Wednesday, June 21, 2006

This blog is for people interested in econometrics and statistics, especially state-of-the-art and nonlinear techniques.

Some information about myself: I obtained an MSc in Econometrics from the Erasmus University of Rotterdam in 2005. Currently I am working for the DWP in London. I am a member of the Econometrics Society.

My particular interests are in dynamic factor models, forecasting and some micro-econometric issues.

From my homepage you can download two papers and various SAS, Matlab and Excel programs.

I am a contributor to and

Similar blogs: James Hamilton of UCSD

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