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.
28 key publications
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DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2026). Joint Extreme Value-at-Risk and Expected Shortfall Dynamics with a Single Integrated Tail Shape Parameter Journal of Business and Economic Statistics. -
Nolde, N., Zhou, C. and Zhou, M. (2026). Tail risk in the tail: Estimating high quantiles when a related variable is extreme Journal of the American Statistical Association. -
Laudi, M., Smeets, PaulM. and Weitzel, U. (2026). Do Financial Advisors Charge Sustainable Investors a Premium? Management Science. -
Klein, J., van Burg, E. and Moser, C. (2026). Strategic framing of novel ideas: How contestation shapes the evolution of novelty Strategic Entrepreneurship Journal. -
Chen, L. and Zhou, C. (2026). High-dimensional inference for extreme value indices Journal of the American Statistical Association. -
Cai, J.J., Lin, Y., Schaumburg, J. and Wang, C. (2026). Estimation and inference for the persistence of extremely high temperatures Econometrics Journal.
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Lin, Y., Lucas, A. and Ye, S. (2026). Matrix-valued spatial autoregressions with dynamic heterogeneous spillovers Journal of Econometrics, 258:106323.