Koopman, S., Lucas, A. and Scharth, M. (2015). Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models Journal of Business and Economic Statistics, 33(1):114--127.
24 Key Publications
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Noussair, C.(., van Soest, D. and Stoop, J. (2015). Cooperation in a Dynamic Fishing Game: A Framed Field Experiment (AER: Papers and Proceedings) American Economic Review, 105(5):1--7. -
Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606. -
Kriwoluzky, A. and Stoltenberg, C. (2015). Monetary policy and the transaction role of money in the US Economic Journal, 125(587):1452--1473.