56 Key Publications

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  He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578.

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  Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.

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  Can, S., Laeven, R. and Einmahl, JohnH.J. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):.

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  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.

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  Kleen, O. (2024). Scaling and measurement error sensitivity of scoring rules for distribution forecasts Journal of Applied Econometrics, 39(5):833--849.

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  Frazier, DavidT., Renault, E., Zhang, L. and Zhao, X. (2024). Weak Identification in Discrete Choice Models Journal of Econometrics, :.

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  D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):.

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  Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234:.

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  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.

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  Vogels, L., Mohammadi, A., 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.

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  Magnus, JanR. (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):.

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  Koster, HansR.A. and Rouwendal, J. (2024). HOUSING MARKET DISCOUNT RATES: EVIDENCE FROM BARGAINING AND BIDDING WARS International Economic Review, 65(2):955--1002.

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  de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393.

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  Creal, D., Koopman, S.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):1--14.

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  Avdeev, S., Ketel, N., Oosterbeek, H. and van der Klaauw, B. (2024). Spillovers in fields of study: Siblings, cousins, and neighbors Journal of Public Economics, 238:.

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  Koning, P., Lindeboom, M. and Godard, M. (2024). Application and Award Responses to Stricter Screening in Disability Insurance Journal of Human Resources, 59(5):1353--1386.

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  Kučinskas, S. and Peters, F. (2024). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, 106(6):1620--1637.

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  Amasino, D., Pace, D. and van der Weele, J.J. (2024). Fair Shares and Selective Attention American Economic Journal: Microeconomics, 16(4):259–290.

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  Atella, V., di Porto, E., Kopinska, J. and Lindeboom, M. (2024). Traumatic Experiences Adversely Affect Life Cycle Labor Market Outcomes of the Next Generation—Evidence from Wwii Nazi Raids Journal of the European Economic Association, 22(2):963--1009.

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  Koster, HansR.A. (2024). The Welfare Effects of Greenbelt Policy: Evidence from England Economic Journal, 134(657):363--401.