De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.
30 Key Publications
filtered by:
-
-
Haufler, A., Mardan, M. and Schindler, D. (2018). Double tax discrimination to attract FDI and fight profit shifting: The role of CFC rules Journal of International Economics, 114:25--43.
-
Adams, R., Akyol, A. and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662.
-
Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.
-
Khadjavi, M. and Tjaden, JasperD. (2018). Setting the bar - an experimental investigation of immigration requirements Journal of Public Economics, 165:160--169.
-
Grundy, B. and Verwijmeren, P. (2018). The buyers’ perspective on security design: Hedge funds and convertible bond call provisions Journal of Financial Economics, 127(1):77--93.
-
Jochem, T., Ladika, T. and Sautner, Z. (2018). The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting Review of Financial Studies, 31(11):4142–4186.
-
Morgan, J., Sisak, D. and Várdy, F. (2017). The Ponds Dilemma Economic Journal, 128(611):1634--1682.
-
Keijsers, B., Diris, B. and Kole, E. (2018). Cyclicality in losses on bank loans Journal of Applied Econometrics, 33(4):533--552.
-
Muller, P., van der Klaauw, B., Gautier, P., Rosholm, M. and Svarer, M. (2018). Estimating equilibrium effects of job search assistance Journal of Labor Economics, 36(4):1073--1125.
-
Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
-
Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2018). Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans Review of Financial Studies, 31(8):2855--2896.
-
Blasques, F. and Duplinskiy, A. (2018). Penalized indirect inference Journal of Econometrics, 205(1):34--54.
-
Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.
-
De Ree, J., Muralidharan, K., Pradhan, M. and Rogers, H. (2018). Double for nothing? Experimental evidence on an unconditional teacher salary increase in Indonesia Quarterly Journal of Economics, 133(2):993--1039.
-
Cheshire, P., Hilber, ChristianA.L. and Koster, HansR.A. (2018). Empty homes, longer commutes: The unintended consequences of more restrictive local planning Journal of Public Economics, 158(2):126--151.
-
Malmendier, U., Moretti, E. and Peters, F. (2018). Winning by Losing: Evidence on the Long-Run Effects of Mergers Review of Financial Studies, 31(8):3212–3264.
-
Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects Journal of Business and Economic Statistics, 36(1):47--61.
-
Bos, M., Breza, E. and Liberman, A. (2018). The labor market effects of credit market information Review of Financial Studies, 31(6):2005--2037.
-
van der Ploeg, F. and de Zeeuw, A. (2018). Climate Tipping and Economic Growth: Precautionary Capital and the Price of Carbon Journal of the European Economic Association, 16(5):1577–1617.