Can, S., Einmahl, J. and Laeven, R. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):147--159.
56 Key Publications
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Ziegler, \.G.B., Romagnoli, G. and Offerman, T. (2024). Morals in Multi-Unit Markets Journal of the European Economic Association, 22(5):2225--2260. -
Magnus, \JanR.\ (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):. -
Koster, \HansR.A.\ and Rouwendal, J. (2024). Housing market discount rates: evidence from bargaining and bidding wars International Economic Review, 65(2):955--1002. -
Blinder, \AlanS.\, Ehrmann, M., \de Haan\, J. and Jansen, \.J. (2024). Central Bank Communication with the General Public: Promise or False Hope? Journal of Economic Literature, 62(2):425--457. -
\de Haan\, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393. -
Creal, D., Koopman, \.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):1--14. -
Pérignon, C., Akmansoy, O., Hurlin, C., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Menkveld, \AlbertJ.\, Razen, M. and Weitzel, U. (2024). Computational Reproducibility in Finance: Evidence from 1,000 Tests Review of Financial Studies, 37(11):3558--3593. -
Blasques, F., \van Brummelen\, J., Gorgi, P. and Koopman, \.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):. -
Menkveld, A., Caskurlu, T., Vladimirov, V. and Project\, \.C.A. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390. -
\van Bekkum\, S., Gabarro, M., Irani, \RustomM.\ and Peydró, \.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:. -
Li, W., Xu, G. and \van den Brink\, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:1--7. -
Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249:. -
Bošković, B., Kapoor, S., Markiewicz, A. and Scholnick, B. (2024). ADD-ON PRICING OVER REGIONAL BUSINESS CYCLES: EVIDENCE FROM EXTENDED WARRANTIES International Economic Review, 65(4):2019--2046. -
Naghi, \AndreaA.\, O'Neill, E. and \Danielova Zaharieva\, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, 39(7):1321--1331. -
Noailly, J., Nowzohour, L., \van den Heuvel\, M. and Pla, I. (2024). Heard the news? Environmental policy and clean investments Journal of Public Economics, 238:. -
Perotti, E. and Matta, R. (2024). Pay, Stay or Delay Journal of Financial Economics, :. -
Cahuc, P., Carcillo, S., Patault, B. and Moreau, F. (2024). Judge bias in labor courts and firm performance Journal of the European Economic Association, 22(3):1319–1366. -
D\textquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917. -
Chen, Y., Ward, F., Palma, N. and Brzezinski, A. (2024). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, 106(5):1220--1235.