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About usHow to find usprof. dr. P.A. (Paul) Bekker

prof. dr. P.A. Bekker


Name:  Bekker, Paulus Alphonsus (Paul)

Date of birth:    August 1, 1953

Place of birth:   Rotterdam


Educational record

1982: M.A. Psychometrics (cum laude), Leiden University

1986: Ph.D. Econometrics (cum laude), Tilburg University


Work experience

1986-1988: Assistant Professor Econometrics, University of Groningen (RUG)

1988-1993: Academy Research Scholarship from The Royal Netherlands Academy of Arts and Sciences (KNAW)

1988-1989: Visit UCLA

1989-1993: RUG

1993-1997: Associate Professor Econometrics RUG

1997-1999: Full ("special") Professor Econometrics RUG

1999-present: Full Professor Econometrics RUG



1998-2000: Member Scientific Research Committee of the Faculty of Economics

2000-2005: Chairman Department of Econometrics

2000-present: Chairman Education Committee Econometrics Program



Econometrica, Psychometrika, International Economic Review, Journal of Econoetrics, European Review of Agricultural Economics, Statistica Neerlandica, The Review of Economics and Statisics, Journal of Business & Economic Statistics, Journal of Applied Econometrics, Journal of Official Statistics, The Review of Economic Studies, Journal of Multivariate Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Empirical Economics


Published  papers

Bekker, P.A. and T.J. Wansbeek, 2016. Simple many-instruments robust standard errors through concentrated instrumental variables. Forthcoming in Economics Letters.

Bekker, P. A., 2016. A generalized dynamic arbitrage free yield model. (SOM Research Reports; Vol. 16010-EEF). Groningen: University of Groningen, SOM research school.

Bekker, P., & Crudu, F. , 2015. Jackknife instrumental variable estimation with heteroskedasticity. Journal of Econometrics, 185(2), 332–342.

Bekker, P. A., & Bouwman,  2009. Arbitrage smoothing in fitting a sequence of yield curves. International Journal of Theoretical and Applied Finance, 12(5), 577 - 588.

Bekker, P.A., and S. Lawford 2008: Symmetry-based Inference in an Instrumental Variable Setting , Journal of Econometrics 142, 28-49.

Bekker, P.A. and J. van der Ploeg 2005: Instrumental variable estimation based on grouped data , Statistica Neerlandica 59, 239-267.

Bekker, P.A. and F. Kleibergen 2003: Finite-sample instrumental variables inference using an asymptotically pivotal statistic, Econometric Theory 19, 744-753.

Bekker, P.A. 2002: Exact Inference for the Linear Model with Groupwise Heteroscedastic Spherical Disturbances, Journal of Econometrics 111, 285-302.

Bekker, P.A. and T.J. Wansbeek 2000: Identification in Parametric Models, in: B.H. Baltagi (ed.), Companion in Theoretical Econometrics , 144-161, Blackwell, Oxford

Bekker, P.A. and T.J. Wansbeek 2000: Matrix Inequality Applications in Econometrics, in: R.D.H. Heijmans, D.S.G. Pollock and A. Satorra (eds.), Innovations in Multivariate Statistical Analysis , 51-66, Kluwer, Boston

Bekker, P.A. and J.M.F. ten Berge 1997: Generic global identification in factor analysis, Linear Algebra and its Applications 264, 255-263.

Bekker, P.A., P. Dobbelstein and T.J. Wansbeek 1996: The APT model as reduced rank regression, Journal of Business and Economic Statistics 14, 199-202.

Bekker, P.A. and T.J. Wansbeek 1996: Proxies versus omitted variables, Linear Algebra and its Applications 237, 301-312.

Wansbeek, T.J. and P.A. Bekker 1996: On IV, GMM and ML in a dynamic panel data model, Economics Letters 51, 145-152.

Van der Ploeg, J. and P.A. Bekker 1995: Efficiency bounds for instrumental variable estimators under group-asymptotics, SOM Research Report 95B24, University of Groningen.

Bekker, P.A. 1994: Alternative approximations to the distributions of instrumental variable estimators, Econometrica 62, 657-681.

Bekker, P.A. 1994: Counting Rules for Identification in Linear Structural Models, Computational Statistics and Data Analysis 18, 485-498.

Ten Berge, J.M.F., P.A. Bekker and H.A.L. Kiers 1994: Some Clarification of the Tuckals2 Algorithm Applied to Idioscal, Psychometrika 59, 193-201.

