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Hanno Reuvers

Assistant Professor

Erasmus University Rotterdam

About me

As of September 2018, I am an assistant professor at the Econometric Institute of the Erasmus University Rotterdam. I became a candidate fellow of the Tinbergen Institute in May 2019.

Interests

  • Bayesian Statistics
  • Bootstrap Inference
  • Climate Econometrics
  • Machine Learning
  • Portfolio Optimization
  • Spatial Modelling
  • Statistics for Big Data
  • Time Series Modelling
  • Volatility Models

Education

  • PhD in Econometrics, 2018

    Maastricht University

  • MSc in Econometrics and Operations Research, 2013

    Maastricht University

Blogs

Low- and high-dimensional logistic regression

Interpretation, implementation and computational comparison

The math of neural networks

Mathematical details on forward and backward propagation and a small illustration

The GARCH(1,1) model and its extensions

Benchmark stochastic volatility models

The Vasiček short-rate model

Zero-coupon bond pricing by risk-neutral valuation, Feynman-Kac, and Monte Carlo simulation

The greenhouse effect

Understanding global warming

Working Papers & Publications

(2020). A Statistical Analysis of Time Trends in Atmospheric Ethane. Climatic Change 162(1), 105-125.

Preprint PDF Code

(2019). Focused Information Criterion for Locally Misspecified Vector Autoregressive Models. Econometric Reviews 38(7), 763-792.

PDF

Recent & Upcoming Conferences

📋 (EC)^2 Conference 2021: Econometrics of Climate, Energy, and Resources; 10-11 December 2021; Online

📋 Visiting Tor Vergata University of Rome from 18 October 2021

📋 5th Conference on Econometric Models of Climate Change; 26-27 August 202; Online

Course info

Statistics FEB21007(X)(S)

Solutions to selected exercises from Introduction to Probability and Mathematical Statistics by Bain and Engelhardt (Second Edition) are available below.

Tables with quantiles and critical values of the normal, Student’s t, and chi-square distribution are available here.

Econometrics and Climate - Excellence Programme

Study materials for the 2021-2022 Excellence Programme as organized by the official econometrics study association FAECTOR.

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