36 Key Publications

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  Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.
• Artiga González, T., van Lelyveld, I. and Lučivjanská, K. (2020). Pension fund equity performance: Patience, activity or both? Journal of Banking and Finance, 115:1--16.
• Gautier, PieterA. and Van Vuuren, A. (2020). Identifying present bias and time preferences with an application to land-lease-contract data Econometrics Journal, 23(3):363--385.

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  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.

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  Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.

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  Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.

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  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.
• Brütt, K., Schram, A. and Sonnemans, J. (2020). Endogenous group formation and responsibility diffusion: An experimental study Games and Economic Behavior, 121:1--31.

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  Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and financial professionals Review of Financial Studies, 33(6):2659--2696.

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  Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.

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  Cabrera, J. and Webbink, D. (2020). Do higher salaries yield better teachers and better student outcomes Journal of Human Resources, 55(4):1222--1257.

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  Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357--402.

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  Bolhaar, J., Ketel, N. and van der Klaauw, B. (2020). Caseworker's discretion and the effectiveness of welfare-to-work programs Journal of Public Economics, 183:1--19.
• Flood, M., Lumsdaine, R., Kenett, D. and Simon, J. (2020). The Complexity of Bank Holding Company Resolution: A Topological Approach Journal of Banking and Finance, 118(September).

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  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.

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  Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs∗ Review of Financial Studies, 33(1):309--357.

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  Koudijs, P. and Salisbury, L. (2020). Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850 Journal of Financial Economics, 138(1):1--26.
• Li, C., Turmunkh, U. and Wakker, P. (2020). Social and Strategic Ambiguity versus Betrayal Aversion Games and Economic Behavior, 123:272--287.

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  Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.

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  Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.