Farewell Lecture Herman van Dijk



Using technological advances from the ‘computational revolution’, a novel simulation based Bayesian procedure is presented that can be used for efficient and robust posterior and predictive analysis of some key issues in the 21-st century. The issues analyzed are possible effects of education on earned income observed in microeconomic data; risk evaluation of extreme losses in financial data; temporal causality in networks as measured using functional brain-imaging; and tandem repeat patterns in DNA data from persons in Africa, Asia and Europe. The results indicate a small step towards: better understanding of policy effects observed in the education-income issue; improved insight in risk of extreme events; possible applications for the assessment of brain changes due to normal aging and neurological disease; and more accurate analysis of migration patterns from early history as well as modern times.
Herman Koene van Dijk is director of the Tinbergen Institute and professor of Econometrics with a Personal Chair at Erasmus School of Economics, Erasmus University Rotterdam. He is former Director of the Econometric Institute and Honorary Fellow of the Tinbergen Institute. Van Dijk’s research interests are in Bayesian inference using simulation techniques, time series econometrics, neural networks, and income distributions. He published more than 160 scientific papers and 5 books, with many different national and international collaborators. His work is cited around 1700 times (according to Google Scholar, April 2010). He has extensive experience as a (co-)manager and coordinator of research initiatives and conferences. He serves on the Editorial Board of 5 major journals in econometrics. Van Dijk has organized numerous conferences and workshops. For 6 years he has been a member of the European Standing committee of the Econometric Society, the most prestigious society of economists. After his retirement as director of the Tinbergen Institute and professor of Econometrics at the Erasmus University Rotterdam in January 2011, he plans to continue mentoring young scientists and will further focus on his scientific work.
Contact information:
Elli Hoek van Dijke