Dr. L.F. Hoogerheide

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+31 20 59 82270
school of business & economics ( econometrie )
Assistant Professor


March 2013: My paper "Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions" with Mireille Schaap, Richard J.L.F. Lemmers, Roel Maassen, Patrick J. van der Vliet, Herman K. van Dijk, Nalan Basturk, Peter de Knijff and Silvère M. van der Maarel was accepted for publication by BMC Genomics.

September 2012: My paper "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo" with Arnold Zellner, Tomohiro Ando, Nalan Basturk and Herman K. van Dijk was accepted for publication by Econometric Reviews.

March 2012: My paper "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation" with Anne Opschoor and Herman K. van Dijk was accepted for publication by Journal of Econometrics.

March 2012: My paper "Are Education and Entrepreneurial Income Endogenous? A Bayesian Analysis" with Joern Block and Roy Thurik was accepted for publication by Entrepreneurship Research Journal.

March 2012: My paper "Family background variables as instruments for education in income regressions: a Bayesian analysis" with Joern Block and Roy Thurik was accepted for publication by Economics of Education Review.

February 2012: My paper "Stock index returns' density prediction using GARCH models: Frequentist or Bayesian estimation?" with David Ardia and Nienke Corré was accepted for publication by Economics Letters .

January 2012: My paper "Backtesting Value-at-Risk Using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann" with Francesco Ravazzolo and Herman K. van Dijk (Tinbergen Institute Discussion Paper TI 2011-131/4) was published as a comment in Journal of Business and Economic Statistics.

Software (in R)

The CRAN website includes an R package for the MitISEM method (of Hoogerheide, Opschoor, Van Dijk (2012), explained in Basturk, Hoogerheide, Opschoor and Van Dijk (2012)) and an R package for the AdMit method (of Hoogerheide, Kaashoek and Van Dijk (2007), explained in Ardia, Hoogerheide and Van Dijk (2009a) and Ardia, Hoogerheide and Van Dijk (2009b).

Awards, fellowships and grants

November 2010:
I was elected Lecturer of the Year 2009-2010 for the Econometrics and Management Science programme at the Erasmus School of Economics.

October 2009: I was awarded a VENI grant by the Netherlands Organisation for Scientific Research (NWO).

June 2009: I am a 'full' research fellow of the Tinbergen Institute (research group of Econometrics) since June 2009.

January 2009: I was conferred the designation of Top Talent Researcher in 2008 by the Erasmus School of Economics (ESE).

December 2006: I was awarded an EUR Fellowship at the Erasmus University Rotterdam.


List of publications

Ancillary activities

Last changes Ancillary activities: Amsterdam 06 februari 2017