697 key publications

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  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).

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  Hariharan, V., Landsman, V. and Stremersch, S. (2024). The Detailing Response of Branded Drug Firms to Generic Entry International Journal of Research in Marketing.

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  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.

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  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.

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  Cardinaels, E., Kramer, S. and Maas, V. (2024). Navigating through the noise: The effect of color-coded performance feedback on decision-making Contemporary Accounting Research, 41(2):1031--1057.

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  Benos, E., Huang, W., Menkveld, A. and Vasios, M. (2024). The Cost of Clearing Fragmentation Management Science, 70(6):3581--3596.

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  Simsek, Z., Heavey, C., König, A. and Stam, W. (2024). Leading digital transformation in incumbent firms: A strategic entrepreneurship framing Strategic Entrepreneurship Journal, 18(1):91--102.

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  Amodio, F., Hoey, S. and Schneider, J. (2024). Work Style Diversity and Diffusion Within and Across Organizations: Evidence from Soviet-Style Hockey Management Science, 70(4):2294--2314.

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  Gorgi, P., Koopman, S.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, 244(2):1--23.

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  Creal, D., Koopman, S.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):1--14.

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  Bosma, B. and van Witteloostuijn, A. (2024). Machine learning in international business Journal of International Business Studies, 55(6):676--702.

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  Boswijk, H., Laeven, R. and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1).

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  D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2).
• Oosterwijk, T., Schmand, D. and Schröder, M. (2024). Bicriteria Nash flows over time Games and Economic Behavior, 147:19--37.
• Kahr, M., Leitner, M. and Ljubic, I. (2024). The Impact of Passive Social Media Viewers in Influence Maximization INFORMS Journal on Computing, 36(6):1362--1381.

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  Boe-Lillegraven, S., Georgallis, P. and Kolk, A. (2024). Sea change? Sensemaking, Firm Reactions, and Community Resilience Following Climate Disasters Journal of Management Studies, 61(7):3021--3051.

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  Bruijn, K., Georgallis, P., Albino-Pimentel, J., Kourula, A. and Teegen, H. (2024). MNE-Civil Society Interactions: A Review and Research Agenda Journal of International Business Studies, 55:136--156.

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  Pérignon, C., Akmansoy, O., Hurlin, C., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Menkveld, AlbertJ., Razen, M. and Weitzel, U. (2024). Computational Reproducibility in Finance: Evidence from 1,000 Tests Review of Financial Studies, 37(11):3558--3593.
• Maragno, D., Kurtz, J., Röber, T., Goedhart, R., Birbil, Ş. and den Hertog, D. (2024). Finding regions of counterfactual explanations via robust optimization INFORMS Journal on Computing, 36(5):1316–1334.

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  Vogels, L., Mohammadi, R., Schoonhoven, M. and Birbil, S. (2024). Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison Journal of the American Statistical Association, 119(548):3164--3182.