508 key alumni publications

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  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.

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  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.

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  Baltussen, G., Swinkels, L. and \Van Vliet\, P. (2021). Global factor premiums Journal of Financial Economics, 142(3):1128--1154.

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  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.

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  Baltussen, G., Da, Z., Lammers, S. and Martens, M. (2021). Hedging Demand and Market Intraday Momentum Journal of Financial Economics, :.

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  Kleibergen, F. (2021). Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics, 221(1):78--96.

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  Baillon, A., Bleichrodt, H., Li, C. and Wakker, \PeterP.\ (2021). Belief hedges: Measuring ambiguity for all events and all models Journal of Economic Theory, 198:.

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  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:.

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  Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.

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  Blasques, F., Gorgi, P. and Koopman, \S.J.\ (2021). Missing observations in observation-driven time series models Journal of Econometrics, 221(2):542--568.

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  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:.

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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.

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  Oosterbeek, H., Sóvágó, S. and \van der Klaauw\, B. (2021). Preference heterogeneity and school segregation Journal of Public Economics, 197:1--26.

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  Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.

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  Denderski, P. and Stoltenberg, C. (2020). Risk sharing with private and public information Journal of Economic Theory, 186:.

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  \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, 18(2):666--707.

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  Bräuning, F. and Koopman, \.J. (2020). The dynamic factor network model with an application to international trade Journal of Econometrics, 216(2):494--515.

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  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.

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  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.

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  Ikefuji, M., Laeven, \RogerJ.A.\, Magnus, \JanR.\ and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.