R. Lit, PhD

Rutger Lit is a research fellow of Vrije Universiteit Amsterdam and has a PhD in econometrics, specializing in time series analysis. In 2017, he founded Nlitn, a company offering consultancy services. It also offers full data solution packages to meet the data analysis needs of clients. For example, the Time Series Lab software package.

Professor S.J. Koopman

Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics and Data Science, Vrije Universiteit Amsterdam. He is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus.

He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the Census, European University Institute, and European Central Bank, Financial Research.

Professor A.C. Harvey

Andrew Harvey is Emeritus Professor of Econometrics in the Faculty of Economics and Politics, University of Cambridge. He was Professor of Econometrics at the London School of Economics before coming to Cambridge in 1996. His most recent book is a monograph entitled Dynamic Models for Volatility and Heavy Tails.

P. Gorgi, PhD

Paolo Gorgi is Associate Professor at the department of Econometrics and Data Science, Vrije Universiteit Amsterdam. He obtained a double PhD in statistics and econometrics from the University of Padova and Vrije Universiteit Amsterdam. His main research interests concern: time series analysis, statistical inference for dynamic models and forecasting economic variables. He has published articles in several academic journals, including Journal of the Royal Statistical Society: Series B and Journal of Econometrics.