35 Key Publications

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  Terovitis, S. and Vladimirov, V. (2026). How Financial Markets Create Superstars Review of Financial Studies.

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  van Os, B. and van Dijk, D. (2026). Dynamic Conditional Correlations with Partial Information Pooling Journal of Business and Economic Statistics, 44(1):309--320.

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  Belot, M., Kircher, P. and Muller, P. (2026). Do the Long-term Unemployed Benefit from Automated Occupational Advice during Online Job Search? Economic Journal, 136(673):184--206.

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  Beutner, E., Lin, Y. and Lucas, A. (2026). Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models Journal of Econometrics, 255:1--21.

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  Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21.

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  De Vos, I. and Stauskas, O. (2026). Cross-Section Bootstrap for CCE Regressions with General Unknown Factors Journal of Business and Economic Statistics, 44(3):876--885.

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  Biroli, P., Galama, T., Von Hinke, S., van Kippersluis, H., Rietveld, CorneliusA. and Thom, K. (2026). The Economics and Econometrics of Gene–Environment Interplay Review of Economic Studies, 93(1):144--180.

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  Boswijk, H.Peter, Laeven, RogerJ.A., Lalu, A. and Vladimirov, E. (2026). Jump Contagion among Stock Market Indices: Evidence from Option Markets Journal of the American Statistical Association.

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  de Punder, RamonF.A., Diks, CeesG.H., Laeven, RogerJ.A. and van Dijk, DickJ.C. (2026). Localizing Strictly Proper Scoring Rules Journal of the American Statistical Association.
• Cai, J.J., Lin, Y., Schaumburg, J. and Wang, C. (2026). Estimation and inference for the persistence of extremely high temperatures Econometrics Journal.

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  Gomes Figueiredo Varatojo Dos Santos, A., Marie, O. and Markiewicz, A. (2026). The Unequal Job Security Scars of Displacement Journal of Public Economics, 255.

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  Henkel, L. and Pugnaghi-Zimpelmann, C. (2026). Proud to Not Own Stocks: How Identity Shapes Financial Decisions Review of Financial Studies.

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  Nolde, N., Zhou, C. and Zhou, M. (2026). Tail risk in the tail: Estimating high quantiles when a related variable is extreme Journal of the American Statistical Association.
• Gerritse, M., Wang, Z. and van Oort, F. (2026). Industrial Transfer Policy in China: Migration and development Journal of Urban Economics, 151.

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  Mayer, A. and Massmann, M. (2026). Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience Journal of Business and Economic Statistics, 44(1):334--347.