Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, :1123--1148.
830 Key Publications
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Kleibergen, F. and Kong, L. (2024). Identification robust inference for the risk premium in term structure models Journal of Econometrics, :. -
Engelmann, J., Lebreton, M., Salem-Garcia, N., Schwardmann, P. and van der Weele, J.J. (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):. -
Gorgi, P., Koopman, S.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, 244(2):1--23. -
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):1--14. -
Li, W., Xu, G. and van den Brink, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:1--7. -
Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249:. -
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:. -
van Bekkum, S., Gabarro, M., Irani, RustomM. and Peydró, J.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:. -
De Vos, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(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. -
Frazier, DavidT., Renault, E., Zhang, L. and Zhao, X. (2024). Weak Identification in Discrete Choice Models Journal of Econometrics, :.