.J. van (2006, 22 May) Improving Inference for Inequality Measures, UvA.

Giersbergen, N.P.A. van (2006, 16 December). The effect of a feedback mechanism on the bias in the stable AD(1,1) Model. 17th (EC)2 Conference. Rotterdam, The Netherlands.

Giersbergen, N.P.A. van (2006, 9 June). Bartlett correction in the stable AR(2) model with intercept and trend. 50 Years of Econometrics. Rotterdam, The Netherlands.

Kiviet, J.F. (2006, 19-29 January). University of Innsbruck (Austria). Held workshop on Dynamic Panel Data methods.

Kiviet, J.F. (2006, 15 March – 30 April). University of Alicante (Spain). Held workshop on Dynamic Panel Data methods.

Kiviet, J.F. (2006, 5 April). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. Seminar at the University of Alicante, Spain.

Kiviet, J.F. (2006, 9 May). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. Seminar at Institut für schweizerisches Bankwesen der Universität Zürich (Switzerland).

Kiviet, J.F. (2006, 26 May). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. Seminar at K.U.Leuven (Belgium).

Kiviet, J.F. (2006, 29 May - 9 June). Work visit to Nanyang Technological University Department of Economics in Singapore. Gave a workshop on Uses and Abuses of Econometrics and Panel Analysis in the by the Economic Growth Centre on Regulatory Impact Assessment and Decision Analysis, 31 May - 1 June, 2006.

Kiviet, J.F. (2006, 9 June). Derivation and exploitation of the limiting distribution of the LSDV estimator in dynamic panel data models. seminar at Singapore Management University. Kiviet, J.F. (2006, 26 August). Derivation and exploitation of the limiting distribution of the LSDV

estimator in dynamic panel data models. Econometric Society European Meeting, Vienna (Austria), 24-28 August 2006.

Kleibergen, F. (2006, 12 April). Subset statistics in the linear IV regression, Cowles Foundation Econometrics Seminar, Yale University.

Kleibergen, F. (2006, 24 April). Subset statistics in the linear IV regression, Econometrics Seminar, University of Pennsylvania.

Kleibergen, F. (2006, 25 April). Subset statistics in the linear IV regression, Econometrics Seminar, Pennsylvania State University.

Kleibergen, F. (2006, 10 June). Subset statistics in the linear IV regression, 50 Years of Econometrics Conference, Erasmus University Rotterdam, The Netherlands.

Kleibergen, F. (2006, 14 July). Subset statistics in the linear IV regression, Invited Presentation, UK Econometric Study Group Conference, Bristol, United Kingdom.

Kleibergen, F. (2006, 27 August). Subset statistics in the linear IV regression, European Meeting of the Econometric Society, Vienna, Austria.

Kleibergen, F. (2006, 21 November). Subset statistics in the linear IV regression, The Gregory C. Chow Econometric Research Program-Oskar Morganstern Memorial Seminar, Princeton University.

Martellosio, F. (2006). Power properties of invariant tests for spatial autocorrelation in linear regression. EEA-ESEM. Vienna. Contributed session.

Martellosio, F. (2006). Power properties of invariant tests for spatial autocorrelation in linear regression. ESRC Econometric Study Group. Bristol. Contributed session.

Martellosio, F. (2006). Power properties of invariant tests for spatial autocorrelation in linear regression. International Workshop on Spatial Econometrics and Statistics. Rome. Contributed session.

Niemczyk, J. (2006, 26 August). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. Econometric Society European Meeting, Vienna (Austria), 24-28 August 2006.

Organisational contributions to conferences, workshops and seminars Ariza, C. (2006). Co-organizer of the weekly KAFEE seminars series.

Bethlehem, J.G. (2006). Member of the programma committee of the 56th Session of International

Statistical Institute, Lisbon.

Garderen, K.J. van (2006). Co-ordinating Committee Member of the Netherlands Econometric Study Group.

Garderen, K.J. van (2006). Organizer of the Tinbergen Institute Econometrics Seminar series (with C.Bos of the VU) and of the Econometrics Workshop, UvA Econometrics.

Kiviet, J.F. (2006). Member of the program committee of the Econometric Society European Meeting, August, Vienna.

Kiviet, J.F. (2006). Member of the programme committee of the 2006 Panel Data Conference, Cambridge, UK.

Kiviet, J.F. (2006). Co-organizer of a two-day workshop in econometrics at Nanyang Technological University (Singapore) to be held 11-12 January 2007.

Klein, A.A.B. (2006). Member of the programme committee of the 13th ILAS (International Linear Algebra Society) Conference. Amsterdam.

Klein, A.A.B. (2006). Local organizer of the 13-th ILAS conference, international linear algebra society, Amsterdam 18-21 July 2006.

