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Home | Alumni | Key Alumni Publications

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116 key alumni publications

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  • 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.
  • Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.
  • Pelzl, P. and Poelhekke, S. (2021). Good mine, bad mine: Natural resource heterogeneity and Dutch disease in Indonesia Journal of International Economics, 131:1--21.
  • Gryglewicz, S., Mayer, M. and Morellec, E. (2021). Optimal financing with tokens Journal of Financial Economics, 142(3):1038--1067.
  • Oosterbeek, H., Sóvágó, S. and van der Klaauw, B. (2021). Preference heterogeneity and school segregation Journal of Public Economics, 197:1--26.
  • Sun, J., Schram, A. and Sloof, R. (2021). Elections under biased candidate endorsements {textemdash} an experimental study Games and Economic Behavior, 125:141--158.
  • Baltussen, G., Swinkels, L. and Van Vliet, P. (2021). Global factor premiums Journal of Financial Economics, 142(3):1128--1154.
  • Opschoor, A., Lucas, A., Barra, I. and van Dijk, D. (2021). Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Journal of Business and Economic Statistics, 39(4):1066--1079.
  • Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics.
  • Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.
  • Kopányi-Peuker, A. and Weber, M. (2021). Experience Does not Eliminate Bubbles: Experimental Evidence Review of Financial Studies, 34(9):4450{textendash}4485.
  • Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297.
  • Borowska, A., Hoogerheide, L., Koopman, S.J. and van Dijk, HermanK. (2020). Partially censored posterior for robust and efficient risk evaluation Journal of Econometrics, 217(2):335--355.
  • Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.
  • Muller, P., van der Klaauw, B. and Heyma, A. (2020). Comparing econometric methods to empirically evaluate activation programs for job seekers Journal of Applied Econometrics, 35(5):526--547.
  • Denderski, P. and Stoltenberg, C. (2020). Risk sharing with private and public information Journal of Economic Theory, 186.
  • van Leeuwen, B., Offerman, T. and Schram, A. (2020). Competition for Status Creates Superstars: An Experiment on Public Good Provision and Network Formation Journal of the European Economic Association, 18(2):666--707.
  • Brütt, K., Schram, A. and Sonnemans, J. (2020). Endogenous group formation and responsibility diffusion: An experimental study Games and Economic Behavior, 121:1--31.
  • Gryglewicz, S., Mayer, S.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.
  • Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.