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455 key alumni publications

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  • Li, M. and Koopman, S. (2021). Unobserved components with stochastic volatility: Simulation-based estimation and signal extraction Journal of Applied Econometrics, 36(5):614--627.
  • Enke, B., Gneezy, U., Hall, B., Martin, D., Nelidov, V., Offerman, T. and Ven, J. (2021). Cognitive Biases: Mistakes or Missing Stakes? Review of Economics and Statistics, :.
  • Gryglewicz, S.(., Mayer, S. and Morellec, E. (2021). Optimal financing with tokens Journal of Financial Economics, :.
  • Ikefuji, M., Laeven, R., Magnus, J. and Muris, C. (2021). Earthquake risk embedded in property prices: Evidence from five Japanese cities Journal of the American Statistical Association, :.
  • Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2021). Maximum likelihood estimation for score-driven models Journal of Econometrics, :.
  • Egebark, J., Ekström, M., Plug, E. and van Praag, M. (2021). Brains or beauty? Causal evidence on the returns to education and attractiveness in the online dating market Journal of Public Economics, 196:.
  • Juodis, A. and Sarafidis, V. (2021). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, :.
  • Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.
  • Sarsons, H., Gërxhani, K., Reuben, E. and Schram, A. (2020). Gender Differences in Recognition for GroupWork Journal of Political Economy, :.
  • Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.
  • Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.
  • Kleibergen, F. (2020). Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics, :.
  • Bräuning, F. and Koopman, S.J. (2020). The dynamic factor network model with an application to international trade Journal of Econometrics, 216(2):494--515.
  • Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.
  • Borowska, A., Hoogerheide, L., Koopman, S.J. and van Dijk, HermanK. (2020). Partially censored posterior for robust and efficient risk evaluation Journal of Econometrics, 217(2):335--355.
  • Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.
  • Muller, P., van der Klaauw, B. and Heyma, A. (2020). Comparing econometric methods to empirically evaluate activation programs for job seekers Journal of Applied Econometrics, 35(5):526--547.
  • Denderski, P. and Stoltenberg, C. (2020). Risk sharing with private and public information Journal of Economic Theory, 186:.
  • van Leeuwen, B., Offerman, T. and Schram, A. (2020). Competition for Status Creates Superstars: An Experiment on Public Good Provision and Network Formation Journal of the European Economic Association, :666.
  • Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297.