O. Boldea
Assistant Professoro.boldea@uvt.nl
Faculty of Economics and Business Administration
Department of Econometrics and Operations Research
Expertise
My research interests are Econometric Theory, Time Series Analysis, Generalized Method of Moments, Empirical Process Theory. In particular, I am interested in estimation and inference methods for time series models in the presence of breaks, outliers, nonlinearity, nonstationarity and long memory, without necessarily considering these as competing alternatives. My current research is on detecting and locating breaks in linear models with endogenous regressors and nonlinear models, on nonstationarity, and on empirical macro- and monetary economics.
Key words
Publications
Principal publications- Boldea, O. and Magnus, J.R. (2009). "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model", Journal of the American Statistical Association, Theory and Methods, Vol. 104, No. 488, pp. 1539-1549.
Click here for the complete list of publications (Tilburg University Repository Publications only)
Education
PhD Economics - NCSU, Raleigh, USA (May 2008). Thesis: "Estimation and Inference in Unstable Nonlinear Least Squares Models". Advisor: Dr. Alastair R. Hall
MA Economics - NCSU, Raleigh, USA (Aug. 2006)
BA & MA Business ("Diplom BWL") - University of Saarland, Germany (Dec. 2002)
BA Finance - West University, Timisoara, Romania (June 2001)
Career
Assistant Professor (Tenure Track), Tilburg University (Sept. 2007-)
Teaching Instructor / Research Assistant, NCSU (2003-2007)
Publications
Principal publications- Boldea, O. and Magnus, J.R. (2009). "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model", Journal of the American Statistical Association, Theory and Methods, Vol. 104, No. 488, pp. 1539-1549.
Click here for the complete list of publications (Tilburg University Repository Publications only)
Projects
Submitted:
1. Boldea, O. and Hall, A. R. (2009). "Estimation and Inference in Unstable NLS Models"
2. Hall, A. R., Han, S. and Boldea, O. (2009). "Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors" (previously circulated as "Inference Regarding Multiple Structural Changes in Linear Models estimated via Two Stage Least Squares")
3. Hall, A. R., Han, S. and Boldea, O. (2008). "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS"
In progress:1. Engwerda, J., Salmah, Boldea, O. and Michalak, T. "A Simulation Study of an ASEAN Monetary Union"
2. Yigit, T. and Boldea, O. "Structural Break or Unit Root: Making a Sense of It All?"
3. Er, H. and Boldea, O. "A Dynamic GE Model for Turkey"
Direct and indirect funding
Mentee in the Mentorship for Female Assistant Professors, University of Tilburg, 2008-2009.
External accreditation
Prizes:
NCSU Pollock Dissertation Awards, College of Management winner (2008)
Referee for:
Journal of Applied Econometrics, Journal of Economic Dynamics and Control, Econometric Reviews, Canadian Journal of Statistics, Computational Statistics and Data Analysis, Communications in Statistics B, European Review of Agricultural Economics
Conferences
Conference Presentations
North American Winter Meetings of the Econometric Society, Atlanta, GA, January 2010
INFER Stirling, Scotland, September 2009
NBER-NSF Time Series Conference, Aarhus, Denmark, September 2008 (co-author presenting)
European Meetings of the Econometric Society, Milan, Italy, August 2008
Inference and Tests in Econometrics - A Tribute to Russell Davidson, Marseille, France, April 2008
16th Society for Nonlinear Dynamics and Econometrics Conference, FRB San Francisco, April 2008
International Conference on Breaks and Persistence in Econometrics, Cass Business School, London, UK, Dec. 2007
Triangle Dynamic Macro Workshop, Duke University, Nov. 2006
Regional Monetary Integration among European Union Candidates: A Second Europe?, European Conference, University of Iasi, Romania, Oct. 2002
Invited Talks
Institute for Advanced Studies, TU Vienna, April 2009
UC Davis, January 2009
University of Exeter, UK, December 2008
Universite Catholique du Louvain, Louvain-La-Neuve, Belgium, November 2008
Fed St. Louis, October 2008
Tinbergen Institute, Amsterdam, October 2008
Bilkent University, Ankara, Turkey, March 2008
University of Manchester, UK, Feb. 2008
University of Saarland, Germany, Nov. 2007
Clemson University, South Carolina, April 2007
Teaching
O. Boldea teaches the following subjects:
- Multivariate Statistics (230254) Further information
- Empirical Research in Economics (230255) Further information
- Econometric Models in Economics (230256) Further information
Teaching activities outside the Tilburg University
Room K 629
PO Box 90153
5000 LE Tilburg
| Tel. | +31 13 466 3219 |
| If no reply +31 13 466 2430 |
Assistant Professor
Faculty of Economics and Business Administration
Department of Econometrics and Operations Research
| Mon | Tues | Wed | Thurs | Fri | |||
| Morning |
|
|
|
|
|
||
| Afternoon |
|
|
|
|
|
||
| Evening |
|
|
|
|
|
|
|
Search experts
Search expertise
In which field are you looking for a researcher or scientist?
