Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2022). Maximum likelihood estimation for score-driven models Journal of Econometrics, 227(2):325--346.
49 Key Publications
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Everaert, G. and Pozzi, L. (2022). Encompassing measures of international consumption risk sharing and their link with trade and financial globalization Journal of Applied Econometrics, 37(2):433--449. -
Juodis, A. and Reese, S. (2022). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation Journal of Business and Economic Statistics, 40(3):1191--1203. -
Fischbacher, U., Hausfeld, J. and Renerte, B. (2022). Strategic incentives undermine gaze as a signal of prosocial motives Games and Economic Behavior, 136:63--91.
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Schwardmann, P., Tripodi, E. and van der Weele, J.J. (2022). Self-Persuasion: Evidence from Field Experiments at International Debating Competitions American Economic Review, 112(4):1118--1146. -
Acharya, V., Bergant, K., Crosignani, M., Eisert, T. and McCann, F. (2022). The Anatomy of the Transmission of Macroprudential Policies The Journal of Finance, 77(5):2533--2575. -
Beetsma, R., Furtuna, O., Giuliodori, M. and Mumtaz, H. (2021). Revenue- versus spending-based fiscal consolidation announcements: multipliers and follow-up Journal of International Economics, 131. -
Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54. -
Andonov, A. and Rauh, J. (2022). The Return Expectations of Public Pension Funds Review of Financial Studies, 35(8):3777–3822.