Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.
20 Key Publications
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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):.
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de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393.
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Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):.
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Li, C. and Wakker, P. (2024). A Simple and General Axiomatization of Average Utility Maximization for Infinite Streams Journal of Economic Theory, 216:1--10.
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Blinder, AlanS., Ehrmann, M., De Haan, J. and Jansen, D. (2024). Central bank communication with the general public: Promise or false hope? Journal of Economic Literature, :.
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Fisar, M., Greiner, B., Huber, C., Katok, E., Ozkes, AliI., Collaboration, T.M.S.R., Szymanowska, M., Bongaerts, D. and Rose, J. (2024). Reproducibility in Management Science Management Science, 70(3):1343–1356.
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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.
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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:.
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Chevalier, A. and Marie, O. (2024). Risky moms, risky kids? fertility and crime after the fall of the wall Journal of Public Economics, 230:.
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Koster, HansR.A. and Rouwendal, J. (2024). HOUSING MARKET DISCOUNT RATES: EVIDENCE FROM BARGAINING AND BIDDING WARS International Economic Review, :.
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Tommasi, D. and Zhang, L. (2024). Bounding Program Benefits When Participation Is Misreported Journal of Econometrics, 238(1):.
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Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, :.
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van der Klaauw, B. and Ziegler, L. (2024). A field experiment on labor market speeddates for unemployed workers Journal of Human Resources, :.
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Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):.
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Pinotti, P. and Marie, O. (2024). Immigration and Crime: An International Perspective Journal of Economic Perspectives, 38(1):181--200.
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Atella, V., di Porto, E., Kopinska, J. and Lindeboom, M. (2024). Traumatic Experiences Adversely Affect Life Cycle Labor Market Outcomes of the Next Generation—Evidence from Wwii Nazi Raids Journal of the European Economic Association, :.
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Bindler, A., Hjalmarsson, R., Ketel, N. and Mitrut, A. (2024). Discontinuities in the Age-Victimization Profile and the Determinants of Victimization Economic Journal, 134(657):95–134.
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Bosker, M. and Westbrock, B. (2024). The network origins of the gains from trade Journal of Economic Theory, 216:.
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Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):1--22.