Interested in change-point detection in macro/financial/other time series models, panel data, factor or nonlinear models? Check out my new review paper!
arxiv.org/abs/2507.22204
A lot has happened in this literature compared to recent reviews!!

Baby fox detected in my backyard.

Anybody else feels the itch to correct posts on ML community channel on LinkedIn? I could not help myself today, as one post was about time series, but even when about ML, I find it too superficial. People thanking the contributor, and then contribution superficial, even from people with PhDs.

Has anyone tried to post on Truth Social to see what it is like? I did and this is what I get as default followers. Not normal.

This week we demonstrated in Tilburg against the huge education budget cuts enacted this week, part of a coordinated relay strike of all NL unis. Our university, with others, are filing a lawsuit against illegal early termination of grants. US universities can do this too!

Was in US last week for a conference and seminar talk. I went to Philly and although I think the border security is more friendly than other places, saw much more ppl sent to secondary control! They asked often for proof of visit purpose, so print invitations and conference program ahead, it helps!

My interview - in Romanian, sorry - at the Annual Romanian Econ conference, also about how we conveniently forgot about the pandemic - politicians and economists alike - and what can we do to prepare for crises, also inflation driven: mainly having data and model ready economedia.ro/profesor-rom...

In Gran Canaria reading a beautiful book about the global history of mathematics, the many almost concomitant discoveries and also the misses in connecting global discoveries in math, fascinating

Fitting epi models by age and risk with vax and variants is hard! On top of that, I had to first figure out how to compute close contact networks across age and risk from surveys, correct for representativeness in population by age, sex, day of week, and ensure symmetry. Now projections, exhausted.

The opposition parties in the Dutch senate have the capacity to block the disastrous budget cuts to higher #education & #science!

🟥 Join the #protest on Monday in #DenHaag and give them a reason to listen! 🟥

We've made it to Bluesky! Please re-post so others can follows us... 🤘

Paper submission tally this year: 1 acceptance + publication, 2 rejections (2 different papers, each took 5 months!), 2 desk rejections and 1 under review since 2 months (same paper). And 1 corrigendum+ publication of it. Not so bad, but the 5 months+rejection still get to me.

While Dutch govt is busy with racist comments and resignation, they are also pursuing the biggest higher education budget cut in recent history. Additionally, we could not go to protest because reportedly Pro-palestine protesters threatened to hijack the edu protest. Wish we lived in a better world!

I wrote with Jan Magnus a correction to our JASA 2009 paper. It affected only a small part of the paper, but great that Enrique Sentana and his co-authors pointed this out to us, and provided a correct proof in their new paper. This is how science ideally works! www.tandfonline.com/doi/full/10....