CHAPTER 5: UVA-ECONOMETRICS
5.5 OUTPUT
Key publications
Boswijk, H.P., Doornik, J.A. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors. Journal of Applied Econometrics, 20, 797-810. [B].
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].
Gooijer, J.G. de, Hyndman, R.J. (2006). 25 years of time series forecasting. International Journal of Forecasting 22, 443-473. [B]
Kleibergen, F. (2007). Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics. Journal of Econometrics 139, 181-216. [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].
Forthcoming
Boswijk, H.P., Griffioen, G.A.W., Hommes, C.H. (2009). Success and failure of technical trading strategies in the cocoa futures market. To appear in: Kyrtsou, C., Progress in Financial Markets Research New York: Nova Publishers. [C]
Bun, M.J.G., Klaassen, F.J.G.M., Tan, G.K.R. (2009). Free Trade Areas and Intra-Regional Trade: The Case of ASEAN. Singapore Economic Review [C]
Garderen, K.J. van, Schluter, C. (2009). Edgeworth expansions and normalizing transforms for inequality measures. Journal of Econometrics [A]
Giersbergen, N.P.A. van (2009). Bartlett Correction in the Stable AR(1) Model with Intercept and Trend.
Econometric Theory. [A]
Giersbergen, N.P.A. van, Goot, L.T.R. van der, Botman, M. (2009). What determines the survival of internet IPOs? Applied Economics. [B]
Gooijer, J.G. de, Cheng, Y. (2009). Bahadur representation for the nonparametric M-estimator under α- mixing dependence. Statistics. [B]
Kleibergen, F. (2009). Tests of risk premia in linear factor models. Journal of Econometrics. [A]
Kleibergen, F., Mavroeidis, S. (2009). Weak instrument robust tests in GMM and the new Keynesian Phillips curve. Journal of Business and Economic Statistics. [A]
Kleibergen, F., Mavroeidis, S. (2009). Rejoinder. Journal of Business and Economic Statistics. [A]
Klein, A., Spreij, P. (2009). Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices. Linear Algebra and its Applications 430, 674- 691. [A]
Van Triest, S., Bun, M.J.G., Van Raaij, E.M., Vernooij, M.J.A. (2009). The impact of customer-specific marketing expenses on customer retention and customer profitability. Marketing Letters. [C]
Publications in numbers
UvA-Econometrics 2008
1) Academic publications a) in refereed journals A 1
B 5 C - b) in other journals 2 c) book chapters A 1 B - C - Other 3 d) in proceedings Other 1 Total 13 2) Monographs A - B - C - 3) Ph.D. theses - 4) Professional publications - 5) Popular publications - 6) Working papers 7 Total 20 4 0 6
Academic publications (excluding publications in/of books) – refereed
A
Jiang, G.J., Oomen, R.C.A. (2008). Testing for jumps when asset prices are observed with noise - a “swap variance” approach. Journal of Econometrics, 144 (2), 352-370. [A]
B
Gooijer, J.G. de, (2008). Partial Sums of Lagged Cross-products of AR Residuals and a Test for White Noise. TEST 17, 567-584. [B]
Gooijer, J.G. de, Sivarajasingham, S. (2008). Parametric and Nonparametric Granger Causality Testing: Linkages Between International Stock Markets, Physica A 387, 2547-2560. [B]
Gooijer, J.G. de, Yuan, A. (2008). MDL Mean Function Selection in Semiparametric Kernel Regression Models. Communications in Statististics – Theory and Methods 37, 2237-2248. [B]
Griffin, J.E.,Oomen, R.C.A. (2008). Sampling returns for realized variance calculations: tick time or transaction time? Econometric Reviews, 27 (1-3), 230-253. [B]
Klein, A., Mélard, G., Saidi, A. (2008). The asymptotic and exact information matrices of a vector ARMA process. Statistics and Probability Letters 78 (12), 1430-1433. [B]
Academic publications (in/of books) – refereed
A
Kleibergen, F. (2008). Testing. In: The New Palgrave Dictionary of Economics, second edition (edited by Durlauf, S.N. & Blume, L.E.), New York: Palgrave Macmillan. [A]
C
Bethlehem, J.G. (2008), Surveys without questions. In: De Leeuw, E., Kox, J.J, & Dillman, D.A.,
International Handbook of Survey Methodology, Psychology Press, New York, London, pp.
