39 Key Publications

• 

  Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2020). Multiple applications, competing mechanisms, and market power Journal of Economic Theory, 190:1--39.

• 

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

• 

  Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R.E.F. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357.

• 

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

• 

  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.

• 

  Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs Review of Financial Studies, 33(1):309--357.

• 

  Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.

• 

  Wakker, P.P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, in press:.

• 

  Wakker, P.P. (2020). Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, & Tymula (2019) American Economic Journal: Microeconomics, in press:.

• 

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

• 

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

• 

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

• 

  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.

• 

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

• 

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

• 

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

• 

  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.

• 

  Benoît, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :.

• 

  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.