Beutner, E., Lin, Y. and Lucas, A. (2026). Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models Journal of Econometrics, 255:1--21.
24 key publications
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Mayer, A. and Massmann, M. (2026). Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience Journal of Business and Economic Statistics, 44(1):334--347. -
Korkames, J., Stanley, T. and Stremersch, S. (2026). Meta-Analysis of Advertising Effectiveness: New Insights from Improved Bias Corrections International Journal of Research in Marketing, 43(1):131--151. -
Alves, R., Ma, Y. and Szymanowska, M. (2026). The Information Content of Commodity Futures Markets Management Science.