\de Haan\, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393.
850 Key Publications
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Creal, D., Koopman, \.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):1--14. -
Can, S., Einmahl, J. and Laeven, R. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):147--159. -
Ziegler, \.G.B., Romagnoli, G. and Offerman, T. (2024). Morals in Multi-Unit Markets Journal of the European Economic Association, 22(5):2225--2260. -
Amasino, D., Pace, D. and \van der Weele\, J.J. (2024). Fair Shares and Selective Attention American Economic Journal: Microeconomics, 16(4):259–290. -
Atella, V., \di Porto\, E., Kopinska, J. and Lindeboom, M. (2024). Traumatic Experiences Adversely Affect Life Cycle Labor Market Outcomes of the Next Generation—Evidence from Wwii Nazi Raids Journal of the European Economic Association, 22(2):963--1009. -
Koster, \HansR.A.\ (2024). The Welfare Effects of Greenbelt Policy: Evidence from England Economic Journal, 134(657):363--401. -
Bindler, A., Hjalmarsson, R., Ketel, N. and Mitrut, A. (2024). Discontinuities in the Age-Victimisation Profile and the Determinants of Victimisation Economic Journal, 134(657):95–134. -
Bosker, M. and Westbrock, B. (2024). The network origins of the gains from trade Journal of Economic Theory, 216:. -
Pérignon, C., Akmansoy, O., Hurlin, C., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Menkveld, \AlbertJ.\, Razen, M. and Weitzel, U. (2024). Computational Reproducibility in Finance: Evidence from 1,000 Tests Review of Financial Studies, 37(11):3558--3593. -
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):. -
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:. -
Li, W., Xu, G. and \van den Brink\, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:1--7. -
Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249:. -
Bošković, B., Kapoor, S., Markiewicz, A. and Scholnick, B. (2024). ADD-ON PRICING OVER REGIONAL BUSINESS CYCLES: EVIDENCE FROM EXTENDED WARRANTIES International Economic Review, 65(4):2019--2046. -
\De Vos\, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(1):. -
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. -
Kleen, O. (2024). Scaling and measurement error sensitivity of scoring rules for distribution forecasts Journal of Applied Econometrics, 39(5):833--849.