Can, S., Laeven, R. and Einmahl, JohnH.J. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):.
49 Key Publications
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De Vos, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(1):1--20. -
D'Innocenzo, E., Lucas, A., Opschoor, A. and Zhang, X. (2024). Heterogeneity and dynamics in network models Journal of Applied Econometrics, 39(1):150--173. -
Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, :. -
Kleibergen, F. and Kong, L. (2024). Identification robust inference for the risk premium in term structure models Journal of Econometrics, :. -
Opschoor, D. and van der Wel, M. (2024). A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound Journal of Business and Economic Statistics, :. -
Chevalier, A. and Marie, O. (2024). Risky moms, risky kids? fertility and crime after the fall of the wall Journal of Public Economics, 230:. -
Avdeev, S., Ketel, N., Oosterbeek, H. and van der Klaauw, B. (2024). Spillovers in fields of study: Siblings, cousins, and neighbors Journal of Public Economics, 238:. -
Koning, P., Lindeboom, M. and Godard, M. (2024). Application and Award Responses to Stricter Screening in Disability Insurance Journal of Human Resources, 59(5):1353--1386. -
Magnus, JanR. (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):1--23. -
Boot, A. and Vladimirov, V. (2024). Disclosure, Patenting, and Trade Secrecy Journal of Accounting Research, :. -
Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, :1123--1148. -
Lange, R. and Teulings, C.(. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming Journal of Economic Theory, 215:. -
Engelmann, JanB., Lebreton, M., Salem-Garcia, NahuelA., Schwardmann, P. and van der Weele, JoëlJ. (2024). Anticipatory Anxiety and Wishful Thinking American Economic Review, 114(4):926--960. -
Tommasi, D. and Zhang, L. (2024). Bounding Program Benefits When Participation Is Misreported Journal of Econometrics, 238(1):. -
van der Klaauw, B. and Ziegler, L. (2024). A field experiment on labor market speeddates for unemployed workers Journal of Human Resources, :. -
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, D.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, S.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):.