30 Key Publications

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

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

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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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  Kleibergen, F. (2020). Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics, :.

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

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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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  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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  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.