Baley, I., Figueiredo, A. and Ulbricht, R. (2022). Mismatch Cycles Journal of Political Economy, 130(11):2943--2984.
Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2022). Maximum likelihood estimation for score-driven models Journal of Econometrics, 227(2):325--346.
Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.
Juodis, A. and Reese, S. (2022). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation Journal of Business and Economic Statistics, 40(3):1191--1203.
Bose, P., Feess, E. and Mueller, H. (2022). Favoritism towards High-Status Clubs: Evidence from German Soccer Journal of Law, Economics, and Organization, 38(2):422--478.
Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.
Beetsma, R., Debrun, X. and Sloof, R. (2022). The political economy of fiscal transparency and independent fiscal councils European Economic Review, 145.