I am Mariia Artemova, a PhD candidate in Econometrics at the Vrije Universiteit Amsterdam and Tinbergen Institute.
I will be available on the 2023/24 academic job market.
Primary Fields: Econometrics; Time Series Analysis
Secondary Fields: Financial Econometrics; Macroeconometrics
In my job market paper, titled 'An Order-Invariant Score-Driven Dynamic Factor Model', I introduce a novel econometric methodology and establish a general theoretical framework for score-driven dynamic factor models. I reveal the importance of robustness features when modeling macro and financial time series in the aftermath of the COVID-19 pandemic.
My advisors are Francisco Blasques and Siem Jan Koopman.
Download my CV.
You can reach me at m.artemova"at"vu.nl
Placement director: Prof. Eric Bartelsman (e.j.bartelsman"at"vu.nl)
Placement assistant: Christina Månsson (c.mansson"at"tinbergen.nl)