Hanno Reuvers

Data Scientist / Econometrician

(last updated: 16 November 2024)

Interests

Climate Econometrics
Machine Learning
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

Working Papers & Publications

Yicong Lin and Hanno Reuvers (2024). Cointegrating Polynomial Regressions with Power Law Trends. Journal of Time Series Analysis (Forthcoming).

Hanno Reuvers and Etiënne Wijler (2024). Sparse Generalized Yule–Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data. Journal of Econometrics 239(1), 105520.

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Yicong Lin and Hanno Reuvers (2020). Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve.

Preprint

Marina Friedrich, Eric Beutner, Hanno Reuvers, Stephan Smeekes, Jean-Pierre Urbain, Whitney Bader, Bruno Franco, Bernard Lejeune, and Emmanuel Mahieu (2020). A Statistical Analysis of Time Trends in Atmospheric Ethane. Climatic Change 162(1), 105-125.

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Jan Lohmeyer, Franz Palm, Hanno Reuvers, and Jean-Pierre Urbain (2019). Focused Information Criterion for Locally Misspecified Vector Autoregressive Models. Econometric Reviews 38(7), 763-792.

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