Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.
35 Key Publications
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Bosker, M. and Buringh, E. (2020). Ice(berg) transport costs Economic Journal, 130(629):1262--1287.
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Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.
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Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45.
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Crutzen, B., Flamand, S. and Sahuguet, N. (2020). A model of a team contest, with an application to incentives under list proportional representation Journal of Public Economics, 182:.
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Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:.
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Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:.
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Beno\^it, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :.
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Pitkäjärvi, A., Suominen, M. and Vaittinen, L. (2020). Cross-asset signals and time series momentum Journal of Financial Economics, 136(1):63--85.
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Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.
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Holzmeister, F., Huber, J., Kirchler, M., Lindner, F., Weitzel, U. and Zeisberger, S. (2020). What drives risk perception? A global survey with financial professionals and laypeople Management Science, 66(9):3977--4002.
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de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.
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Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.
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List, J., van Soest, D., Stoop, J. and Zhou, H. (2020). On The Role of Group Size in Tournaments: Theory and Evidence from Lab and Field Experiments Management Science, 66(10):4359--4919.
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Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.