van Os, B. and van Dijk, D. (2026). Dynamic Conditional Correlations with Partial Information Pooling Journal of Business and Economic Statistics, 44(1):309--320.
38 Key Publications
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Belot, M., Kircher, P. and Muller, P. (2026). Do the Long-term Unemployed Benefit from Automated Occupational Advice during Online Job Search? Economic Journal, 136(673):184--206. -
Beutner, E., Lin, Y. and Lucas, A. (2026). Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models Journal of Econometrics, 255:1--21. -
Henkel, L. and Pugnaghi-Zimpelmann, C. (2026). Proud to Not Own Stocks: How Identity Shapes Financial Decisions Review of Financial Studies. -
Nolde, N., Zhou, C. and Zhou, M. (2026). Tail risk in the tail: Estimating high quantiles when a related variable is extreme Journal of the American Statistical Association. -
Terovitis, S. and Vladimirov, V. (2026). How Financial Markets Create Superstars Review of Financial Studies. -
Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21. -
De Vos, I. and Stauskas, O. (2026). Cross-Section Bootstrap for CCE Regressions with General Unknown Factors Journal of Business and Economic Statistics, 44(3):876--885. -
Lin, Y., Lucas, A. and Ye, S. (2026). Matrix-valued spatial autoregressions with dynamic heterogeneous spillovers Journal of Econometrics, 258:106323. -
Bénabou, R., Henkel, L., Falk, A. and Tirole, J. (2026). Eliciting moral preferences under image concerns: Theory and experiment Games and Economic Behavior, 160:104044.
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Gerritse, M., Wang, Z. and van Oort, F. (2026). Industrial Transfer Policy in China: Migration and development Journal of Urban Economics, 151.
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Mayer, A. and Massmann, M. (2026). Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience Journal of Business and Economic Statistics, 44(1):334--347. -
Leng, X.(., Sojli, E., Tham, W. and Wang, W. (2026). Time-Varying Group Unobserved Heterogeneity in Finance Journal of Business and Economic Statistics, 44(2):587--600. -
Wan, P. (2026). Characterizing extremal dependence on a hyperplane Biometrika, 113(2).
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Sloof, R., Beetsma, R. and Steinweg, A. (2026). Debt Ceilings with Fiscal Intransparency and Imperfect Electoral Accountability International Economic Review, 67(1):97--125. -
Klein Teeselink, B., van Dolder, D., van den Assem, MartijnJ. and Dana, JasonD. (2026). High-Stakes Failures of Backward Induction Games and Economic Behavior, 157:418--439.
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Moussa, K., Blasques, F. and Koopman, S.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics, 44(3):840--852. -
Roesch, M., Gerritse, M. and Karreman, B. (2026). Careers in multinational enterprises Journal of International Economics, 161. -
Hendrich, T., Koster, HansR.A., Loumeau, N. and van Ommeren, J. (2026). Cycling cities: Mode choice, car congestion, and urban structure Journal of Urban Economics, 155:1--19.
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Camehl, A. and von Schweinitz, G. (2026). What Explains International Interest Rate Co-Movement? Journal of Applied Econometrics, 41(4):343--359.