501 key alumni publications

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  Boswijk, H., Cavaliere, G., Georgiev, I. and Rahbek, A. (2021). Bootstrapping non-stationary stochastic volatility Journal of Econometrics, 224(1):161--180.

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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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  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.

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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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  Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.

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  Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.

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  \de Haan\, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.

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  Li, M., Koopman, \.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.

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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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  Borowska, A., Hoogerheide, L., Koopman, \.J. and \van Dijk\, \HermanK.\ (2020). Partially censored posterior for robust and efficient risk evaluation Journal of Econometrics, 217(2):335--355.

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  Gryglewicz, S., Mayer, \.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.

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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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  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.

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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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  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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  Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:.