56 Key Publications

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  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.

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  Kučinskas, S. and Peters, F. (2024). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, 106(6):1620--1637.

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  Gorgi, P., Koopman, \.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, 244(2):1--23.

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  Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29.

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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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  Armillotta, M. and Gorgi, P. (2024). Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models Journal of Econometrics, 246(1-2):.

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  Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22.

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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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  Huo, Z., Pedroni, M. and Pei, G. (2024). Bias and Sensitivity under Ambiguity American Economic Review, 114(12):4091--4133.

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  \De Vos\, I. and Stauskas, O. (2024). Cross-section bootstrap for CCE regressions Journal of Econometrics, 240(1):.

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  Boswijk, \H.Peter\, Laeven, \RogerJ.A.\ and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1):.

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  Ahmed, H., Einmahl, \JohnH.J.\ and Zhou, C. (2024). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, 120(549):291--304.

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  Kleen, O. (2024). Scaling and measurement error sensitivity of scoring rules for distribution forecasts Journal of Applied Econometrics, 39(5):833--849.

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  Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.

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  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.

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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.