Research output per year
Research output per year
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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Mariia Artemova
- School of Business and Economics, Econometrics and Data Science - PhD Candidate
Person: Academic
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Georgia Banava
- School of Business and Economics, Econometrics and Data Science - PhD Candidate
Person: Academic
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Michael van Baren
- School of Business and Economics, Econometrics and Data Science - External PhD Candidate
Person: Academic
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prof. dr. Eric Beutner
- School of Business and Economics, Econometrics and Data Science - Full Professor
Person: Academic
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dr. Frits Bijleveld
- School of Business and Economics, Econometrics and Data Science - Assistant Professor
Person: Academic
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A method for evaluating the rank condition for CCE estimators
De Vos, I., Everaert, G. & Sarafidis, V., 2022, (Unpublished) MPRA Working Papers.Research output: Working paper / Preprint › Working paper › Academic
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A review of effective age models and associated non- and semiparametric methods
Beutner, E., 2022, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
A Statistical Explanation of the Dunning–Kruger Effect
Magnus, J. R. & Peresetsky, A. A., 25 Mar 2022, In: Frontiers in Psychology. 13, p. 1-9 9 p., 840180.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Asymptotic properties of the weighted-average least squares (WALS) estimator
De Luca, G., Magnus, J. & Peracchi, F., 3 Mar 2022, Tinbergen Institute.Research output: Working paper / Preprint › Working paper › Professional
Open Access -
A time-varying parameter model for local explosions
Blasques, F., Koopman, S. J. & Nientker, M., Mar 2022, In: Journal of Econometrics. 227, 1, p. 65-84 20 p.Research output: Contribution to Journal › Article › Academic › peer-review
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Mathematical Methods of Statistics (Journal)
Eric Beutner (Associate editor)
2021 → …Activity: Peer review and Editorial work › Editorial work › Academic
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Academic Skills: Probability and Inference
Yicong Lin (Speaker)
2021 → …Activity: Lecture / Presentation › Academic
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Journal of Financial Econometrics (Journal)
André Lucas (Associate editor)
2019 → …Activity: Peer review and Editorial work › Editorial work › Academic
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Econometrics and Statistics (Journal)
Eric Beutner (Associate editor)
2018 → …Activity: Peer review and Editorial work › Editorial work › Academic
Prizes
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NWO Open competition Grant for project: Dynamic clustering for business model identification and financial stability
Lucas, André (Recipient), 2019
Prize › Academic
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Datasets
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Replication Data for: Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, S. (Creator), DataverseNL, 30 Aug 2021
DOI: doi:10.34894/FMF3UP, https://dataverse.nl/dataset.xhtml?persistentId=doi:10.34894/FMF3UP
Dataset
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Earthquake Risk Embedded in Property Prices: Evidence from Five Japanese Cities*
Yue, Y. (Contributor), Magnus, J. (Contributor), Laeven, R. J. A. (Contributor) & Ikefuji, M. (Contributor), figshare Academic Research System, 1 Jan 2021
DOI: 10.6084/m9.figshare.14599904.v1, https://doi.org/10.6084%2Fm9.figshare.14599904.v1
Dataset
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Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings
Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020
DOI: 10.6084/m9.figshare.12240584.v2, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/2
Dataset
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Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings
Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020
DOI: 10.6084/m9.figshare.12240584.v3, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/3
Dataset
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Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
Ravazzolo, F. (Contributor), Rossini, L. (Contributor) & Iacopini, M. (Contributor), figshare Academic Research System, 1 Jan 2022
DOI: 10.6084/m9.figshare.19111207.v2, https://tandf.figshare.com/articles/dataset/Proper_scoring_rules_for_evaluating_density_forecasts_with_asymmetric_loss_functions/19111207/2
Dataset