Boot, T. and Pick, A. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, 215(1):35--59.
33 key alumni publications
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Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.
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Christensen, B. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
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Tse-Chun Lin (2019). Ex-Day Returns of Stock Distributions: An Anchoring Explanation Management Science.
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Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.
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Turmunkh, U., Van den Assem, MartijnJ. and Van Dolder, D. (2019). Malleable Lies: Communication and Cooperation in a High Stakes TV Game Show Management Science, 65(10):4795--4812.
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Alexei Parakhonyak (2019). Optimal Sales Schemes for Network Goods Management Science.
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Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414.
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Kong, C., Granic, G., Lambert, N. and Teo, C.(. (2019). Judgment Error in Lottery Play: When the Hot-Hand Meets the Gambler's Fallacy Management Science, 66(2):844--862.
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Wang, W., Zhang, X.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
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Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.
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van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
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Galama, TitusJ. and van Kippersluis, H. (2019). A Theory of Socio-economic Disparities in Health over the Life Cycle Economic Journal, 129(617):338--374.