143 Key Publications

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

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  Konig, M., Zilibotti, F., Storesletten, K. and Song, M. (2021). From Imitation to Innovation: Where Is all that Chinese R&D Going? Econometrica, :.

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  Kastoryano, S. and van der Klaauw, B. (2021). Dynamic evaluation of job search assistance Journal of Applied Econometrics, :.

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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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  van den Brink, R., Núñez, M. and Robles, F. (2021). Valuation monotonicity, fairness and stability in assignment problems Journal of Economic Theory, 195:.

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  Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2021). Maximum likelihood estimation for score-driven models Journal of Econometrics, :.

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  Zou, Z., van den Brink, R. and Funaki, Y. (2021). Compromising between the proportional and equal division values Journal of Mathematical Economics, 97:.

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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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  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.

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  Kleibergen, F. (2020). Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics, :.

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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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  Konig, M., Hsieh, C. and Liu, X. (2020). A Structural Model for the Coevolution of Networks and Behavior Review of Economics and Statistics, :1--41.

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  Lindner, I. and Strulik, H. (2020). Innovation and inequality in a small world International Economic Review, 61(2):683--719.

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  Blasques, F., Gorgi, P. and Koopman, S.J. (2020). Missing observations in observation-driven time series models Journal of Econometrics, :.

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  König, MichaelD., Liu, X. and Zenou, Y. (2019). R&D Networks: Theory, Empirics and Policy Implications: Theory, Empirics, and Policy Implications Review of Economics and Statistics, 101(3):476--491.

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  van den Berg, GerardJ. and van der Klaauw, B. (2019). Structural empirical evaluation of job search monitoring International Economic Review, 60(2):879--903.

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  Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.

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  Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.

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  Bloemen, H. (2019). Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach Journal of Business and Economic Statistics, 37(3):471--483.

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  Wang, W., Zhang, X and Paap, R. (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.