Ten Berge, J.M.F., and P.A. Bekker 1993: The Isotropic Scaling Problem in Generalized Procrustus Analysis, Computational Statistics and Data Analysis 16, 201-204.

Bekker, P.A. 1993: Finite Sample Properties of Limited Information Estimation: an Algebraic Approach, in: K Haagen, D.J. Bartholomew and M. Deistler (eds.), Statistical Modelling and Latent Variables , 27-50, North-Holland, Amsterdam.

Merckens, A. and P.A. Bekker 1993: Computerized Evaluation of Rank Conditions: Identification of Simultaneous Equation Models with Measurement Error, Statistica Neerlandica 47, 233-244.

Bekker, P.A., K. van Monfort and A. Mooijaart 1991: Regression Analysis with Dichotomous Regressors and Misclassification, Statistica Neerlandica 45, 107-119.

Bekker, P.A. and T.K. Dijkstra 1990: On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form, Econometrica 58, 507-514.

Bekker, P.A. 1989: Identification in Restricted Factor Models, and the Evaluation of Rank Conditions, Journal of Econometrics 41, 5-16.

Bekker, P.A. and H. Neudecker 1989: Albert's Theorem Applied to Problems of Efficiency and MSE Superiority, Statistica Neerlandica 43, 157-167.

Bekker, P.A. 1988: The Positive Semidefiniteness of Partitioned Matrices, Linear Algebra and its Applications 111, 261-278.

Bekker, P.A., and J. de Leeuw 1988: Relations Between Variants of Non-Linear Principal Component Analysis, in: J.L.A. van Rijckevorsel and J. de Leeuw (eds.), Component and Correspondence Analysis , 1-31, John Wiley, New York.

Bekker, P.A. and J. de Leeuw 1987: The Rank of Reduced Dispersion Matrices, Psychometrika 52, 125-135.

Bekker, P.A., A. Kapteyn and T.J. Wansbeek 1987: Consistent Sets of Estimates with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of All Variables, Econometrica 55, 1223-1230.

Bekker, P.A. and D.S.G. Pollock 1986: Identification of Linear Stochastic Models with Covariance Restrictions, Journal of Econometrics 31, 179-208.

Bekker, P.A. 1986: Comment on Identification in the Linear Errors in Variables Model, Econometrica 54, 215-217.

Bekker, P.A. 1986: A Note on the Identification of Restricted Factor Loading Matrices, Psychometrika 51, 607-611.

Bekker, P.A., T.J. Wansbeek and A. Kapteyn 1985: Errors in Variables in Econometrics: New Developments and Recurrent Themes, Statistica Neerlandica 39, 129-141.

Bekker, P.A., A. Kapteyn and T.J. Wansbeek 1984: Measurement Error and Endogeneity in Regression: Bounds for ML and IV-Estimates, in: T.K. Dijkstra (ed.), Misspecification Analysis , 85-103, Springer Verlag, Berlin.

Bekker, P.A. 1982: Relaties tussen Varianten van Niet-Lineaire Principale Componenten Analyse , Thesis, Psychology, University of Leiden.

Van der Voort, T.H.A., M.W. Vooijs and P.A. Bekker 1982: TV-Geweld in Kinderogen, Eindrapport SVO-project 0543, LICOR, Pedagogy, University of Leiden.


Unpublished old working papers

Bekker, P.A. and K.E. Bouwman 2009: Risk-free Interest Rates Driven by Capital Market Returns.

Bekker, P.A. and K.E. Bouwman 2008: An Affine Bond Price Model with an Application to US Treasury Yields.

Bekker, P.A. and K.E. Bouwman 2007: A Unified Approach to Mean-Variance Portfolio Selection in Discrete and Continuous Time.

Bekker, P.A. 2004: A Mean-Variance Frontier in Discrete and Continuous Time .

Bekker, P.A. 2005: The Current Yield Curve and the Market Price of Risk .


Books etc.

Bekker, P.A., A.Merckens and T.J. Wansbeek 1994: Identification, equivalent models and computer algebra , Boston, Academic Press.

Bekker, P.A 1986: Essays on Identification in Structural Models (Ph.D. thesis, University of Tilburg)

Bekker, P.A. 1998: Eenvoud en Verwarring rond Opt

Last modified:17 October 2016 3.30 p.m.

Contact information

Nettelbosje 2
9747 AE Groningen
The Netherlands

Duisenberg Building

Working hours:
Monday through Friday 9 a.m. to 5 p.m.