Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642.
Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.
Xianhua Hu (2018). English auctions with ensuing risks and heterogeneous bidders Journal of Mathematical Economics.