\van Bekkum\, S., Gabarro, M., Irani, \RustomM.\ and Peydró, \.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:.
841 Key Publications
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De Vos, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(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. -
Kleen, O. (2024). Scaling and measurement error sensitivity of scoring rules for distribution forecasts Journal of Applied Econometrics, 39(5):833--849. -
D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):. -
Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234:. -
Bauer, M., Cahlikova, J., \Celik Katreniak\, D., Chytilova, J., Cingl, L. and Zelinsky, T. (2024). Nastiness in Groups Journal of the European Economic Association, 22(5):2075--2107. -
Armillotta, M. and Gorgi, P. (2024). Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models Journal of Econometrics, 246(1-2):. -
Amasino, D., Pace, D. and van der Weele, J.J. (2024). Fair Shares and Selective Attention American Economic Journal: Microeconomics, 16(4):259–290. -
Huo, Z., Pedroni, M. and Pei, G. (2024). Bias and Sensitivity under Ambiguity American Economic Review, 114(12):4091--4133. -
Pérignon, C., Akmansoy, O., Hurlin, C., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Menkveld, AlbertJ., Razen, M. and Weitzel, U. (2024). Computational Reproducibility in Finance: Evidence from 1,000 Tests Review of Financial Studies, 37(11):3558--3593. -
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. -
Vogels, L., Mohammadi, R., Schoonhoven, M. and Birbil, S. (2024). Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison Journal of the American Statistical Association, 119(548):3164--3182. -
Muslimova, D., \van Kippersluis\, H., Rietveld, N., \von Hinke\, S. and Meddens, F. (2024). Gene-environment complementarity in educational attainment Journal of Labor Economics, :. -
He, Y., Jaidee, S. and Gao, J. (2023). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, 234(1):151--177. -
Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21. -
Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112. -
Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65. -
De Haan, M., Gautier, PieterA., Oosterbeek, H. and van der Klaauw, B. (2023). The Performance of School Assignment Mechanisms in Practice Journal of Political Economy, 131(2):388--455.