Dr. Lennart Hoogerheide

Lennart Hoogerheide is Associate Professor in the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam and a research fellow of the Tinbergen Institute. He gained his PhD at Erasmus University Rotterdam in 2006. His research is centred on Bayesian econometrics and simulation-based inference, including importance sampling methods, value at risk and Bayesian mode inference.

He is the author of widely used software packages implementing these methods, and teaches Bayesian econometrics and financial econometrics at bachelor's and master's level.

• ●Bayesian Methods in Econometrics