Einmahl, JohnH.J., Krajina, A. and Cai, J.J. (2025). Empirical likelihood based testing for multivariate regular variation Annals of Statistics, 53(1):352--373.
643 key publications
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Mayer, A., Wied, D. and Troster, V. (2025). Quantile Granger causality in the presence of instability☆ Journal of Econometrics, 249. -
Hoffmann, F. and Vladimirov, V. (2025). Auctions versus Negotiations: The Role of the Payment Structure The Journal of Finance, 80(3):1769--1813. -
Hoffmann, F. and Vladimirov, V. (2025). Worker Runs The Journal of Finance, 80(2):937--979. -
Kleibergen, F. and Zhan, Z. (2025). Risk premia from the cross-section of individual assets Journal of Econometrics, 252(A). -
Van Crombrugge, M., Breugelmans, E., Gryseels, F. and Cleeren, K. (2025). How Retailers Change Ordering Strategies When Suppliers Go Direct Journal of Marketing, 89(2):141--162. -
Ahmed, H., Einmahl, JohnH.J. and Zhou, C. (2025). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, 120(549):291--304. -
Perotti, E. and Terovitis, S. (2025). Achieving safety: Personal, private, and public provision Journal of Economic Theory, 224. -
de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393. -
Fisar, M., Greiner, B., Huber, C., Katok, E., Ozkes, AliI., Collaboration, T.M.S.R., Szymanowska, M., Bongaerts, D., Rose, J., Gonzalez Jimenez, V. and Lambert, T. (2024). Reproducibility in Management Science Management Science, 70(3):1343{textendash}1356. -
Gregori, M., de Jong, M. and Pieters, R. (2024). Response Aggregation to Obtain Truthful Answers to Sensitive Questions: Estimating the Prevalence of Illegal Purchases of Prescription Drugs Journal of Marketing Research, 61(5):821--838. -
Stremersch, S. (2024). How can academics generate great research ideas?: Inspiration from ideation practice International Journal of Research in Marketing, 41(1):1--17. -
Gryglewicz, S., Mayer, S. and Morellec, E. (2024). The Dynamics of Loan Sales and Lender Incentives Review of Financial Studies, 37(8):2403--2460. -
Stephenson, KathleenA., Cornelissen, JoepP. and Khapova, SvetlanaN. (2024). Upbeat or Off-the-Mark? How Work Rhythms Affect Strategic Change Journal of Management Studies, 61(8):3653--3683. -
Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22. -
Keller, K., Guyt, J. and Grewal, R. (2024). Soda Taxes and Marketing Conduct Journal of Marketing Research, 61(3):393--410. -
Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1). -
Hariharan, V., Landsman, V. and Stremersch, S. (2024). The Detailing Response of Branded Drug Firms to Generic Entry International Journal of Research in Marketing. -
Can, S., Einmahl, J. and Laeven, R. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):147--159. -
DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917.