Artemova, M. (2025). An order-invariant score-driven dynamic factor model Journal of Econometrics, 251.
36 Key Publications
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Poblete-Cazenave, R. (2025). Asymmetric crime dynamics in and out of lockdowns Journal of Law, Economics, and Organization, 41(2):700--729.
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Kleibergen, F. and Kong, L. (2025). Identification robust inference for the risk premium in term structure models Journal of Econometrics, 248. -
van der Klaauw, B. and Ziegler, L. (2025). A field experiment on labor market speeddates for unemployed workers Journal of Human Resources, 60(1):259--288. -
Dittmann, I., Li, A.Y., Obernberger, S. and Zheng, J.(. (2025). Equity-based compensation and the timing of share repurchases: the role of the corporate calendar Journal of Accounting and Economics, 80(1). -
Blasques, F., Gorgi, P. and Koopman, S.J. (2025). Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models Journal of Business and Economic Statistics, 43(4):926--940. -
Einmahl, JohnH.J., Krajina, A. and Cai, J.J. (2025). Empirical likelihood based testing for multivariate regular variation Annals of Statistics, 53(1):352--373. -
van 't Hoff, N.A.L., Lewbel, A. and Mellace, G. (2025). Limited Monotonicity and the Combined Compliers LATE Review of Economics and Statistics. -
Ahmed, H., Einmahl, JohnH.J. and Zhou, C. (2025). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, 120(549):291--304. -
Frazier, D., Renault, E., Zhang, L. and Zhao, X. (2025). Weak Identification in Discrete Choice Models Journal of Econometrics, 248. -
Pedroni, M., Singh, S. and Stoltenberg, C. (2025). Advance information and consumption insurance: Evidence and structural estimation Journal of Monetary Economics, 151. -
Belot, M., Kircher, P. and Muller, P. (2025). Eliciting Time Preferences When Income and Consumption Vary: Theory, Validation, and Application to Job Search American Economic Journal: Microeconomics, 17(1):130--170. -
Camehl, A., Fok, D. and Gruber, K. (2025). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249. -
Opschoor, D. and Dijk, D.V. (2025). Slow Expectation{textendash}Maximization Convergence in Low-Noise Dynamic Factor Models Journal of Applied Econometrics, 40(7):829--845. -
Bertsch, C., Hull, I., Lumsdaine, RobinL. and Zhang, X. (2025). Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches Journal of Econometrics, 249. -
Hoffmann, F. and Vladimirov, V. (2025). Worker Runs The Journal of Finance, 80(2):937--979.