39 Key Publications

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  Einmahl, J., Yang, F and Zhou, C. (2020). Testing the multivariate regular variation model Journal of Business and Economic Statistics, accepted:.

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  Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH?MIDAS models Journal of Applied Econometrics, 35(1):19--45.

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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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  Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.

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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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  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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  Wan, P. and Davis, R. (2020). Goodness-of-fit testing for time series models via distance covariance Journal of Econometrics, :.

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  Hecq, A., Issler, J.V. and Telg, S. (2020). Mixed causal–noncausal autoregressions with exogenous regressors Journal of Applied Econometrics, 35(3):328--343.

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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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  Leeuwen, B.van, Offerman, T. and van de Ven, J. (2020). Fight or Flight: Endogenous Timing in Conflicts Review of Economics and Statistics, :.

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  Bosker, E.(. and Buringh, E. (2020). Iceberg transport costs Economic Journal, 130:1262--1287.

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  Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.

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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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  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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  Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and Financial Professionals Review of Financial Studies, 33(6):2659--2696.

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  Kapoor, S., Oosterveen, M. and Webbink, D. (2020). The price of forced attendance Journal of Applied Econometrics, 36(2):209--227.

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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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  Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.

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  Zouain Pedroni, M. and Huo, Z. (2020). A Single-Judge Solution to Beauty Contests American Economic Review, Vol. 110, No. 2:526--568.