He, Y. (2024). Ridge Regression Under Dense Factor Augmented Models Journal of the American Statistical Association, 119(546):1566--1578.
851 Key Publications
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Can, S., Laeven, R. and Einmahl, JohnH.J. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):. -
D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):1--17. -
Rezaei, S., Rosenkranz, S., Weitzel, U. and Westbrock, B. (2024). Social preferences on networks Journal of Public Economics, 234:1--28. -
Blinder, AlanS., Ehrmann, M., de Haan, J. and Jansen, D.J. (2024). Central Bank Communication with the General Public: Promise or False Hope? Journal of Economic Literature, 62(2):425--457. -
de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393. -
Creal, D., Koopman, S.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):. -
Naghi, AndreaA., O'Neill, E. and Danielova Zaharieva, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, :. -
Noailly, J., Nowzohour, L., van den Heuvel, M. and Pla, I. (2024). Heard the news? Environmental policy and clean investments Journal of Public Economics, 238:1--21. -
Bosker, M. and Westbrock, B. (2024). The network origins of the gains from trade Journal of Economic Theory, 216:. -
Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):1--22. -
Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :. -
van Bekkum, S., Gabarro, M., Irani, RustomM. and Peydró, J.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:. -
Li, W., Xu, G. and van den Brink, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:. -
Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, :. -
Li, C. and Wakker, P. (2024). A Simple and General Axiomatization of Average Utility Maximization for Infinite Streams Journal of Economic Theory, 216:1--10. -
Gorgi, P., Koopman, S.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, :. -
Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29. -
Pinotti, P. and Marie, O. (2024). Immigration and Crime: An International Perspective Journal of Economic Perspectives, 38(1):181--200. -
Atella, V., di Porto, E., Kopinska, J. and Lindeboom, M. (2024). Traumatic Experiences Adversely Affect Life Cycle Labor Market Outcomes of the Next Generation—Evidence from Wwii Nazi Raids Journal of the European Economic Association, 22(2):963--1009.