27 key alumni publications

• 

  Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):.

• 

  Boswijk, \H.Peter\, Laeven, \RogerJ.A.\ and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1):.

• 

  Ahmed, H., Einmahl, \JohnH.J.\ and Zhou, C. (2024). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, 120(549):291--304.

• 

  Janssens, \EvaF.\ and Lumsdaine, \RobinL.\ (2024). Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages Journal of Applied Econometrics, 39(1):22--40.

• 

  Can, S., Einmahl, J. and Laeven, R. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):147--159.

• 

  Ziegler, A.G.B., Romagnoli, G. and Offerman, T. (2024). Morals in Multi-Unit Markets Journal of the European Economic Association, 22(5):2225--2260.

• 

  D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):.