56 Key Publications

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  Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22.

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  D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):.

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  Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234:.

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  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.

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  Muslimova, D., \van Kippersluis\, H., Rietveld, N., \von Hinke\, S. and Meddens, F. (2024). Gene-environment complementarity in educational attainment Journal of Labor Economics, :.

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  Bauer, M., Cahlikova, J., \Celik Katreniak\, D., Chytilova, J., Cingl, L. and Zelinsky, T. (2024). Nastiness in Groups Journal of the European Economic Association, 22(5):2075--2107.

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  Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, 39(6):1123--1148.

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  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.

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  Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, 37(8):2403--2460.

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  Tommasi, D. and Zhang, L. (2024). Bounding Program Benefits When Participation Is Misreported Journal of Econometrics, 238(1):.

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  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, :.

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  Cahuc, P., Carcillo, S., Patault, B. and Moreau, F. (2024). Judge bias in labor courts and firm performance Journal of the European Economic Association, 22(3):1319–1366.

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  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.

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  Chen, Y., Ward, F., Palma, N. and Brzezinski, A. (2024). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, 106(5):1220--1235.

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  Can, S., Einmahl, J. and Laeven, R. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):147--159.

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  Ziegler, \.G.B., Romagnoli, G. and Offerman, T. (2024). Morals in Multi-Unit Markets Journal of the European Economic Association, 22(5):2225--2260.