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492 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.
  • Kapoor, S., Oosterveen, M. and Webbink, D. (2021). The price of forced attendance Journal of Applied Econometrics, 36(2):209--227.
  • Pelzl, P. and Poelhekke, S. (2021). Good mine, bad mine: Natural resource heterogeneity and Dutch disease in Indonesia Journal of International Economics, 131:1--21.
  • Sarsons, H., Gërxhani, K., Reuben, E. and Schram, A. (2021). Gender differences in recognition for group work Journal of Political Economy, 129(1):101--147.
  • Baltussen, G., Swinkels, L. and Van Vliet, P. (2021). Global factor premiums Journal of Financial Economics, 142(3):1128--1154.
  • Bijkerk, S., Dominguez Martinez, S., Kamphorst, J. and Swank, O. (2021). Labor Market Quotas when Promotions are Signals Journal of Labor Economics, 39(2):437--460.
  • Kleibergen, F. (2021). Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics, 221(1):78--96.
  • Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.
  • Opschoor, A., Lucas, A., Barra, I. and van Dijk, D. (2021). Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Journal of Business and Economic Statistics, 39(4):1066--1079.
  • Einmahl, JohnH.J., Yang, F. and Zhou, C. (2021). Testing the Multivariate Regular Variation Model Journal of Business and Economic Statistics, 39(4):907--919.
  • 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., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.
  • Blasques, F., Gorgi, P. and Koopman, S.J. (2021). Missing observations in observation-driven time series models Journal of Econometrics, 221(2):542--568.
  • Dur, R., Fleming, D., Van Garderen, M. and Van Lent, M. (2021). A Social Norm Nudge to Save More: A Field Experiment at a Retail Bank Journal of Public Economics, 200:.
  • Oosterbeek, H., Sóvágó, S. and van der Klaauw, B. (2021). Preference heterogeneity and school segregation Journal of Public Economics, 197:1--26.
  • Boswijk, H., Cavaliere, G., Georgiev, I. and Rahbek, A. (2021). Bootstrapping non-stationary stochastic volatility Journal of Econometrics, 224(1):161--180.
  • Gryglewicz, S., Mayer, M. and Morellec, E. (2021). Optimal financing with tokens Journal of Financial Economics, 142(3):1038--1067.
  • Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.
  • 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.
  • Gryglewicz, S., Mayer, S.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.