\van Os\, B. and \van Dijk\, D. (2025). Dynamic Conditional Correlations with Partial Information Pooling Journal of Business and Economic Statistics, :.
29 Key Publications
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Golez, B. and Koudijs, P. (2025). Equity duration and predictability Journal of Financial Economics, 172:. -
Margaritella, L. and Sessinou, R. (2025). Precision Least Squares: Estimation and Inference in High-Dimensions Journal of Business and Economic Statistics, 43(4):884--896. -
Paap, R. and Franses, \.H. (2025). Shrinkage estimators for periodic autoregressions Journal of Econometrics, 247:. -
\Dias Pereira\, R., Rietveld, N. and \van Kippersluis\, H. (2025). The Interplay between Maternal Smoking and Genes in Offspring Birth Weight Journal of Human Resources, 60(2):400--433. -
Goyal, A., Reed, \AdamV.\, Smajlbegovic, E. and Soebhag, A. (2025). Stealthy shorts: Informed liquidity supply Journal of Financial Economics, 172:. -
Buurma-Olsen, J., Koster, \HansR.A.\, \van Ommeren\, J. and Damsté, \.S. (2025). Quantifying misallocation of public housing Journal of Public Economics, 242:1--16. -
Timm, \.M., 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. -
Kleibergen, F. and Zhan, Z. (2025). Risk premia from the cross-section of individual assets Journal of Econometrics, 252(A):.