Bethlehem, J.G. (2008), Representativity of web surveys – an Illusion? In: Stoop, I. & Wittenberg, M.,
Access Panels and Online Research, Panacea or Pitfall? DANS Symposium Publications. Aksant,
Amsterdam, pp. 19-44.
Bethlehem, J.G., Stamhuis, I.H. & Maarseveen, J.G.S.J. van (2008), Complete enumerations or sampling? The historical debate about sampling for surveys. In: Stamhuis, I.H., Klep, P.M.M. &
Maarseveen, J.G.S.J. van (Eds.), The Statistical Mind in Modern Society. The Netherlands 1850-1940.
Academic publications (in proceedings) – non-refereed
Gooijer, J.G. de (2008). Parametric and Nonparametric Granger Causality. Proceedings of the 28th International Symposium on Forecasting, Nice, France
(http://www.forecasters.org/isf/pdfs/ISF2008_Proceedings.pdf)
Academic publications (excluding publications in/of books) – non-refereed
Boswijk, H.P. (2008). Econometrics volatility models: Overview and recent developments. Fiducie, 15-3, 20–25.
Boswijk, H.P. (2008). Testing for a unit root in time series with changing volatility. Aenorm, 61, 14–19.
Academic publications (working- and discussion papers)
Bethlehem, J.G. (2008), How accurate are self-selection web surveys? Discussion Paper 08014. Statistics Netherlands, The Hague/ Heerlen, The Netherlands.
Boswijk, H.P (2008). Nuisance parameter free inference on cointegration parameters in the presence of a variance shift. UvA-Econometrics Discussion Paper 2008/03.
Brakel, J. van den & Bethlehem, J.G. (2008), Model-Based Estimation for Official Statistics. Discussion Paper 08002. Statistics Netherlands, Voorburg / Heerlen, The Netherlands.
Gooijer, J.G. de, Yuan, A. (2008). Exact tests for some latent traits. UvA-Econometrics Discussion Paper 2008/01.
Gooijer, J.G. de & Yuan, A. (2008) , MDL Mean Function Selection in Semiparametric Kernel Regression Models, Tinbergen Institute, discussion paper 08-046/4.
Goot, T. van der, Giersbergen, N. van (2008). Paired analyst recommendations and internet IPOs. UvA- Econometrics Discussion Paper 2008/04.
Parente, P.M.D.C, Smith, R.J. (2008). GEL Methods for Non-Smooth Moment Indicators. UvA- Econometrics Discussion Paper 2008/02.
Contributions to academic conferences, workshops and seminars
Ariza Rojas, C. (2008, 10 May). Conditional Saddlepoint Approximation for a Bimodal MLE in a Simple Structural Time Series Model. QED Jamboree, Paris.
Ariza Rojas, C. (2008, 5 July). Conditional Saddlepoint Approximation for a Bimodal MLE in a Simple Structural Time Series Model. Third International Economic Meeting, Warsaw.
Bethlehem, J.G. (2008, April), How unreliable are web-surveys? Presentation at the UvA/FEB Seminar. Bethlehem, J.G. & Schouten, B. (2008, July), Enhancing Response by Differentiated Data Collection.
Presentation at the European Conference on Quality 2008, Rome, Italy.
Bethlehem, J.G. & Schouten, B. (2008, July), Representativity Indicators for Survey Quality (RISQ). Presentation at the European Conference on Quality 2008, Rome, Italy.
Bethlehem, J.G. B. (2008, September), Indicators for the representativeness of survey response, Presentation at the Workshop on Household Non-response, Ljubljana, Slovenia,
Bethlehem, J.G. Schouten, B. & Cobben, F. (2008, October), Indicators for the representativeness of survey
response, Presentation at the 24th International Methodology Symposium of Statistics Canada,
Gatineau, Canada.
Bethlehem, J.G. (2008, October), Can we make official statistics with self-selection web surveys?, Presentation at the 24th International Methodology Symposium of Statistics Canada, Gatineau, Canada. Bethlehem, J.G. (2008, November), Hoe betrouwbaar zijn web-surveys?, Presentation at the
Najaarsbijeenkomst of the VVS/SWS, Enschede.
Boswijk, H.P. (2007, 3 April). Testing the number of factors in GO-GARCH models. Seminar at CREATES, University of Aarhus, Denmark.
Boswijk, H.P. (2007, 16 June. Testing the number of factors in GO-GARCH models. Kafee Lunch seminar, University of Amsterdam.
