About

I’m Kathrin and I’m an Assistant Professor at the Department of Econometrics at Erasmus School of Economis in Rotterdam. I received my PhD in Economics & Social Sciences from Vienna University of Economics and Business, my MSc in Quantitative Psychology and my BSc in Mathematics & Statistics from University of Vienna.

My research focuses on High-Dimensional Econometric Models and their computational efficient estimation within probabilistic (i.e.,~exact as well as approximate) formulations. This includes decision models for large-scale problems in Marketing and Psychometrics and the aknowledgement of uncertainty in the corresponding solutions. I’m also working on topics related to generalized linear/semiparametric mixed models, auxiliary information and prior specifications, uncertainty quantification in predictions (multiple-output quantile models, deep ensembles) and probabilistic neural networks.

On this site you can find more information on my Academic Background (education, appointments, academic activities), my Research (publications, working papers), my Teaching & Supervision Activities, and a few other (possibly interesting) things.