Dr. N.P.A. (Noud) van Giersbergen
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
- Room number: 4.28
Postal address
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Postbus 15867
1001 NJ Amsterdam
Contact details
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Profile
Positions
Associate professor
Research programme
UvA-Econometrics
Research interests
Asymptotic Expansions; Business Analytics; Bootstrap methods; Non-life insurance; Machine Learning
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
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Teaching
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 EconomicsThesis supervision
supervision (joint with other faculty) of BSc-thesis Econometrics and Actuarial Science
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Publications
- refereed (15)
- academic (7)
- professional (1)
- supervised theses (1)
- doctoral thesis (1)
- working papers / preprints (15)
- datasets (1)
2024
- Holstege, F. G., Wouters, B. M., van Giersbergen, N. P. A., & Diks, C. G. H. (2024). Removing Spurious Concepts from Neural Network Representations via Joint Subspace Estimation. In Proceedings of the 41st International Conference on Machine Learning (Vol. 235, pp. 18568-18610). (Proceedings of Machine Learning Research).
- van Garderen, K. J., & van Giersbergen, N. P. A. (in press). A Nearly Similar Powerful Test for Mediation. Review of Economics and Statistics, 1-26. Article rest_a_01465.
2022
van Garderen, K. J., & van Giersbergen, N. (2022). On the Optimality of the LR Test for Mediation. Symmetry, 14(1), Article 178. https://doi.org/10.3390/sym14010178 [details]
2019
- van Ophem, H., van Giersbergen, N., van Garderen, K. J., & Bun, M. (2019). The cyclicality of R&D investment revisited. Journal of Applied Econometrics, 34(2), 315-324. https://doi.org/10.1002/jae.2667 [details]
2016
- van Giersbergen, N. P. A. (2016). The ability to correct the bias in the stable AD(1,1) model with a feedback effect. Computational Statistics and Data Analysis, 100, 186-204. https://doi.org/10.1016/j.csda.2015.04.007 [details]
2013
- van Giersbergen, N. P. A. (2013). Bartlett correction in the stable second-order autoregressive model with intercept and trend. Statistica Neerlandica, 67(4), 482-498. https://doi.org/10.1111/stan.12018 [details]
2009
- van Giersbergen, N. P. A. (2009). Bartlett correction in the stable AR(1) model with intercept and trend. Econometric Theory, 25(3), 857-872. https://doi.org/10.1017/S0266466608090690 [details]
- van der Goot, T., van Giersbergen, N., & Botman, M. (2009). What determines the survival of internet IPOs? Applied Economics, 41(5), 547-561. https://doi.org/10.1080/00036840601007369 [details]
2005
- van Giersbergen, N. P. A. (2005). On the effect of deterministic terms on the bias in stable AR models. Economics Letters, 89(1), 75-82. https://doi.org/10.1016/j.econlet.2005.05.013
2003
- van Giersbergen, N. P. A. (2003). A note on bootstrapping unit root tests in the presence of a non-zero drift. Economics Letters, 78, 259-265. https://doi.org/10.1016/S0165-1765(02)00226-4 [details]
2002
- van Giersbergen, N. P. A., & Kiviet, J. F. (2002). How to implement the bootstrap in static or stable dynamic regression models. Journal of Econometrics, 108, 133-156. https://doi.org/10.1016/S0304-4076(01)00132-4 [details]
1996
- van Giersbergen, N. P. A. (1996). Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications. Oxford Bulletin of Economics and Statistics, 58, 391-408.
- van Giersbergen, N. P. A., & Dannenburg, D. R. (1996). An application of the bootstrap method to Buhlmann's classical credibility model. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker, 183-196. [details]
- van Giersbergen, N. P. A., & Goeree, J. K. (1996). Problem 317 (with solution). Statistica Neerlandica, 50, 325-327. [details]
- van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. Oxford Bulletin of Economics and Statistics, 58, 631-656. [details]
2024
- van Garderen, K. J., & van Giersbergen, N. P. A. (2024). Moderating the Mediation Bootstrap for Causal Inference. (pp. 1-35). Advance online publication. https://doi.org/10.48550/arXiv.2412.11285
2010
- Thiel, J. H., & van Giersbergen, N. P. A. (2010). The effect of European integration on exchange rate dependence: the Polish accession to the EU. (UvA-Econometrics discussion paper; No. 2010/10). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/AE052AE5B03EA987C1257802006D4F91/$file/1010.pdf [details]
2008
- van der Goot, T., & van Giersbergen, N. (2008). Paired analyst recommendations and internet IPOs. (UvA-Econometrics discussion papers; No. 2008/04). Afdeling Kwantitatieve Economie. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/22CA53C9CFC5E4F3C1257522004DA18D/$file/0804.pdf [details]
2006
- van Giersbergen, N. P. A. (2006). Barlett correction in the stable AR(2) model with intercept and trend. (UvA-Econometrics Working Paper; No. 2006/08). Faculteit Economie en Bedrijfskunde.