Boswijk, H.P. (2007, 29 August). Testing the number of factors in GO-GARCH models. 63rd Econometric Society European Meeting, Milan, Italy.
Boswijk, H.P. (2007, 11 September). Testing the number of factors in GO-GARCH models. 2nd Annual Conference on Bootstrap and Numerical Methods in Time Series, Granger Centre, University of Nottingham, UK (invited keynote speaker).
Boswijk, H.P. (2007, 20 September). Testing the number of factors in GO-GARCH models. Conference on Panel Structures for Panel and Multivariate Time Series Data, Maastricht.
Bun, M.J.G. (2008, 10 April). Discussiant Session Data Issues, 4th Competiton & Regulation meeting (EC Competition Enforcement Data), ACLE, University of Amsterdam.
Bun, M.J.G. (2008, 30 May). The impact of customer-specific marketing expenses on customer profitability. Tinbergen Institute-Econometrics seminar, University of Amsterdam.
Gao, Z. (2008, 17-19 May). Empirical Likelihood of Censored Mixtured Models. Poster section in 16th Meeting of AiOs in Stochastic, Hilversum.
Gao, Z. (2008, 16-18 July). Empirical Likelihood of Censored Mixtured Models. Far Eastern and South Asian Meeting, Singapore.
Gao, Z. (2008, 21-27 August). Empirical Likelihood of Censored Mixtured Models. European Meeting of the Econometric Society, Milan.
Garderen, K.J. van (2008, June), Aggregation of Nonlinear Dynamic Models, Conference in honor of M.Hashem Pesaran, Time-Series and Panel Modelling, June 27-28, Goethe-University, Frankfurt, Germany (invited keynote speaker).
Garderen, (2008, November), Aggregation of Non-Stationary Log-Linear Models, Kafee Lunch seminar, University of Amsterdam.
Gooijer, J.G. de (2008, 23 June). Parametric and Nonparametric Granger Causality Testing. 28th International Symposium on Forecasting, Nice, France.
Gooijer, J.G. de (2008, 16 July). Semiparametric Regression with Kernel Error Model. 7th World Congres in Probability and Statistics, Singapore.
Kiviet, J.F. (2008, 15 February). On the optimal weighting matrix for the GMM system estimator in dynamic panel data models. Staff seminar at European University Institute, Florence (Italy). Kiviet, J.F. (2008, 7 March). Strength and weakness of instruments in IV and GMM estimation of
dynamic panel data models. TI-Econometrics workshop, Amsterdam.
Kiviet, J.F. (2008, 15 July). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. Presented at the conference in honour of Professor Peter Phillips held in Singapore, July 14-15, 2008.
Kiviet, J.F. (2008, 17 July). Strength and weakness of instruments in IV and GMM estimation of dynamic panel data models. Presented at the Econometric Society Far Eastern Meeting, July 16-18, Singapore Management University, Singapore.
Kiviet, J.F. (2008, 30 August). Strength and weakness of instruments in IV and GMM estimation of dynamic panel data models. Econometric Society European Meeting, 27-31 August, Milan, Italy.
Kleibergen, F., (February 21), “Inference on subsets of parameters in GMM without assuming identification”, Econometrics Seminar, Vanderbilt University
Kleibergen, F., (March 31), “Inference on subsets of parameters in GMM without assuming identification”, Econometrics Seminar, Boston College
Kleibergen, F., (April 10), “Inference on subsets of parameters in GMM without assuming
identification”, Econometrics and Statistics Seminar, Graduate School of Business, University of Chicago
Kleibergen, F. (July 12), “Weak instrument robust tests in GMM and the new Keynesian Phillips curve”, Invited Lecture at the UK Econometric Study Group Meeting, Bristol, UK
Kleibergen, F. (August 5), “Weak instrument robust tests in GMM and the new Keynesian Phillips curve”, Invited Lecture at the Joint Statistical Meetings, Denver
Kleibergen, F. (October 3), “Weak instrument robust tests in GMM and the new Keynesian Phillips curve”, Conference on "Identification Issues in Economics", Duke University
Kleibergen, F., (November 3), “Inference on subsets of parameters in GMM without assuming identification”, Econometrics Seminar, University of Pennsylvania
Kleibergen, F., (December 6), “Inference on subsets of parameters in GMM without assuming identification”, Great New York Metropolitan Area Econometrics Conference, Princeton University
Klein, A. (2008, 17 June). Tensor Sylvester matrices and information matrices of multiple stationary processes. 15th International Linear Algebra Society Conference, Cancun (Mexico), June 16-20. Niemczyk, J. (2008, 8 July). Sequential test procedures for instrumental variable selection. WIEM
Meeting, Warsaw (Poland), 6-8 July 2007.
