dr. N.P.A. (Noud) van Giersbergen
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Faculty of Economics and Business
Section Econometrics & Statistics
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Valckenierstraat
65
1018 XE Amsterdam
Room number: J/K 2.55
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N.P.A.vanGiersbergen@uva.nl
T: 0205254117
T: 0205254252
Positions
Assistant professor
Research programme
UvA-Econometrics
Research interests
Asymptotic Expansions; Bootstrap methods; Computer Algebra Systems; Non-life insurance
Education
MA in Econometrics, Erasmus Universiteit Rotterdam (1992);
PhD in Econometrics, Universiteit van Amsterdam (1998);
MA in Actuarial Science, Universiteit van Amsterdam (2001).
Dissertation title
Teaching activities
Previous years
BSc course Statistics 2 (in English, 1st block, 2005): 2nd year Bachelor
students in International Economics
BSc course Statistics 2 (in English, 1st block, 2004): 2nd year Bachelor
students in International Economics
BSc course programmeren A (in Dutch, 1st block, 2004): 2nd year Bachelor
students in Bachelor students in Econometrics and operational research or
Actuarial Science
BSc course Introductory Econometrics (in English, 2nd block, 2004): 1st year
Bachelor students in International Economics
BSc course Kansrekening en Statistiek 1 (in Dutch, 3rd block, 2005): 1st year
Bachelor students in Bachelor students in Econometrics and operational research
or Actuarial Science
BSc course Statistics 1 (in English, 4th block, 2005): 1st year Bachelor
students in International Economics
Thesis supervision
supervision (joint with other faculty) of BSc-thesis Econometrics and Actuarial Science
2013
- N.P.A. van Giersbergen (2013). Bartlett correction in the stable second-order autoregressive model with intercept and trend. Statistica Neerlandica, 67 (4), 482-498. doi: 10.1111/stan.12018
2009
- T. van der Goot, N. van Giersbergen & M. Botman (2009). What determines the survival of internet IPOs? Applied Economics, 41 (5), 547-561.
- N.P.A. van Giersbergen (2009). Bartlett correction in the stable AR(1) model with intercept and trend. Econometric Theory, 25 (3), 857-872.
- T. van der Goot, N. van Giersbergen & M. Botman (2009). What determines the survival of internet IPOs? Applied Economics, 41 (5), 547-561.
2005
- N.P.A. van Giersbergen (2005). On the effect of deterministic terms on the bias in stable AR models. Economics Letters, 89 (1), 75-82.
2003
- N.P.A. van Giersbergen (2003). A note on bootstrapping unit root tests in the presence of a non-zero drift. Economics Letters, 78, 259-265. doi: 10.1016/S0165-1765(02)00226-4
2002
- N.P.A. van Giersbergen & J.F. Kiviet (2002). How to implement the bootstrap in static or stable dynamic regression models. Journal of Econometrics, 108, 133-156. doi: 10.1016/S0304-4076(01)00132-4
1996
- N.P.A. van Giersbergen & J.F. Kiviet (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. Oxford Bulletin of Economics and Statistics, 58, 631-656.
- N.P.A. van Giersbergen & D.R. Dannenburg (1996). An application of the bootstrap method to Buhlmann's classical credibility model. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker, 183-196.
- N.P.A. van Giersbergen & J.K. Goeree (1996). Problem 317 (with solution). Statistica Neerlandica, 50, 325-327.
- N.P.A. van Giersbergen (1996). Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications. Oxford Bulletin of Economics and Statistics, 58, 391-408.
2010
- J.H. Thiel & N.P.A. van Giersbergen (2010). The effect of European integration on exchange rate dependence: the Polish accession to the EU. (intern rapport, UvA-Econometrics discussion paper, no 2010/10). Amsterdam: Amsterdam School of Economics, Department of Quantitative Economics.[go to publisher's site]
2008
- T. van der Goot & N. van Giersbergen (2008). Paired analyst recommendations and internet IPOs. (intern rapport, UvA-Econometrics discussion papers, no 2008/04). onbekend: Afdeling Kwantitatieve Economie.
