UMIO Lecturers and Experts
Etienne Wijler


Etienne Wijler

Postdoctoral Researcher in Econometrics

Etienne is currently a post-doctoral researcher in econometrics with a specialisation in high-dimensional time series methods. The analysis of high-dimensional datasets, popularized under the name Big Data, is becoming increasingly important for a wide range of institutions. For example, governmental agencies can benefit from improved inference on large micro-economic datasets without the need for aggregation to a macro-level, while commercial corporations often possess overwhelming amounts of potentially useful but highly unstructured data. In recognition of the opportunities provided by non-traditional high-dimensional methods, Etienne explores the behaviour of the most recent statistics from both a theoretical (asymptotic) perspective and in applied settings.

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