Oomen, R.C.A. (2008, 7 April). Short Horizon Covariance Forecasting. Algorithmic Trading 2008, London, England.
Oomen, R.C.A. (2008, 17 May). Realized Quantile-based Estimation of the Integrated Variance. Financial Econometrics Conference, Imperial College, London, England.
Oomen, R.C.A. (2008, 16 June). Realized Quantile-based Estimation of the Integrated Variance. Seminar at the Humboldt-University, Berlin, Germany.
Oomen, R.C.A. (2008, 27 June). A practitioner's view on high frequency data research. Invited lunch- speaker at the SITE Summer Workshop 2008, Stanford, Palo Alto, USA.
Oomen, R.C.A. (2008, 6 October). Realized Quantile-based Estimation of the Integrated Variance. Key- note speaker at the Workshop on Mathematical Finance for Young Researchers, Berlin, Germany.
Oomen, R.C.A. (2008, 21 November). Realized Quantile-based Estimation of the Integrated Variance. Seminar at the LSE Department of Statistics, London, England.
Parente, P. (2008, 30 August). Non-nested tests based on the comprehensive approach for models defined through moment restrictions. Econometric Society European Meeting, Milan (Italy), 27-31 August 2007.
Wansbeek, T.J. (2008, July). Prediction of latent variables in a mixture of structural equation models, with an application to the discrepancy between survey and register data. Conference: Measurement Error: Econometrics and Practice, at Aston Business School, Aston University, Birmingham, U.K.
Organisational contributions to conferences, workshops and seminars
Bethlehem, J.G. (2008). Member of the programma committee of the 57th Session of International Statistical Institute, Durban, August 2009.
Bethlehem, J.G. (2008). Organiser of meeting IPM53 (Non-response in surveys) of the 57th Session of International Statistical Institute, Durban, August 2009.
Bethlehem, J.G. (2008). Member of the scientific committee of the Conference on New Techniques and Technologies for Statistics (NTTS), Brussels, February 2009.
Boswijk, H.P. (2008). Member of the program committee of the 63rd Econometric Society European Meeting, Milan, Italy.
Garderen, K.J. van (2008). Co-ordinating Committee Member of the Netherlands Econometric Study Group (NESG). Annual conference held 13 June 2008, Tilburg.
Garderen, K.J. van (2008). Member Quantitative Economics Doctorate (QED) Network.
Garderen, K.J. van (2008). Organizer of the Tinbergen Institute Econometrics Seminar series (with C.Bos of the VU) and of the Econometrics Workshop, UvA Econometrics.
Kiviet, J.F. (2008). Member of the program committee of the 63rd Econometric Society European Meeting, Milan, Italy.
Klein, A. (2008). Member of the organizing committee of the 15th International Linear Algebra Society Conference, Cancun, Mexico.
UvA-Econometrics Seminars and Workshops
(2008, 11 January) Michel van der Wel (Free University Amsterdam) Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
(2008, 18 January) Vasilis Sarafidis (University of Sydney) Consistent estimation of dynamic panel data models with cross-sectional dependence
(2008, 1 February) Andrew Chesher (University College London) IV models for binary outcomes (2008, 15 February) Ian Marsh (Cass Business School) Some evidence on the effectiveness of a securities
transaction tax from the U.S equity market.
(2008, 22 February) Raffaela Giacomini (University of California LA, UCL) Model selection and forecast comparison in unstable environments
(2008, 29 February) Mini conference: Hiroshi Shiraishi (Waseda University, Tokyo) Resampling Procedure in Estimation of Optimal Portfolios for VAR(p) Returns of Assets; Takayuki Shiohama (Tokyo University of Science) Modeling Inter-Trade Durations for Nikkei 225 Future with SEMIFAR- ACD Model; Hiroaki Ogata (Waseda University, Tokyo) Cressie-Read Power-Divergence Statistics for Non Gaussian Vector Stationary Processes; Kenichiro Tamaki (Waseda University, Tokyo) Power Comparisons of Nonparametric Likelihood-Based Tests for Stationary Processes.
