34 Key Publications

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  Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2020). Multiple applications, competing mechanisms, and market power Journal of Economic Theory, 190:1--39.

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  Blasques, F., Gorgi, P. and Koopman, S.J. (2020). Missing observations in observation-driven time series models Journal of Econometrics, :.

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  Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R.E.F. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357.

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  Einmahl, J., Yang, F and Zhou, C. (2020). Testing the multivariate regular variation model Journal of Business and Economic Statistics, accepted:.

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  Gryglewicz, S., Mayer, S and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.

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  Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs Review of Financial Studies, 33(1):309--357.

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  Koudijs, P.A.E. and Salisbury, L. (2020). Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850 Journal of Financial Economics, 138(1):1--26.

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  Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 213:451--481.

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  Wakker, P.P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, in press:.

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  Wakker, P.P. (2020). Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, & Tymula (2019) American Economic Journal: Microeconomics, in press:.

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  Hecq, A., Issler, J.V. and Telg, S. (2020). Mixed causal–noncausal autoregressions with exogenous regressors Journal of Applied Econometrics, 35(3):328--343.

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  Quaedvlieg, R., Bollerslev, T. and Patton, A. (2020). Multivariate Leverage Effects and Realized Semicovariance GARCH Models Journal of Econometrics, 217(2):411--430.

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  Kapoor, S., Oosterveen, M. and Webbink, D. (2020). The price of forced attendance Journal of Applied Econometrics, 36(2):209--227.

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  Quaedvlieg, R., Bollerslev, T., Li, J. and Patton, A. (2020). Realized Semicovariances Econometrica, 88(4):1515--1551.