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.
845 Key Publications
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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):1--22. -
Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):. -
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):. -
Opschoor, D. and van der Wel, M. (2024). A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound Journal of Business and Economic Statistics, :. -
D\textquoterightInnocenzo, 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. -
Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, :1123--1148. -
Kleibergen, F. and Kong, L. (2024). Identification robust inference for the risk premium in term structure models Journal of Econometrics, :. -
Engelmann, JanB., Lebreton, M., Salem-Garcia, NahuelA., Schwardmann, P. and van der Weele, JoëlJ. (2024). Anticipatory Anxiety and Wishful Thinking American Economic Review, 114(4):926--960. -
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:. -
Magnus, JanR. (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):1--23. -
Boot, A. and Vladimirov, V. (2024). Disclosure, Patenting, and Trade Secrecy Journal of Accounting Research, :. -
Gorgi, P., Koopman, S.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, :. -
Koster, HansR.A. (2024). The Welfare Effects of Greenbelt Policy: Evidence from England Economic Journal, 134(657):363--401. -
Manduca, R., Hell, M., Adermon, A., Blanden, J., Bratberg, E., Gielen, AnneC., Kippersluis, H.V., Lee, K., Machin, S., Munk, MartinD., Nybom, M., Ostrovsky, Y., Rahman, S. and Sirniö, O. (2024). Measuring Absolute Income Mobility: Lessons from North America and Europe† American Economic Journal: Applied Economics, 16(2):1--30. -
Koster, HansR.A. and Thisse, J.F. (2024). Understanding Spatial Agglomeration: Increasing Returns, Land, and Transportation Costs Annual Review of Economics, 16:55--78. -
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):. -
Li, W., Xu, G. and van den Brink, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:. -
Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, :. -
Naghi, AndreaA., O'Neill, E. and Danielova Zaharieva, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, :.