(2008, 7 March) Jan F. Kiviet (University of Amsterdam) Strength and weakness of instruments in IV and GMM estimation of dynamic panel data models
(2008, 14 March) Tara Sinclair (George Washington University) Asymmetry in the business cycle: Revisiting the Friedman plucking model
(2008, 21 March) Takamitsu Kurita (Tokyo) Cointegration analysis in the presence of deterministic shifts (2008, 11 April) Drew Creal (VU) New methods for estimating regression effects in nonlinear, non-
Gaussian time series models
(2008, 18 April) Esther Ruiz (Universidad Carlos III de Madrid) ARIMA-GARCH and unobserved component models with GARCH disturbances: Are their prediction intervals different ? (2008, 25 April) Andrew Patton (University of Oxford) Data-based ranking of realized volatility
estimators
(2008, 9 May) Siem Jan Koopman (VU) Likelihood-based analysis for dynamic factor models (2008, 16 May) Fallaw Sowell (Carnegie Mellon) The empirical saddlepoint approximation for
overidentified GMM estimation
(2008, 23 May) Richard Smith (Cambridge) GEL Pearson-type statistics under weak identification (2008, 30 May) Maurice Bun (UvA) The impact of customer-specific marketing expenses on customer
profitability
(2008, 6 June) Susanne Schennach (University of Chicago) New Identification Results for Nonparametric Measurement Error Models
(2008, 16 September) Gary Koop (University of Strathclyde) Modeling the dynamics of inflation compensation
(2008, 3 October) Otilia Boldea (Tilburg University) Inference regarding multiple structural changes in linear models estimated via two stage least squares
(2008, 10 October) Sabien Dobbelaere (VU Amsterdam, Ghent University) Panel data estimates of the production function and product and labor market imperfections
(2008, 31 October) Marcel Visser (University of Amsterdam) Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
(2008, 7 November) Michael McAleer (University of Western Australia, Erasmus University Rotterdam) The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
(2008, 14 November) Yang Zu (University of Amsterdam) Estimating realized spot volatility with noisy high-frequency data
(2008, 21 November) Drew Creal (Free University Amsterdam) A General Framework for Observation Driven Time-Varying Parameter Models
(2008, 28 November) Martin Wagner (Institute for Advanced Studies, Austria) Nonlinear Cointegration Analysis and the Environmental Kuznets Curve
(2008, 12 December) Olivier Scaillet (HEC University of Geneva, Swiss Finance Institute) Nonparametric instrumental variable estimation of quantile structural effects
(2008, 15 December) Rohit Deo (Stern School of Business, New York University) The Restricted Likelihood (REML) in Econometrics: Estimation and likelihood based inference in
autoregressive models, predictive regressions, dynamic panel data and co-integrated systems
Editor or member of editorial board
Boswijk, H.P. (2008). Guest Editor (with D. van Dijk and P.H. Franses) of the Journal of Econometrics
Annals (special issue on 20 Years of Cointegration).
Gooijer, J.G. de (2008). Editor of the International Journal of Forecasting. Gooijer, J.G. de (2008). Associate Editor Empirical Economics.
Kiviet, J.F. (2008). Guest editor of the Singapore Economic Review for a special issue on Panel Data Analysis in Econometrics.
Kleibergen, F. (2008). Associate editor of Economics Letters. Wansbeek, T.J. (2008). Associate editor of Journal of Econometrics.
Referee activities
Bethlehem, J.G. (2008). Referee for: Journal of Official Statistics, Research in Official Statistics, European Journal
of Operations Research, Journal of American Statistical Association.
Boswijk, H.P. (2008). Referee for Computational Statistics and Data Analysis, Econometric Theory, Journal of
Applied Econometrics, Journal of International Money and Finance, Review of Economic Studies, Review of Financial Economics.
Bun, M.J.G. (2008). Referee for: Econometric Theory, Energy Economics, International Journal of Manpower, Journal
of Econometrics, Journal of the Japan Statistical Society, Journal of Urban Economics, Singapore Economic Review, Small Business Economics.
Garderen, K.J. van (2008). Referee for: Journal of Econometrics, Advances and Applications in Statistical Sciences. Giersbergen, N.P.A. van (2008). Referee for: Computational Economics.
Gooijer, J.G. de (2008). Referee for: Journal of Econometrics, International Journal of Forecasting, Handbook of
Computational Econometrics.
Kiviet, J.F. (2008). Referee for: Japanese Economic Review, Journal of Econometrics, Journal of Economic Dynamics
and Control, Journal of Computational Statistics & Data Analysis, Singapore Economic Review.
Kleibergen, F. (2008). 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.
