Blasques, F., \van Brummelen\, J., Gorgi, P. and Koopman, \.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):.
27 key alumni publications
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Menkveld, A., Caskurlu, T., Vladimirov, V. and Project\, \.C.A. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390. -
\van Bekkum\, S., Gabarro, M., Irani, \RustomM.\ and Peydró, \.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:. -
Boswijk, \H.Peter\, Laeven, \RogerJ.A.\ and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1):. -
Ahmed, H., Einmahl, \JohnH.J.\ and Zhou, C. (2024). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, 120(549):291--304. -
Janssens, \EvaF.\ and Lumsdaine, \RobinL.\ (2024). Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages Journal of Applied Econometrics, 39(1):22--40. -
D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):.