De Vos, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(1):.
54 Key Publications
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\van Bekkum\, S., Gabarro, M., Irani, \RustomM.\ and Peydró, \.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:. -
Naghi, \AndreaA.\, O'Neill, E. and \Danielova Zaharieva\, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, 39(7):1321--1331. -
Noailly, J., Nowzohour, L., van den Heuvel, M. and Pla, I. (2024). Heard the news? Environmental policy and clean investments Journal of Public Economics, 238:. -
Pérignon, C., Akmansoy, O., Hurlin, C., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Menkveld, AlbertJ., Razen, M. and Weitzel, U. (2024). Computational Reproducibility in Finance: Evidence from 1,000 Tests Review of Financial Studies, 37(11):3558--3593. -
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):. -
Boswijk, \H.Peter\, Laeven, \RogerJ.A.\ and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1):. -
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. -
Kleen, O. (2024). Scaling and measurement error sensitivity of scoring rules for distribution forecasts Journal of Applied Econometrics, 39(5):833--849. -
Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):. -
D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):. -
Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234:. -
He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578. -
Vogels, L., Mohammadi, R., 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.