Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.
49 Key Publications
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Frazier, DavidT., Renault, E., Zhang, L. and Zhao, X. (2024). Weak Identification in Discrete Choice Models Journal of Econometrics, :. -
Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22. -
Manduca, R., Hell, M., Adermon, A., Blanden, J., Bratberg, E., Gielen, AnneC., Kippersluis, H.V., Lee, K., Machin, S., Munk, MartinD., Nybom, M., Ostrovsky, Y., Rahman, S. and Sirniö, O. (2024). Measuring Absolute Income Mobility: Lessons from North America and Europe† American Economic Journal: Applied Economics, 16(2):1--30. -
Koster, HansR.A. and Thisse, J.F. (2024). Understanding Spatial Agglomeration: Increasing Returns, Land, and Transportation Costs Annual Review of Economics, 16:55--78. -
D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):1--17. -
Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234:1--28. -
He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578. -
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):.