Research Tilburg School of Economics and Management

Top Publications Research group: Econometrics

TiSEM is pleased to announce these recent (2018-2020) publications in top journals.

Boldea, O., Cornea-Madeira, A., & Hall, A. R. (2019). Bootstrapping structural change tests. Journal of Econometrics, 213(2), 359-397. https://doi.org/10.1016/j.econom.2019.05.019

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. https://doi.org/10.1287/opre.2018.1807

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. https://doi.org/10.1111/rssa.12409

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. https://doi.org/10.1080/01621459.2018.1537912

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. https://doi.org/10.1214/18-AOS1758

Schweizer, N., & Szech, N. (2018). Optimal revelation of life-changing information. Management Science, 64(11), 5250-5262. https://doi.org/10.1287/mnsc.2017.2913

Bender, C., Gärtner, C., & Schweizer, N. (2018). Pathwise dynamic programming. Mathematics of Operations Research, 43(3), 965-995. https://doi.org/10.1287/moor.2017.0891

Antoine, B., & Boldea, O. (2018). Efficient estimation with time-varying information and the New Keynesian Phillips Curve. Journal of Econometrics, 204(2), 268-300. https://doi.org/10.1016/j.jeconom.2018.02.005

Abbring, J., Campbell, J., Tilly, J., & Yang, N. (2018). Very simple Markov‐Perfect industry dynamics: Theory. Econometrica, 86(2), 721-735. https://doi.org/10.3982/ECTA14060

Cizek, P., & Lei, J. (2018). Identification and estimation of nonseparable single-index models in panel data with correlated random effects. Journal of Econometrics, 203(1), 113-128. https://doi.org/10.1016/j.jeconom.2017.11.003