Ass. Prof. Andriy Sirchenko Ph.D.

Assistant Professor
Andrei Sirchenko
  • Applied Statistics
  • Econometrics
"The ultimate aim of education is to enable individuals to become the architects of their own education and through that process to continually reinvent themselves."

- Elliot Eisner -

Andriy Sirchenko is an Assistant Professor of Econometrics at Nyenrode Business University. He is a member of Nyenrode's Faculty Research Center for  Marketing & Supply Chain Management. Before joining Nyenrode, he worked at Maastricht University, University of Amsterdam and Higher School of Economics in Moscow. His main areas of expertise are Econometrics (methodology and applications) and Applied Statistics. 

Sirchenko’s research focuses on computational methods, finite mixture, hierarchical, discrete-choice, regime-switching, zero-inflated, instrumental-variable, and dynamic time-series models. He has published in journals such as Journal of Economic Dynamics & Control, Stata Journal, Studies in Nonlinear Dynamics & Econometrics, and Methodology & Computing in Applied Probability.

Sirchenko has substantial supervising experience (72 theses), successful fund-raising records (eight research and teaching grants from external organizations), statistical software development experience (five software packages in Stata and R), entrepreneurial and business experience (he has founded and run companies in Russia and Kyrgyzstan), business consulting experience (demand forecasting in a retail setting, customer analytics and program evaluation), and military experience (USSR Navy).

Sirchenko has a multicultural teaching experience at both undergraduate and graduate levels at nine countries. He has taught 24 courses in Econometrics, Statistics, Game Theory, Microeconomics, Business Analytics, Data Analytics and Mathematics, developed and coordinated seven courses at Kyiv School of Economics in Ukraine and Higher School of Economics in Moscow, and coordinated three courses at the University of Amsterdam.

Sirchenko received a BSc in Applied Physics and Mathematics and an MSc in Biophysics from Moscow Institute of Physics & Technology, an MA in Economics from the University of Iowa, and obtained his PhD in Economics at the European University Institute in Florence. His dissertation was titled “A discrete-choice econometrician’s  tale of monetary policy identification and predictability”.

Secondary positions

  • External supervisor of master theses in Tilburg School of Economics and Management at Tilburg University.
  • External supervisor of bachelor theses in Amsterdam School of Economics at the University of Amsterdam.
  • Visiting scholar at Augsburg University.

International activities

Sirchenko actively cooperates with international colleagues, mostly from Augsburg University and Helmut-Schmidt University in Germany, and frequently presents his work at international conferences. He has taught at 30 universities in nine countries (USA, Italy, Ukraine, Belarus, Moldova, Armenia, Georgia, Russia, and the Netherlands).

He has conducted research in the University of California at San Diego, Committee on National Statistics of USA National Academy of Sciences, Central Bank of Turkey, Federal Reserve Bank of Dallas, Central Bank of Hungary, National Bank of Poland, and Shemyakin-Ovchinnikov Institute of Bioorganic Chemistry of Russian Academy of Sciences.


His main hobbies are hiking, swimming, cycling, running, calisthenics, playing badminton, table tennis, ball games, and enjoying time with his family.

Most relevant publications

  • A mixture of ordered probit models with endogenous switching between two latent classes. 2022. The Stata Journal 22 (3): 1—40 (with J. Huismans and J. W. Nijenhuis)
  • A model for policy interest rates. 2021. Journal of Economic Dynamics and Control 124 (with Armin Seibert and Gernot Müller)
  • Estimation of nested and zero-inflated ordered probit models. 2021. The Stata Journal 21 (1): 3-38 (with David Dale)
  • A model for ordinal responses with heterogeneous status quo outcomes. 2020. Studies in Nonlinear Dynamics & Econometrics 24 (1)
  • Modeling zero inflation in count data time series with bounded support. 2018. Methodology and Computing in Applied Probability 20 (2): 589—609 (with Tobias A. Möller, Christian H. Weiß and Hee-Young Kim)

See his personal website.