Opschoor, D. and van der Wel, M. (2024). A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound Journal of Business and Economic Statistics, :.
812 Key Publications
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Tommasi, D. and Zhang, L. (2024). Bounding Program Benefits When Participation Is Misreported Journal of Econometrics, 238(1):. -
Cahuc, P., Carcillo, S., Patault, B. and Moreau, F. (2024). Judge bias in labor courts and firm performance Journal of the European Economic Association, 22(3):1319–1366. -
D\textquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917. -
Chen, Y., Ward, F., Palma, N. and Brzezinski, A. (2024). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, 106(5):1220--1235. -
Tommasi, D. and Zhang, L. (2024). Identifying program benefits when participation is misreported Journal of Applied Econometrics, :1123--1148. -
D'Innocenzo, E., Lucas, A., Opschoor, A. and Zhang, X. (2024). Heterogeneity and dynamics in network models Journal of Applied Econometrics, 39(1):150--173. -
Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, :. -
Kleibergen, F. and Kong, L. (2024). Identification robust inference for the risk premium in term structure models Journal of Econometrics, :. -
He, Y., Jaidee, S. and Gao, J. (2023). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, 234(1):151--177. -
Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21. -
Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112. -
Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65. -
De Haan, M., Gautier, PieterA., Oosterbeek, H. and van der Klaauw, B. (2023). The Performance of School Assignment Mechanisms in Practice Journal of Political Economy, 131(2):388--455. -
Cai, X., Gautier, P. and Wolthoff, R. (2023). MEETINGS AND MECHANISMS International Economic Review, 64(1):155--185. -
Peters, F. and Kucinskas, S. (2023). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, :. -
Erbahar, A. and Rebeyrol, V. (2023). Trade Intermediation by Producers Journal of International Economics, 140:. -
Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952. -
Almeida, C., Freire, G., Azevedo, R. and Ardison, K. (2023). Nonparametric Option Pricing with Generalized Entropic Estimators Journal of Business and Economic Statistics, 41(4):1173--1187. -
Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2023). On the foundations of competitive search equilibrium with and without market makers Journal of Economic Theory, 208:1--33.