dhr. dr. K.J. (Kees Jan) van Garderen
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Faculteit Economie en Bedrijfskunde
Sectie Econometrie & Statistiek
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Valckenierstraat
65
1018 XE Amsterdam
Kamernummer: J/K2.42
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K.J.vanGarderen@uva.nl
T: 0205254220
Positions
Associate Professor in Econometrics
Programme Director MSc Econometrics
Programme Director BSc Econometrics and Operations Research
Coordinator UvA, European Doctorate in Economics Erasmus Mundus (EDEEM)
Research programme
UvA-Econometrics
Research interests
Econometric Theory,
Differential Geometry & Applications in Econometrics,
Exact Distribution Theory,
Conditional Inference,
Approximations,
Aggregation,
Applied Econometrics and Financial Econometrics.
Dissertation title
Inference in Curved Exponential Models
PhD, Econometrics,
University of Cambridge,
Trinity College (1996).
Prizes and honours
KNAW Research Fellow 2001-2005
2001 ESRC grant (competitive award for research proposal with C.Schluter)
1994 Human Capital and Mobility Fellowship
(competitive award for research proposal submitted to the
Commission of the European Union).
1992 Trinity College External Research Studentship.
1992 ESRC Studentship Competition Award.
1992 Everhard Verheyden Dutch Prize.
1991 Australian Postgraduate Research Award.
Curriculum Vitae
Teaching activities
Current year
Advanced Econometrics 1 & 2 (MSc in Econometrics, Amsterdam)
Advanced Econometrics II (MPhil, Tinbergen Institute Amsterdam)
Econometrie 1 (2nd year BSc Econometrics,
Amsterdam)
Econometrie 2 (3rd year BSc Econometrics,
Amsterdam)
Thesis coordination (BSc & MSc Econometrics)
Previously
Time Series Modelling (MSc Bristol)
Advanced Micro Econometric Modelling (MSc Bristol)
Advanced Econometric Theory (3rd year, Bristol)
Applied Econometrics (3rd year, Bristol)
Econometrics (2nd year,
Cambridge)
Applied Econometrics (2nd year, Monash,
Melbourne)
Econometrics (2nd year,
Monash, Melbourne)
Topics in Econometrics (3rd year, Monash,
Melbourne)
Economics Statistics (1st year, Monash,
Melbourne)
2014
- K.J. van Garderen & H.P. Boswijk (2014). Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors. Economics Letters, 122 (2), 224-228. doi: 10.1016/j.econlet.2013.12.003[go to publisher's site]
2009
- C. Schluter & K.J. van Garderen (2009). Edgeworth expansions and normalizing transforms for inequality measures. Journal of Econometrics, 150 (1), 16-29.
2003
- K.J. van Garderen, M. Taniguchi & M.L. Puri (2003). Higher Order Asymptotic Theory for Semiparametric Estimation of Spectral Parameters of Stationary Processes. Econometric Theory, 19, 984-1007. doi: 10.1017/S0266466603196053
2002
- K.J. van Garderen & C. Shah (2002). Exact interpretation of dummy variables in semilogarithmic equations. The Econometrics Journal, 5, 149-159. doi: 10.1111/1368-423X.00078
2001
- K.J. van Garderen (2001). Optimal Prediction in Loglinear Models. Journal of Econometrics, 104, 119-140. doi: 10.1016/S0304-4076(01)00061-6
2000
- K.J. van Garderen (2000). An Alternative Comparison of Classical Tests: Assessing the Effects of Curvature. In M. Salmon & P. Marriot (Eds.), Applications of Differential Geometry to Econometrics. Cambridge University Press.
- K.J. van Garderen, K.C. Lee & M.H. Pesaran (2000). Cross-sectional aggregation of non-linear models. Journal of Econometrics, 95 (2), 285-331. doi: 10.1016/S0304-4076(99)00040-8
1999
- K.J. van Garderen (1999). Exact Geometry of First Order Autoregressive Models. Journal of Time Series Analysis, 20 (1), 1-21. doi: 10.1111/1467-9892.00122
1997
- K.J. van Garderen (1997). Curved Exponential Models in Econometrics. Econometric Theory, 13 (6), 771-790. doi: 10.1017/S0266466600006253
2009
- C. Ariza & K.J. van Garderen (2009). Conditional bimodality in a structural equations model. (intern rapport, UvA-Econometrics Discussion Paper, no 2009/12). Amsterdam: Faculteit Economie en Bedrijfskunde.
2006
- K.J. van Garderen & C.J.M. Schluter (2006). Edgeworth expansions and normalizing transforms for inequality measures. (intern rapport, UvA-Econometrics Working Paper, no 2006/06). Amsterdam: Faculteit Economie en Bedrijfskunde.
2003
- K.J. van Garderen & Christian Schluter (2003). Improving finite sample confidence intervals for inequality and poverty measures. : .
2001
- M. Taniguchi, M.L. Puri & K.J. van Garderen (2001). Higher Order Asymptotic Theory for Semiparameteric Estimation of Spectral Parameters of Stationary Processes. Discussion Paper, 01514.
2004
- K.J. van Garderen (2004). Conditionele Inferentie Methoden en Kleine Steekproeven in de Econometrie. In T.M. Hackeng (Ed.), Over de grenzen van het weten. Jaarboek 2003 van de Vereniging van Akademie Onderzoekers (Jaarboeken Verening van Akademieonderzoekers). Amsterdam: KNAW.
2013
- K.J. van Garderen & H.P. Boswijk (2013). Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors. (Preprints, UvA-Econometrics Discussion Paper, no 2013-05). Amsterdam: University of Amsterdam.
2005
- K.J. van Garderen (2005). Forecasting growth and levels in loglinear unit root models. (intern rapport, UvA Econometrics discussion paper, no 2005/04). Amsterdam: Universiteit van Amsterdam, Amsterdam School of Economics.[go to publisher's site]
2001
- K.J. van Garderen & C. Shah (2001). The Interpretation of Dummy Variables in Semilogarithmic Equations in the Presence of Estimation Uncertainty. (Preprints, no 01511). : Department of Economics, University of Bristol.
- Geen nevenwerkzaamheden