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.
40 Key Publications
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Paap, R. and Franses, P.H. (2025). Shrinkage estimators for periodic autoregressions Journal of Econometrics, 247. -
Mayer, A., Wied, D. and Troster, V. (2025). Quantile Granger causality in the presence of instability☆ Journal of Econometrics, 249. -
Dias Pereira, R., Rietveld, N. and van Kippersluis, H. (2025). The Interplay between Maternal Smoking and Genes in Offspring Birth Weight Journal of Human Resources, 60(2):400--433. -
Bellet, ClementS. and Colson-Sihra, E. (2025). Does Inequality Affect the Needs of the Poor? Journal of the European Economic Association, 23(4):1272--1308. -
Hoffmann, F. and Vladimirov, V. (2025). Auctions versus Negotiations: The Role of the Payment Structure The Journal of Finance, 80(3):1769--1813. -
Golez, B. and Koudijs, P. (2025). Equity duration and predictability Journal of Financial Economics, 172. -
Currie, J. and Zwiers, E. (2025). Medication of Postpartum Depression and Maternal Outcomes: Evidence from Geographic Variation in Dutch Prescribing Journal of Human Resources, 60(4):1093--1125. -
Kamphorst, J. and Karamychev, V. (2025). Going through the roof: On prices for drugs sold through insurance Games and Economic Behavior, 151:218--242.
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Hsieh, C.S., König, MichaelD. and Liu, X. (2025). Endogenous Technology Spillovers in R&D Collaboration Networks RAND Journal of Economics, 56(4):419--443. -
Han, J. and Wang, Y. (2025). All that glitters: A theory of multiple bubbles with implications for cryptocurrencies Journal of Monetary Economics, 152. -
Gerritsen, A., Jacobs, B., Spiritus, K. and Rusu, A. (2025). Optimal taxation of capital income with heterogeneous rates of return Economic Journal, 135(665):180--211. -
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. -
Irvine, PaulJ. and Karmaziene, E. (2025). Competing for dark trades Journal of Banking and Finance, 178:1--13.
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Margaritella, L. and Sessinou, R. (2025). Precision Least Squares: Estimation and Inference in High-Dimensions Journal of Business and Economic Statistics, 43(4):884--896. -
Goyal, A., Reed, AdamV., Smajlbegovic, E. and Soebhag, A. (2025). Stealthy shorts: Informed liquidity supply Journal of Financial Economics, 172. -
Buurma-Olsen, J., Koster, HansR.A., van Ommeren, J. and Damsté, J.S. (2025). Quantifying misallocation of public housing Journal of Public Economics, 242:1--16. -
Kleibergen, F. and Zhan, Z. (2025). Risk premia from the cross-section of individual assets Journal of Econometrics, 252(A). -
Chen, Y. and Ward, F. (2025). Output divergence in fixed exchange rate regimes Journal of International Economics, 157.