41 Key Publications

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  He, Y., Jaidee, S. and Gao, J. (2023). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, 234(1):151--177.

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  Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21.

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  Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112.

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  Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65.

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  De Haan, M., Gautier, PieterA., Oosterbeek, H. and van der Klaauw, B. (2023). The Performance of School Assignment Mechanisms in Practice Journal of Political Economy, 131(2):388--455.

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  Cai, X., Gautier, P. and Wolthoff, R. (2023). MEETINGS AND MECHANISMS International Economic Review, 64(1):155--185.

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  Daniel, K., Klos, A. and Rottke, S. (2023). The Dynamics of Disagreement Review of Financial Studies, 36(6):2431--2467.

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  Peters, F. and Kucinskas, S. (2023). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, :.

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  Erbahar, A. and Rebeyrol, V. (2023). Trade Intermediation by Producers Journal of International Economics, 140:.

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  Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952.

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  Almeida, C., Freire, G., Azevedo, R. and Ardison, K. (2023). Nonparametric Option Pricing with Generalized Entropic Estimators Journal of Business and Economic Statistics, 41(4):1173--1187.

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  Almeida, C., Fan, J., Freire, G. and Tang, F. (2023). Can a Machine Correct Option Pricing Models? Journal of Business and Economic Statistics, 41(3):995--1009.

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  Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2023). On the foundations of competitive search equilibrium with and without market makers Journal of Economic Theory, 208:1--33.

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  Dyrda, S. and Pedroni, M. (2023). Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Income Risk Review of Economic Studies, 90(2):744–780.

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  Dirkmaat, T., Rohde, K., van de Veer, E., van Dijk, B. and Yu, X. (2023). Managing “Last Moment Behavior”:: Non-binding target dates to reduce the spikes in task completion at deadlines Journal of Public Economics, 219:.

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  Huo, Z. and Pedroni, M. (2023). Dynamic information aggregation: Learning from the past Journal of Monetary Economics, 136:107--124.

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  Hummel, A.J. and Jacobs, B. (2023). Optimal income taxation in unionized labor markets Journal of Public Economics, 220:1--30.

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  Kole, E. and van Dijk, D. (2023). Moments, shocks and spillovers in Markov-switching VAR models Journal of Econometrics, 236(2):.

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  Gautier, P., Hu, B. and Watanabe, M. (2023). Marketmaking Middlemen RAND Journal of Economics, 54(1):83--103.

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  Korevaar, M. (2023). Reaching for yield and the housing market: Evidence from 18th-century Amsterdam Journal of Financial Economics, 148(3):273--296.