BORODICH SUAREZ Sofia

Finance
Ph.D. in Economics (Econometrics) Joint Degree, University of Luxembourg & Maastricht University

Sofia est Professeure Assistante au sein du département Finance de NEOMA Business School. Ses recherches se situent à l'intersection de l'économie, des statistiques et de la science des données, avec un fort accent sur les modèles de données de panel non linéaires, la prévision de séries temporelles complexes et le clustering de grandes données.

Ses travaux ont été publiés dans des revues de premier rang, notamment son job market paper sur les avancées méthodologiques dans l'estimation des effets marginaux, paru dans Econometrica.

Sofia est titulaire d'un Ph.D. conjoint en Économétrie de l'University of Luxembourg et de Maastricht University.

Elle contribue activement à la communauté académique par l'évaluation par les pairs et la participation à des ateliers et conférences internationaux.

BORODICH SUAREZ, S., "Robust Priors in Non-linear Panel Data Models – Estimating Average Marginal Effects" Econometrics Seminar, Maastricht University. 2025, Maastricht, Pays-Bas
BORODICH SUAREZ, S., "Robust Priors in Non-linear Panel Data Models – Estimating Average Marginal Effects" DEM Research Seminar, University of Luxembourg. 2025, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Robust Priors in Non-linear Panel Data Models – Estimating Average Marginal Effects" DSEFM Poster Session, University of Luxembourg. 2025, Belval Esch-sur-Alzette, Luxembourg

ARELLANO, M., S. BONHOMME, S. BORODICH SUAREZ, M. SCHUMANN, X. SHI, G. TRIPATHI, "Erratum to “Robust Priors in Nonlinear Panel Data Models”", Econometrica, Juillet 2025, vol. 93, no. 4, pp. 1-3

DOI : 10.3982/ECTA23441

BORODICH SUAREZ, S., S. HERAVI, A. PEPELYSHEV, "Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm", Statistics and Its Interface, Décembre 2023, vol. 16, no. 1, pp. 31-42

DOI : 10.4310/21-SII693

BORODICH SUAREZ, S., A. PEPELYSHEV, "Study of impact of COVID-19 on industrial production indices using singular spectrum analysis", Statistics and Its Interface, Avril 2023, vol. 16, no. 2, pp. 181-188

DOI : 10.4310/21-SII719

BORODICH SUAREZ, S., "Integrated likelihood based inference for dynamic binary choice panel data models with fixed effects" dans 16th International Conference on Computational and Financial Econometrics (CFE),King's College London, 2022, London

BORODICH SUAREZ, S., "Robust Priors in Non-linear Panel Data Models – Estimating Average Marginal Effects" Econometrics Seminar, Maastricht University. 2025, Maastricht, Pays-Bas
BORODICH SUAREZ, S., "Robust Priors in Non-linear Panel Data Models – Estimating Average Marginal Effects" DEM Research Seminar, University of Luxembourg. 2025, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Robust Priors in Non-linear Panel Data Models – Estimating Average Marginal Effects" DSEFM Poster Session, University of Luxembourg. 2025, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Integrated Likelihood Based Inference for Dynamic Binary Choice Panel Data Models with Fixed Effects" DSEFM Poster Session, University of Luxembourg. 2024, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Clustering Algorithms for Mixed Minkowski Metric Objective Functions and Statistical Normalization" DSEFM Internal Seminar, University of Luxembourg. 2024, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Integrated Likelihood Based Inference for Dynamic Binary Choice Panel Data Models with Fixed Effects" DSEFM Poster Session, University of Luxembourg. 2023, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm" DSEFM Internal Seminar, University of Luxembourg. 2023, Belval Esch-sur-Alzette, Luxembourg
BORODICH SUAREZ, S., "Integrated Likelihood Based Inference for Dynamic Binary Choice Panel Data Models with Fixed Effects" DSEFM Poster Session, University of Luxembourg. 2022, Belval Esch-sur-Alzette, Luxembourg