5 Key Publications

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  Vos, \.D. and Everaert, G. (2026). GLS estimation of local projections: Trading robustness for efficiency Journal of Econometrics, 253:.

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  Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253:.

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  \De Vos\, I. and Stauskas, O. (2026). Cross-Section Bootstrap for CCE Regressions with General Unknown Factors Journal of Business and Economic Statistics, :.

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  Moussa, K., Blasques, F. and Koopman, \.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics, :.

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  \de Punder\, \RamonF.A.\, Diks, \CeesG.H.\, Laeven, \RogerJ.A.\ and \van Dijk\, \DickJ.C.\ (2026). Localizing Strictly Proper Scoring Rules Journal of the American Statistical Association, :.