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, 43(4):926--940.
40 Key Publications
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Goyal, A., Reed, AdamV., Smajlbegovic, E. and Soebhag, A. (2025). Stealthy shorts: Informed liquidity supply Journal of Financial Economics, 172. -
Irvine, PaulJ. and Karmaziene, E. (2025). Competing for dark trades Journal of Banking and Finance, 178:1--13.
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Timm, L., Giuliodori, M. and Muller, P. (2025). Tax Incentives for Migrants with Mid-level Earnings: Evidence from the Netherlands American Economic Journal: Applied Economics, 17(3):42--79. -
Hsieh, C.S., König, MichaelD. and Liu, X. (2025). Endogenous Technology Spillovers in R&D Collaboration Networks RAND Journal of Economics, 56(4):419--443. -
Zwiers, E. and Marie, O. (2025). Religious Barriers to Birth Control Access Review of Economics and Statistics, :1--45. -
Opschoor, D. and Dijk, D.V. (2025). Slow Expectation–Maximization Convergence in Low-Noise Dynamic Factor Models Journal of Applied Econometrics, 40(7):829--845. -
Francke, M. and Korevaar, M. (2025). Baby Booms and Asset Booms: Demographic Change and the Housing Market The Journal of Finance, 80(5):3021--3056. -
De Haan, M. and Schreiner, RagnhildC. (2025). The Intergenerational Transmission of Welfare Dependency Economic Journal, 135(669):1609--1640. -
Bellet, ClementS. and Colson-Sihra, E. (2025). Does Inequality Affect the Needs of the Poor? Journal of the European Economic Association, 23(4):1272--1308. -
Ash, E., Galletta, S. and Giommoni, T. (2025). A Machine Learning Approach to Analyze and Support Anticorruption Policy American Economic Journal: Economic Policy, 17(2):162--193. -
Pedroni, M., Singh, S. and Stoltenberg, C. (2025). Advance information and consumption insurance: Evidence and structural estimation Journal of Monetary Economics, 151. -
Einmahl, JohnH.J., Krajina, A. and Cai, J.J. (2025). Empirical likelihood based testing for multivariate regular variation Annals of Statistics, 53(1):352--373. -
Mayer, A., Wied, D. and Troster, V. (2025). Quantile Granger causality in the presence of instability☆ Journal of Econometrics, 249. -
Hoffmann, F. and Vladimirov, V. (2025). Auctions versus Negotiations: The Role of the Payment Structure The Journal of Finance, 80(3):1769--1813. -
Hoffmann, F. and Vladimirov, V. (2025). Worker Runs The Journal of Finance, 80(2):937--979. -
Kleibergen, F. and Zhan, Z. (2025). Risk premia from the cross-section of individual assets Journal of Econometrics, 252(A). -
Belot, M., Kircher, P. and Muller, P. (2025). Eliciting Time Preferences When Income and Consumption Vary: Theory, Validation, and Application to Job Search American Economic Journal: Microeconomics, 17(1):130--170. -
van 't Hoff, N.A.L., Lewbel, A. and Mellace, G. (2025). Limited Monotonicity and the Combined Compliers LATE Review of Economics and Statistics. -
Han, J. and Wang, Y. (2025). All that glitters: A theory of multiple bubbles with implications for cryptocurrencies Journal of Monetary Economics, 152.