Wansbeek, T.J. (2008) Referee for: Journal of Business & Economic Statistics, Econometric Theory, Econometric
Reviews, Singapore Economic Review.
Participation in academic networks & fellowships
Boswijk, H.P. (2008). Fellow Tinbergen Institute.
Boswijk, H.P. (2008). Fellow Netherlands Network of Economics. Bun M.J.G. (2008). Fellow Tinbergen Institute.
Cramer, J.S. (2008). Honorary research fellow Tinbergen Institute. Garderen, K.J. van (2008). Fellow Tinbergen Institute.
Garderen, K.J. van (2008). Member Marie Curie Fellowship Association. Gooijer, J.G. de (2008). Fellow Tinbergen Institute.
Gooijer, J.G. de (2008). Fellow Netherlands Network of Economics Kiviet, J.F. (2008). Fellow of Journal of Econometrics.
Kiviet, J.F. (2008). Fellow Tinbergen Institute. Kleibergen, F. (2008). Fellow of Journal of Econometrics.
Kleibergen, F. (2008). Associate research fellow Tinbergen Institute.
Membership of academic committees (including Ph.D. committees outside the FEB)
Bethlehem, J.G. (2008). Board member of the Interuniversity Graduate School of Psychometrics and Sociometrics (IOPS).
Bethlehem, J.G. (2008). Member of the National Statistics Methodology Advisory Committee of the Office for National Statistics, London, UK.
Bethlehem, J.G. (2008). Member of the Board of Overseers of the MESS Project (Multi-discipilinary facility for measurement and Experimentation in the Social Sciences).
Boswijk, H.P. (2008, August). Invited external examiner of PhD thesis of Theis Lange at University of Copenhagen, Denmark.
Boswijk, H.P. (2008, October). Member of PhD committee of Andre Monteiro at Free University, Amsterdam.
Boswijk, H.P. (2008, December). Member of PhD committee of Michel van der Wel at Free University, Amsterdam.
Bun, M.J.G. (2008, December). External examiner of PhD thesis of Ding Ding at Nanyang Technological University, Singapore.
Wansbeek, T.J. (2008). Member of PhD committee of A.S. Zeilstra, at Rijksuniversiteit Groningen. Wansbeek, T.J. (2008). Member of PhD committee of R.M. Jong A Pin, at Rijksuniversiteit Groningen.
Research contributions in the media
Bethlehem (2008). Methodological Adviser of the ‘EénVandaag Opiniepanel’ of the television channel Nederland 1.
Bethlehem, J.G. (2008). Teacher of the course ‘Kijk- en Luisteronderzoek’. Organised by OLON (‘Organisatie van Lokale Omroepen in Nederland’).
Grants, prizes and honours
Bun, M.J.G. (2008). Co-applicant of NWO grant (MAGW Open Competition) for project titled ‘Latent organisations in the Dutch film industry’ (main applicant: Nachoem Wijnberg).
Gooijer, J.G. de (2008). Honorary Fellow of the International Institute of Forecasters.
Various activities
Bethlehem, J.G. & Cobben F. (2008, March), Teaching a two day course on handling non-response in sample surveys, Southampton, UK.
Bethlehem, J.G. (2008, May), Teaching a two-day course on survey methodology, RIVM, Bilthoven, Netherlands.
Bethlehem, J.G. (2008, April), Teaching a two-day course on survey methodology, Voorburg Netherlands.
Boswijk, H.P. (2008, 20 March). Discussant of Lucrezia Reichlin: Nowcasting GDP: The information content of monthly data releases, Conference 3M in Finance and Macroeconomics, Erasmus University Rotterdam.
Boswijk, H.P. (2008, 31 March – 4 April). Work visit to CREATES, University of Aarhus, Denmark, to teach a PhD course on Asymptotic Theory for Integrated Processes.
Boswijk, H.P. (2008, 27 November). Panel discussant at Zanders Risk Management Seminar 2008. Garderen, K.J. van (2008). Referee for: NWO Geesteswetenschappen (The Netherlands Organisation for Scientific
Research, Humanities)
Gooijer, J.G. de (2008). External expert for a proposal to confer the title of Assistant Professor to a person at Nanyang Technological University, Singapore.
Kiviet, J.F. (2008, 1 April -15 May). Work visit to Fundamentos del Análisis Económico University of Alicante (Spain) to give an advanced course in the QED programme on "Monte Carlo and Bootstrap Techniques".