35 Key Publications

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  Roesch, M., Gerritse, M. and Karreman, B. (2026). Careers in multinational enterprises Journal of International Economics, 161.

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  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.

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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.

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  DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2026). Joint Extreme Value-at-Risk and Expected Shortfall Dynamics with a Single Integrated Tail Shape Parameter Journal of Business and Economic Statistics.

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  Koning, N. (2026). Measuring Evidence against Exchangeability and Group Invariance with E-values Annals of Statistics.

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  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.
• Wan, P. (2026). Characterizing extremal dependence on a hyperplane Biometrika, 113(2).

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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.

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  Henkel, L. and Pugnaghi-Zimpelmann, C. (2026). Proud to Not Own Stocks: How Identity Shapes Financial Decisions Review of Financial Studies.

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  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.

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  Veiga, F.J., Veiga, L.G. and Swank, O. (2026). Electoral Incentives to Obtain EU Grants Economic Journal, 136(676):1527--1543.

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  Chen, L. and Zhou, C. (2026). High-dimensional inference for extreme value indices Journal of the American Statistical Association.

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  de Bruijn, E.J., Vethaak, H., Koning, P. and Knoef, M. (2026). Welfare debt relief: Impact on employment, benefit receipt, and mental health Journal of Public Economics, 260:1--13.
• Cai, J.J., Lin, Y., Schaumburg, J. and Wang, C. (2026). Estimation and inference for the persistence of extremely high temperatures Econometrics Journal.

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  Boswijk, H.Peter, Laeven, RogerJ.A., Lalu, A. and Vladimirov, E. (2026). Jump Contagion among Stock Market Indices: Evidence from Option Markets Journal of the American Statistical Association.