Top Publications Research group: Econometrics
TiSEM is pleased to announce these recent (2020-2024) publications in top journals.
| Avdic, D., Decker, S., Karisson, M. & Saim, M. (2024). No-claim refunds and healthcare use. Journal of Public Economics, 230. 105061. https://doi.org/10.1016/j.jpubeco.2023.105061 |
| Kojevnikov, D. & Song, K. (2023). Econometric inference on a large bayesian game with heterogeneous beliefs. Journal of Econometrics, 237(1), 105502. https://doi.org/10.1016/j.jeconom.2023.105502 |
| Kojevnikov, D. & Song, K. (2023). Some impossibility results for inference with cluster dependence with large clusters. Journal of Econometrics, 237(2), 105524. https://doi.org/10.1016/j.jeconom.2023.105524 |
| Einmahl, J. & He, Y. (2023). Extreme value inference for heterogeneous power law data. Annals of Statistics, 51(3), 1331-1356. https://doi.org/10.1214/23-AOS2294 |
| Fu, R., Melenberg, B. & Schweizer, N. (2023). Comment on a theoretical foundation of ambiguity measurement. Journal of Economic Theory, 207, 105573. https://doi.org/10.1016/j.jet.2022.105573 |
| Mariotti, T., Schweizer, N., Szech, N. & von Wangenheim, J. (2023). Information nudges and self-control. Management Science, 69(4), 2182-2197 . https://doi.org/10.1287/mnsc.2022.4428 |
| Rabovic, R., & Cizek, P. (2023). Estimation of spatial sample selection models: A partial maximum likelihood approach. Journal of Econometrics, 232(1), 214-243. https://doi.org/10.1016/j.jeconom.2021.10.011 |
| Cosaert, S., Theloudis, A. & Verheyden, B. (2023). Togetherness in the household. American Economic Journal - Microeconomics, 15(1), 529-579. https://doi.org/10.1257/mic.20200220 |
| He, C. & Klein, T.J. (2023). Advertising as a reminder: Evidence from the Dutch state lottery. Marketing Science, 42(5), 892-909. https://doi.org/10.1287/mksc.2022.1405 |
| Klein, T., Salm, M. & Upadhyay, S. (2022). The response to dynamic incentives in insurance contracts with a deductible: Evidence from a differences-in-regression-discontinuities design. Journal of Public Economics, 210, 104660. https://doi.org/10.1016/j.jpubeco.2022.104660 |
| Kojevnikov, D., Marmer, V. & Song, K. (2021). Limit theorems for network dependent random variables? Journal of Econometrics 222(2), 882-908. https://doi.org/10.1016/j.jeconom.2020.05.019 |
| Jansen, K. & Werker, B. (2022). The shadow costs of illiquidity. Journal of Financial & Quantitative Analysis, 57(7), 2693-2723. https://doi.org/10.1017/S0022109022000473 |
| Werker, B. & Zhou, B. (2022). Semiparametric testing with highly persistent predictors. Journal of Econometrics 227(2), 347-370. https://doi.org/10.1016/j.jeconom.2021.03.016 |
| Leong, K., Li, H., Rysman, M., & Walsh, C. (2022). Law enforcement and bargaining over illicit drug wholesale prices: Structural evidence from a gang's ledger. Journal of the European Economic Association, 20(3), 1198-1230. https://doi.org/10.1093/jeea/jvac003 |
| Berthet, P., & Einmahl. J. (2022). Cube root weak convergence of empirical estimators of a density level set. Annals of Statistics, 50(3), 1423-1446. https://doi.org/10.1214/21-AOS2157 |
| Greminger, R.P. (2022). Optimal search and discovery. Management Science, 68(5), 3904-3924. https://doi.org/10.1287/mnsc.2021.4085 |
| Balter, A., & Pelsser, A. (2021). Quantifying ambiguity bounds via time-consistent sets of indistinguishable models. Systems & Control Letters, 149, 104877. https://doi.org/10.1016/j.sysconle.2021.104877 |
| Abbring, J.H., & Salimans, T. (2021). The likelihood of mixed hitting times. Journal of Econometrics, 223(2), 361-375. https://doi.org/10.1016/j.jeconom.2019.08.017 |
| Einmahl, J. Ferreira, A., De Haan, L., Neves, C., & Zhou, C. (2022). Spatial dependence and space-time trend in extreme events. Annals of Statistics, 50(1), 30-52. https://doi.org/10.1214/21-AOS2067 |
| Einmahl, J. & Segers, J. (2021). Empirical tail copulas for functional data. Annals of Statistics, 49(5), 2672-2696. https://doi.org/10.1214/21-AOS2050 |
| Kruse, T., Schneider, C., & Schweizer, N. (2021). A toolkit for robust risk assessment using F-divergences. Management Science, 67(10), 6529-6552. https://doi.org/10.1287/mnsc.2020.3822 |