DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917.
27 Key Publications
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Breitung, J., Mayer, A. and Wied, D. (2024). Asymptotic properties of endogeneity corrections using nonlinear transformations Econometrics Journal, 27(3):362--383.
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Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, 39(6):1123--1148. -
D'Innocenzo, E., Lucas, A., Opschoor, A. and Zhang, X. (2024). Heterogeneity and dynamics in network models Journal of Applied Econometrics, 39(1):150--173. -
Koning, N. and Hemerik, J. (2024). More efficient exact group invariance testing: using a representative subgroup Biometrika, 111(2):441--458.
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Albert Menkveld, Charles Bos, Chen Zhou, Egle Karmaziene, Jan Wrampelmeyer, Jingni Yang, Laura Capera, Michel van der Wel, Norman Seeger, Patrick Verwijmeren, Remco Zwinkels, Rex Wang Renjie, Sebastian Vogel, Shihao Yu, Utz Weitzel and Vladimir Vladimirov et al. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390. -
Lange, R. and Teulings, C.(. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming Journal of Economic Theory, 215.