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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
  • Postbus 15867
    1001 NJ Amsterdam
Contact details
  • 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

    Bootstrapping Dynamic Econometric Models

  • 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 Economics

    Thesis supervision

    supervision (joint with other faculty) of BSc-thesis Econometrics and Actuarial Science

     

    Course materials are available through the UvA Blackboard Server
  • Publications

    2022

    2019

    2016

    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

    2005

    2003

    2002

    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]

    2021

    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: Amsterdam School of Economics, Department of Quantitative Economics. [details]

    2008

    • van der Goot, T., & van Giersbergen, N. (2008). Paired analyst recommendations and internet IPOs. (UvA-Econometrics discussion papers; No. 2008/04). onbekend: Afdeling Kwantitatieve Economie. [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). Amsterdam: 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). Oxford: 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). Amsterdam: Tinbergen Institute. [details]

    2009

    • Dek, L., & van Giersbergen, N. (2009). Beleggingsadvies opvolgen is lucratief. Economisch-Statistische Berichten, 94(4567), 525-526. [details]

    2022

    • Verschuren, R. M. (2022). Pricing from experience: Predictive analytics for dynamic pricing in non-life insurance. [details]

    1998

    • van Giersbergen, N. P. A. (1998). Bootstrapping Dynamic Econometrics Models. Amsterdam: Thesis Publishers. [details]

    2022

    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: Amsterdam School of Economics, University of Amsterdam. [details]

    2014

    • van Giersbergen, N. P. A. (2014). Inference about the indirect effect: a likelihood approach. (UvA-Econometrics Discussion Papers; No. 2014/10). Amsterdam: Universiteit van Amsterdam. [details]

    2011

    • van Giersbergen, N. P. A. (2011). Bootstrapping subset test statistics in IV regression. (UvA-Econometrics Discussion Paper; No. 2011/08). Amsterdam: Universiteit van Amsterdam. [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). Amsterdam: Faculteit Economie en Bedrijfskunde. [details]

    2008

    • van der Goot, T., & van Giersbergen, N. (2008). Look who is talking now. Amsterdam: Faculteit Economie en Bedrijfskunde. [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). Amsterdam: Department of Quantitative Economics. [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). Amsterdam: Department of Quantitative Economics. [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). Amsterdam: Department of Quantitative Economics. [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). Amsterdam: Department of Quantitative Economics. [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). Amsterdam: Tinbergen Institute. [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). Amsterdam / Rotterdam: Tinbergen Institute. [details]

    1997

    • van Giersbergen, N. P. A. (1997). Commodity prices as leading indicator of inflation in the Netherlands. (Research Memorandum Statistics Netherlands). Den Haag: CBS.
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
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