Blasques, F., van Brummelen, J., Koopman, S.J. and Lucas, A. (2022). Maximum likelihood estimation for score-driven models Journal of Econometrics, 227(2):325--346.
23 key alumni publications
-
-
Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.
-
Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.
-
Chen, Y., Li, L. and Xiao, Y. (2022). Early-Life Exposure to Tap Water and the Development of Cognitive Skills Journal of Human Resources, 57(6):2113--2149.
-
Dias Pereira, R., Rietveld, N. and van Kippersluis, H. (2022). The Interplay between Maternal Smoking and Genes in Offspring Birth Weight Journal of Human Resources, :.
-
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Yue, Y. (2022). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities Journal of the American Statistical Association, 117(537):82--93.
-
Beetsma, R., Debrun, X. and Sloof, R. (2022). The political economy of fiscal transparency and independent fiscal councils European Economic Review, 145:.
-
Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.
-
Blasques, F., Koopman, S.J. and Nientker, M. (2022). A time-varying parameter model for local explosions Journal of Econometrics, 227(1):65--84.
-
Bindler, A. and Ketel, N. (2022). Scaring or Scarring? Labor Market Effects of Criminal Victimization Journal of Labor Economics, 40(4):939--970.
-
Juodis, A. (2022). A regularization approach to common correlated effects estimation Journal of Applied Econometrics, 37(4):788--810.
-
van Leeuwen, B., Offerman, T. and van de Ven, J. (2022). Fight or Flight: Endogenous Timing in Conflicts Review of Economics and Statistics, 104(2):217–231.
-
Kastoryano, S. and van der Klaauw, B. (2022). Dynamic evaluation of job search assistance Journal of Applied Econometrics, 37(2):227--241.
-
Artmann, E., Oosterbeek, H. and van der Klaauw, B. (2022). Do Doctors Improve the Health Care of Their Parents? Evidence from Admission Lotteries American Economic Journal: Applied Economics, 14(3):164--184.
-
Juodis, A. and Sarafidis, V. (2022). A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors Journal of Business and Economic Statistics, 22(1):1--15.
-
Deng, Z. and Lindeboom, M. (2022). Early-life famine exposure, hunger recall, and later-life health Journal of Applied Econometrics, 37(4):771--787.
-
Perotti, E. and Rola-Janicka, M. (2022). The Good, the Bad and the Missed Boom Review of Financial Studies, 35(11):5025–5056.
-
Jovanovic, B. and Menkveld, AlbertJ. (2022). Equilibrium bid-price dispersion Journal of Political Economy, 130(2):426--461.
-
Baillon, A., Halevy, Y. and Li, C. (2022). Randomize at Your Own Risk: On the Observability of Ambiguity Aversion Econometrica, 90(3):1085--1107.
-
Brands, D., Klingen, J. and Ostermeijer, F. (2022). Hands on the wheel, eyes on the phone: The effect of smartphone usage fees on road safety European Economic Review, 146:1--23.