1997
- van Giersbergen, N. P. A. (1997). Birthrate and consumer trust: An Econometric Analysis. Maandstatistiek van de bevolking, 23-27.
- van Giersbergen, N. P. A., & Kiviet, J. F. (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). Blackwell. [details]
1996
- van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. (TI discussion paper; No. 96-4/7). Tinbergen Institute. [details]
2009
- Dek, L., & van Giersbergen, N. (2009). Beleggingsadvies opvolgen is lucratief. Economisch-Statistische Berichten, 94(4567), 525-526. http://esbonline.sdu.nl/esb/esb/archief/abbo1/toonartikel1.jsp?di=525453 [details]
1998
- van Giersbergen, N. P. A. (1998). Bootstrapping Dynamic Econometrics Models. Amsterdam: Thesis Publishers. [details]
2022
- van Garderen, K. J., & van Giersbergen, N. (2022). A Nearly Similar Powerful Test for Mediation. SSRN. https://doi.org/10.48550/arXiv.2012.11342 [details]
2021
- Hillier, G., van Garderen, K. J., & van Giersbergen, N. (2021). Improved Tests for Mediation. (Cemmap working paper; No. CWP01/22). Cemmap. https://doi.org/10.47004/wp.cem.2022.0122 [details]
2017
- van Ophem, H., van Giersbergen, N., van Garderen, K. J., & Bun, M. (2017). The cyclicality of R&D investment revisited. (UvA Econometrics Discussion Paper; No. 2017/01). Amsterdam School of Economics, University of Amsterdam. http://ase.uva.nl/content/research-programmes/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html?origin=cdA%2FdGZeRpiHB1qi0g7gOg#anker-discussion-papers-2011 [details]
2014
- van Giersbergen, N. P. A. (2014). Inference about the indirect effect: a likelihood approach. (UvA-Econometrics Discussion Papers; No. 2014/10). Universiteit van Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2014/1410.pdf?1421065295737 [details]
2011
- van Giersbergen, N. P. A. (2011). Bootstrapping subset test statistics in IV regression. (UvA-Econometrics Discussion Paper; No. 2011/08). Universiteit van Amsterdam. http://aseri.uva.nl/research-programmes/content/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html [details]
2009
- van der Goot, L. R. T., & van Giersbergen, N. P. A. (2009). Are analyst recommendations changing over time? Faculteit Economie en Bedrijfskunde.
- van der Goot, T., & van Giersbergen, N. (2009). Look who is talking now: analyst recommendations and internet IPOs. (UvA-Econometrics Discussion Paper; No. 2009/10). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/B70EE866CA2D4998C1257693004968BF/$file/0910.pdf [details]
2008
- van der Goot, T., & van Giersbergen, N. (2008). Look who is talking now. Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/78fulltext.pdf [details]
2004
- Botman, M., van der Goot, T., & van Giersbergen, N. P. A. (2004). What determines the survival of internet IPOs? (UvA Econometrics Discussion Paper; No. 2004/09). Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/6DBB77FAA02B1417C1256F660054C71F/$file/0409.pdf [details]
- van Giersbergen, N. P. A. (2004). Bartlett correction in the stable AR(1) model with intercept and trend. (UvA Econometrics Discussion Paper; No. 2004/07). Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/F4F1F08D50776B37C1256F660053E115/$file/0407.pdf [details]
- van Giersbergen, N. P. A. (2004). On the effect of deterministic terms on the bias in stable AR models. (UvA Econometrics Discussion Paper; No. 2004/08). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/449fulltext.pdf [details]
2002
- van Giersbergen, N. P. A. (2002). Subsampling intervals in (un)stable autoregressive models with stationary covariates. (UvA Econometrics Discussion Paper; No. 2002/07). Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/38DDD63183ABA203C1256CF400237733/$file/0207.pdf [details]
2001
- van Giersbergen, N. P. A. (2001). Bias Correction in a Stable AD (1,1) Model: Weak versus Strong Exogeneity. (Tinbergen Institute Discussion Paper; No. 2001-120/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/01120.pdf [details]
- van Giersbergen, N. P. A., & Kiviet, J. F. (2001). How to implement the bootstrap in static or stable dynamic regression models. (Tinbergen Institute Discussion Paper; No. TI 2001-119/4). Tinbergen Institute. http://papers.tinbergen.nl/01119.pdf [details]
1997
- van Giersbergen, N. P. A. (1997). Commodity prices as leading indicator of inflation in the Netherlands. (Research Memorandum Statistics Netherlands). CBS.
2024
- Van Garderen, K. & Van Giersbergen, N. (2024). Replication data for: A Nearly Similar Powerful Test for Mediation. Harvard Dataverse. https://doi.org/10.7910/dvn/s5yggk
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Ancillary activities
- No ancillary activities
van Garderen, K. J., & van Giersbergen, N. (2022). On the Optimality of the LR Test for Mediation. Symmetry, 14(1), Article 178.