2006
- N.P.A. van Giersbergen (2006). Barlett correction in the stable AR(2) model with intercept and trend. (intern rapport, UvA-Econometrics Working Paper, no 2006/08). Amsterdam: Faculteit Economie en Bedrijfskunde.
1997
- N.P.A. van Giersbergen (1997). Birthrate and consumer trust: An Econometric Analysis. Maandstatistiek van de bevolking, 23-27.
- N.P.A. van Giersbergen & J.F. Kiviet (1997). bootstrapping a stable AD model: weak versus strong exogeneity. In A. Banerjee & D.F. Hendry (Eds.), The econometrics of economic policy (pp. 61-86). Oxford: Blackwell.
1996
- N.P.A. van Giersbergen & J.F. Kiviet (1996). Bootstrapping a stable AD model; weak versus strong exogeneity (TI discussion paper, 96-4/7). Amsterdam: Tinbergen Institute.
2009
- L. Dek & N. van Giersbergen (2009). Beleggingsadvies opvolgen is lucratief. Economisch-Statistische Berichten, 94 (4567), 525-526.
2014
- N.P.A. van Giersbergen (2014). Inference about the indirect effect: a likelihood approach. (Preprints, UvA-Econometrics Discussion Papers, no 2014/10). Amsterdam: Universiteit van Amsterdam.
2011
- N.P.A. van Giersbergen (2011). Bootstrapping subset test statistics in IV regression. (Preprints, UvA-Econometrics Discussion Paper, no 2011/08). Amsterdam: Universiteit van Amsterdam.
2009
- L.R.T. van der Goot & N.P.A. van Giersbergen (2009). Are analyst recommendations changing over time? (intern rapport). Amsterdam: Faculteit Economie en Bedrijfskunde.
- T. van der Goot & N. van Giersbergen (2009). Look who is talking now: analyst recommendations and internet IPOs. (intern rapport, UvA-Econometrics Discussion Paper, no 2009/10). Amsterdam: Faculteit Economie en Bedrijfskunde.[go to publisher's site]
2008
- T. van der Goot & N. van Giersbergen (2008). Look who is talking now. (intern rapport). Amsterdam: Faculteit Economie en Bedrijfskunde.
2004
- N.P.A. van Giersbergen (2004). On the effect of deterministic terms on the bias in stable AR models. (Preprints, UvA Econometrics Discussion Paper, no 2004/08). Amsterdam: Department of Quantitative Economics.[go to publisher's site]
- N.P.A. van Giersbergen (2004). Bartlett correction in the stable AR(1) model with intercept and trend. (Preprints, UvA Econometrics Discussion Paper, no 2004/07). Amsterdam: Department of Quantitative Economics.[go to publisher's site]
- M. Botman, T. van der Goot & N.P.A. van Giersbergen (2004). What determines the survival of internet IPOs? (Preprints, UvA Econometrics Discussion Paper, no 2004/09). Amsterdam: Department of Quantitative Economics.[go to publisher's site]
2002
- N.P.A. van Giersbergen (2002). Subsampling intervals in (un)stable autoregressive models with stationary covariates. (Preprints, UvA Econometrics Discussion Paper, no 2002/07). Amsterdam: Department of Quantitative Economics.[go to publisher's site]
2001
- N.P.A. van Giersbergen & J.F. Kiviet (2001). How to Implement the Bootstrap in Static or Stable Dynamic Regression Models. (Preprints, no 119/4). : Discussion paper - Tinbergen Institute.
- N.P.A. van Giersbergen (2001). Bias Correction in a Stable AD (1,1) Model: Weak versus Strong Exogeneity. (Preprints, Tinbergen Institute Discussion Paper, no 2001-120/4). Amsterdam: Tinbergen Institute.
1997
- N.P.A. van Giersbergen (1997). Commodity prices as leading indicator of inflation in the Netherlands. (Preprints, Research Memorandum Statistics Netherlands). Den Haag: CBS.
1998
- N.P.A. van Giersbergen (1998, May 27). Bootstrapping Dynamic Econometrics Models. Universiteit van Amsterdam (Amsterdam: Thesis Publishers). Supervisor(s): prof.dr. J.F. Kiviet.
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