Data Scientist

Hanno Reuvers

Hi, I am a data scientist with a background in econometrics. This website contains a variety of information, e.g. publications, working papers, and several explainers. Feel free to look around!

Ph.D. Econometrics - Maastricht University (May 2018)
M.Sc. Econometrics & Operations Research - Maastricht University (Aug 2013, cum laude)

News

16 Nov 2025 - The new site is online

Explainers

While studying new topics, I often find my self writing notes and coding examples to deepen my understanding. I am hoping that others (e.g. interested readers, master students) can benefit from these efforts. An overview of the various topics is given below. Upon clicking the image, you are redirected to the Github repository with the materials.

Support Vector Machines

Deep Learning

Research

Peer-reviewed Publications

Jan Lohmeyer, Franz Palm, Hanno Reuvers, and Jean-Pierre Urbain (2019) - Focused Information Criterion for Locally Misspecified Vector Autoregressive Models, Econometric Reviews, 38(7), 763-792.
Marina Friedrich, Eric Beutner, Hanno Reuvers, Stephan Smeekes, Jean-Pierre Urbain, Whitney Bader, Bruno Franco, Bernard Lejeune, and Emmanuel Mahieu (2020) - A Statistical Analysis of Time Trends in Atmospheric Ethane, Climatic Change, 161(1), 105-125.
Hanno Reuvers and Etiënne Wijler (2024) - Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO₂ Satellite Data, Journal of Econometrics, 239(1), 105520.
Yicong Lin and Hanno Reuvers (Forthcoming) - Cointegrating Polynomial Regressions with Power Law Trends, Journal of Time Series Analysis.
Yicong Lin and Hanno Reuvers (Forthcoming) - Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions, Oxford Bulletin of Economics and Statistics.