Research

The research of the Econometrics group focuses on developing statistical methods and models to study behaviour of individuals, organisations, markets and economies. Focal areas of the research group include time series analysis, panel data and statistical learning. Topics include the analysis of high-dimensional data (‘Big Data’), forecasting and prediction, trend analysis, common features, microeconomic panels, causal inference, robustness, state space models, and uncertainty quantification using Bayesian statistics and bootstrap methods. Within economics, the methods developed are applied to macroeconomic data, firm innovation data and financial time series. The group also considers applications outside of economics in fields such as official statistics, health, climate and environmental studies. 

Researchers in the group are open to collaborations across different fields. They collaborate with other SBE departments such as Finance, MILE and MSCM, as well as researchers in medicine, psychology, geophysics and climate sciences. In addition, collaboration with societal partners such as statistical offices and industry connections are actively pursued. 

The research of the mathematical economics section focuses on actuarial science and game theory. The goal is to not only to study and analyze markets and economic applications, but also to design markets. 

Researchers in the group are open to collaborations across different fields. Together with with other SBE department MPE they organise the GSBE-ETBC and MLSE seminar.

The Operations Research Group is one of the three sections of the Department of Quantitative Economics of the Faculty of Economics and Business Administration at Maastricht University.

The group consists of six staff members and four PhD students.