Blasques, F., Gorgi, P. and Koopman, S.J. (2025). Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models Journal of Business and Economic Statistics, :.
841 Key Publications
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Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29. -
Kučinskas, S. and Peters, F. (2024). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, 106(6):1620--1637. -
\de Haan\, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393. -
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. -
He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578. -
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. -
Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, 37(8):2403--2460. -
Lange, R. and Teulings, \.(. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming Journal of Economic Theory, 215:. -
Chevalier, A. and Marie, O. (2024). Risky moms, risky kids? fertility and crime after the fall of the wall Journal of Public Economics, 230:. -
Koster, HansR.A. and Rouwendal, J. (2024). Housing market discount rates: evidence from bargaining and bidding wars International Economic Review, 65(2):955--1002. -
Pinotti, P. and Marie, O. (2024). Immigration and Crime: An International Perspective Journal of Economic Perspectives, 38(1):181--200. -
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. -
Bindler, A., Hjalmarsson, R., Ketel, N. and Mitrut, A. (2024). Discontinuities in the Age-Victimization Profile and the Determinants of Victimization Economic Journal, 134(657):95–134. -
Bosker, M. and Westbrock, B. (2024). The network origins of the gains from trade Journal of Economic Theory, 216:. -
Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22. -
Blinder, AlanS., Ehrmann, M., de Haan, J. and Jansen, D.J. (2024). Central Bank Communication with the General Public: Promise or False Hope? Journal of Economic Literature, 62(2):425--457. -
Li, C. and Wakker, P. (2024). A Simple and General Axiomatization of Average Utility Maximization for Infinite Streams Journal of Economic Theory, 216:1--10. -
Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):. -
Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.