UvA-Econometrics Seminars and Workshops

(2006 13-January). Large, Jeremy (Oxford University). Estimating Quadratic Variation When Quoted Prices.

(2006, 20 January). Field Workshop TI-Econometrics (09.30 - 13.00 hrs. TI-Amsterdam) speakers: Philip Hans Franses (EUR), Peter Boswijk (UvA), Siem Jan Koopman (VU).

(2006, 24 February). Monica Billio (University of Venice). Granger-causality in Markov Switching Models.

(2006, 8 March). Andrew Harvey (Cambridge University) Time-Varying Quantiles

& Michel Lubrano (GREQAM Marseille) Bayesian Inference in Reducible Stochastic Differential Equations.

(2006, 17 March). Kevin Lee (Leicester University).

(2006, 29 March). Yanqin Fan (Vanderbilt University). Maximization by Parts in Extremum Estimation.

(2006, 31 March). César Ariza Rojas (University of Amsterdam) Saddlepoint approximation of the density of the MLE of the mean for the normal distribution with fixed coefficient of variation. (2006, 7 April). Sylvia Fruhwirth-Schnatter (Johannes Kepler University, Linz)

Econometric Modelling of Discrete-valued Data Using Auxiliary Mixture Sampling.

(2006, 12 May). Jurek Niemczyk (University of Amsterdam) On the limiting and empirical distribution of IV estimators when some of the instruments are invalid.

(2006, 19 May). Stephen Bond (Oxford University, IFS) Uncertainty and Investment Dynamics. (2006, 2 June). Jonathan Dark (Monash University, Melbourne, Australia) A new long memory

volatility model with time varying skewness and kurtosis.

(2006, 23 June). Uwe Hassler (Goethe University, Frankfurt) Long Memory Testing in the Time Domain.

(2006, 30 June). Piet de Jong (Macquarie University) Adverse Selection Spirals.

(2006, 6 October). Peter Kennedy (Simon Fraser, Vancouver) When are supply and demand determined recursively rather than simultaneously? Another look at the Fulton fish market. (2006, 3 November). Jonathan Hill (Florida International University) Robust Tests of Extremal

(2006, 10 November). Joakim Westerlund (Lund University, Sweden) Simple Tests for Cointegration in Dependent Panels with Structural Breaks.

(2006, 17 November). Marc Paolella (ISB Zurich) An Econometric Analysis of Emission Trading Allowances.

(2006, 24 November). Charles Bos (Vrije Universiteit Amsterdam) Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility.

(2006, 1 December). Christian Hafner (Stat, UCL) Asymptotic Theory for Multivariate GARCH Models.

Editor or member of editorial board

Bethlehem, J.G. (2006). Member of the Editorial Panel of the Journal of the Royal Statistical Society,

series A.

Bethlehem, J.G. (2006). Editor Proceedings of the 10th Blaise Users Meeting. Statistics Netherlands, Voorburg, The Netherlands.

Boswijk, H.P. (2006). Guest Editor of the Journal of Econometrics Annals (special issue on Causality and Exogeneity in Econometrics, appeared as Vol. 132/2, 2006).

Gooijer, J.G. de (2006). Editor of the International Journal of Forecasting.

Kiviet, J.F. (2006). Member of the Editorial Board of Foundations and Trends in Econometrics. Kiviet, J.F. (2006). Guest editor of the Singapore Economic Review for a special issue on Panel Data

Analysis in Econometrics.

Kleibergen, F. (2006). Associate editor of Economics Letters. Referee activities

Bethlehem, J.G. (2006). Referee for Journal of Official Statistics, Research in Official Statistics,

European Journal of Operations Research, Journal of American Statistical Association.

Boswijk, H.P. (2006). Referee for Comparative Economic Studies, Computational Statistics & Data

Analysis, Econometrics Journal, Econometric Theory, Journal of Applied Econometrics, Marketing Science, Statistica Neerlandica.

Bun, M.J.G. (2006). Referee for Econometric Reviews, Econometrics Journal, Journal of

Econometrics, Review of International Economics, Statistica Neerlandica.

Garderen, K.J. van (2006). Referee for Econometric Theory, Econometrics Journal, Statistics.

Giersbergen, N.P.A. van (2006). Referee for Journal of Applied Econometrics, Computational

Statistics and Data Analysis.

Gooijer, J.G. de (2006). Referee for Computational Statistics & Data Analysis, International Journal

of Forecasting.

Kiviet, J.F. (2006). Referee for: Computational Economics, Econometric Theory, Economics Letters,

Econometrics Journal, Journal of Applied Econometrics, Journal of Computational Statistics and Data Analysis, Journal of Economic Dynamics and Control, Oxford Bulletin of Economics and Statistics, Review of Economic Studies

Kleibergen, F. (2006). Referee for Journal of Econometrics, Journal of Applied Econometrics,

Journal of Empirical Finance, Econometric Theory, Econometrica, Journal of the American Statistical Association, International Journal of Forecasting, Journal of Business and Economic Statistics, Review of Economics and Statistics, Econometrics Journal, Economics Letters.

