Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.
28 Key Publications
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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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Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs∗ Review of Financial Studies, 33(1):309--357.
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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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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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Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.
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Gryglewicz, S., Mayer, S.(. and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.
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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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Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.
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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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Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:.
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Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357--402.
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Boons, M., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470.
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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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Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:.
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Beno\^it, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :.
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Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2020). Multiple applications, competing mechanisms, and market power Journal of Economic Theory, 190:1--39.
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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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Huo, Z. and Pedroni, M. (2020). A Single-Judge Solution to Beauty Contests American Economic Review, 110(2):526--568.
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Cabrera, J. and Webbink, D. (2020). Do higher salaries yield better teachers and better student outcomes Journal of Human Resources, 55(4):1222--1257.