Research at TiSEM

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Top Publications Research group: Econometrics

TiSEM is pleased to announce these recent (2019-2022) publications in top journals.

He, C. & Klein, T.J. (2022). Advertising as a reminder: Evidence from the Dutch state lottery. Marketing Science.
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.
Kojevnikov, D., Marmer, V. & Song, K. (2021). Limit theorems for network dependent random variables? Journal of Econometrics 222(2), 882-908.
Mariotti, T., Schweizer, N., Szech, N. & von Wangenheim, J. (2022). Information nudges and self-control. Management Science.
Jansen, K. & Werker, B. (2022). The shadow costs of illiquidity. Journal of Financial & Quantitative Analysis, 57(7), 2693-2723.
Werker, B. & Zhou, B. (2022). Semiparametric testing with highly persistent predictors. Journal of Econometrics 227(2), 347-370.
Cosaert, S., Theloudis, A. & Verheyden, B. (Accepted/In Press). Togetherness in the household. American Economic Journal - Microeconomics.

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.

Rabovic, R., & Cizek, P. (2022). Estimation of spatial sample selection models: A partial maximum likelihood approach. Journal of Econometrics.
Berthet, P., & Einmahl. J. (2022). Cube root weak convergence of empirical estimators of a density level set. Annals of Statistics, 50(3), 1423-1446.
Greminger, R.P. (2022). Optimal search and discovery. Management Science, 68(5), 3904-3924.
Balter, A., & Pelsser, A. (2021). Quantifying ambiguity bounds via time-consistent sets of indistinguishable models. Systems & Control Letters, 149, 104877.
Abbring, J.H., & Salimans, T. (2021). The likelihood of mixed hitting times. Journal of Econometrics, 223(2), 361-375.
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.
Einmahl, J. & Segers, J. (2021). Empirical tail copulas for functional data. Annals of Statistics, 49(5), 2672-2696.
Kruse, T., Schneider, C., & Schweizer, N. (2021). A toolkit for robust risk assessment using F-divergences. Management Science, 67(10), 6529-6552.

Boldea, O., Cornea-Madeira, A., & Hall, A. R. (2019). Bootstrapping structural change tests. Journal of Econometrics, 213(2), 359-397.

Kruse, T., Schneider, J. C., & Schweizer, N. (2019). The joint impact of F-divergences and reference models on the contents of uncertainty sets. Operations Research, 67(2), 428-435.

de Bresser, J., & van Soest, A. (2019). The predictive power of subjective probabilities: Probabilistic and deterministic polling in the Dutch 2017 election. Journal of the Royal Statistical Society, Series A, 182(2), 443-466.

Einmahl, J., Einmahl, J., & de Haan, L. F. M. (2019). Limits to human life span through extreme value theory. Journal of the American Statistical Association, 114(527), 1075-1080.

Zhou, B., van den Akker, R., & Werker, B. J. M. (2019). Semiparametrically point-optimal hybrid rank tests for unit roots. The Annals of Statistics, 47(5), 2601-2638.