Klein, A.A.B. (2006). Referee for Linear Algebra and its Applications, Journal of Computational and

Applied Mathematics.

Martellosio, F. (2006). Referee for Econometric Reviews, Econometric Theory, Empirical Economics,

Journal of Econometrics.

Participation in academic networks & fellowships Boswijk, H.P. (2006). Fellow Tinbergen Instituut.

Boswijk, H.P. (2006). Senior Researcher, Netspar.

Boswijk, H.P. (2006). Chair of the Educational Board of the Tinbergen Institute. Bun M.J.G. (2006). Fellow Tinbergen Instituut.

Cramer, J.S. (2006). Honorary research fellow Tinbergen Institute. Garderen, K.J. van (2006). KNAW Research Fellowship.

Garderen, K.J. van (2006). Fellow Tinbergen Instituut.

Garderen, K.J. van (2006). Member Marie Curie Fellowship Association. Gooijer, J.G. de (2006). Fellow Tinbergen Instituut.

Gooijer, J.G. de (2006). Fellow Netherlands Network of Economics. Kiviet, J.F. (2006). Fellow Tinbergen Instituut.

Kleibergen, F. (2006) Associate research fellow Tinbergen Institute.

Membership of academic committees (including Ph.D. committees outside the ASE)

Bethlehem, J.G. (2006). Board member of the Interuniversity Graduate School of Psychometrics and Sociometrics (IOPS).

Bethlehem, J.G. (2006). Member of the National Statistics Methodology Advisory Committee of the Office for National Statistics, London, UK.

Bethlehem, J.G. (2006). Vice-President of the International Association of Survey Statisticians. Bethlehem, J.G. (2006). Member of the Board of Overseers of the MESS Project (Multi-discipilinary

facility for measurement and Experimentation in the Social Sciences).

Boswijk, H.P. (2006, March). Invited external member promotion committee of M.K. Francke. Promotor: prof. dr. S.J. Koopman. Free University Amsterdam.

Boswijk, H.P. (2006, May). Invited external member promotion committee of E.V. Boguslavskaya. Promotors: prof. dr. A.N. Shiryaev and prof. dr. C.A.J. Klaassen. Faculty of Science, University of Amsterdam.

Boswijk, H.P. (2006). Chair of the Educational Board of the Tinbergen Institute.

Garderen, K.J. van (2006, July). Invited external examiner of PhD thesis of Xiao Qin at Nanyang Technological University, Singapore.

Gooijer, J.G. de. (2006, 6 December). Member of the Ph.D. committee for M.B. Vermaat. Promotor: Prof.dr. R.J.M.M. Does. [Faculty of Natural Sciences, Mathematics, and Informatics, Universiteit van Amsterdam].

Kiviet, J.F. (2006). Member of the PhD committee Andrey Vasnev (Local Sensivity in Econometrics) promotor: Jan Magnus. Universiteit van Tilburg.

Research contributions in the media

Bethlehem (2006). Methodological Adviser of the ‘Eén Vandaag Opinie Panel’ of the television channel Nederland 2.

Bethlehem (2006). Methodological contribution to the television programme ‘Zembla’ on the usefulnes of opinion polls (In de peiling), November 19, Nederland 3.

Bethlehem, J.G. (2006). Teacher of the course ‘Kijk- en Luisteronderzoek’. Organised by OLON (Organisatie van Lokale Omroepen in Nederland).

Grants, prizes and honours

Kiviet, J.F. (2006). Fellow of Journal of Econometrics (for extraordinary publishing contributions to econometrics).

Various activities

Bun, M.J.G. (2006). Lecture series (Financial Econometrics) at Alpinvest.

Gooijer, J.G. de (2006, 1-13 November). Visiting scholar at the Department of Statistics and Actuarial Science, University of Stellenbosch, South Africa.

Gooijer, J.G. de (2006). External expert for a proposal to confer the title of Professor to a person at the University of London, UK.

Kiviet, J.F. (2006, 19-29 January). Work visit to University of Innsbruck (Austria), Faculty of Economics and Statistics. Taught an intensive Master/PhD course on Dynamic Panel Data Methods.

Kiviet, J.F. (2006, 15 March-30 April). Work visit to Fundamentos del Análisis Económico University of Alicante (Spain). Gave an advanced course in the QED programme on Dynamic Panel Data Methods.

Kiviet, J.F. (2006, 26 July - 4 August). Work visit to CIREQ at Université de Montréal (Québec, Canada).

39