Welcome to the UvA-Econometrics website.
UvA-Econometrics is a research group in which about a dozen researchers in econometrics from the University of Amsterdam (UvA) collaborate.

At this website you find links (via menu left of this text) to the activities and achievements of the group as a whole and of its individual members.

The UvA-Econometrics research program seeks to facilitate the accurate modeling of economic behavior and the meticulous testing of economic theory under the various limitations of actual empirical data. The major challenge is to extract valid and useful interpretations from empirical economic data.

Objectives and Approach
Econometrics could easily blur economic analysis when research methods are not tuned appropriately to the complexity of actual economic relationships or to unavoidable limitations in the collected data. In UvA-Econometrics a group of over a dozen internationally orientated researchers is actively involved in enhancing the effectiveness of empirical econometric inference and forecasting techniques. Major issues at stake are modeling dynamics, non-stationarity, non-linearity, non-exogeneity, dealing with non-identifiability and the non-constancy of parameters. As far as data limitations are concerned, researchers work on the effectiveness of asymptotic approximations, exploiting panel data, simulation and resampling techniques and on non-response and sample-selection problems. The resulting enhanced techniques are then applied in research on financial markets, monetary relationships, wage determination, job mobility, the effect of schooling, budget surveys, etc.

UvA-Econometrics organizes seminars/workshops - often in collaboration with the Tinbergen Institute - and it disseminates discussion papers and advertizes its publications. UvA-Econometrics is one of the about ten research programs of RESAM, the research institute in economics and econometrics of the Faculty of Economics and Econometrics of the University of Amsterdam. In the most recent assessment of research quality in economics in the Netherlands (VSNU, August 2002) by international experts the UvA-Econometrics group was rated "among the world's leading programmes in its field".

For further information please contact:
Professor Jan F. Kiviet (program director)
E-mail: mailto:j.f.kiviet@uva.nl
Tel: + 31 (0)20 525 4224
Fax: + 31 (0)20 525 4349