Research
Working Papers:
Published Papers:
Predictive Ability Tests with Possibly Overlapping Models (with V. Corradi, J. Fosten), [Supplementary Material], 2024, vol. 241 Journal of Econometrics, pp.105716.
Testing Quantile Forecast Optimality (with J. Fosten, M. Pohle), [Supplementary Material][R-package], 2024, Journal of Business and Economic Statistics, vol. 0, pp.1-12.
Out-of-Sample Tests for Conditional Quantile Coverage - An Application to Growth-at-Risk (with J. Fosten, V. Corradi), [Supplementary Material], 2023, Journal of Econometrics, vol. 236, pp. 105490.
Intercept Estimation in Nonlinear Sample Selection Models (with W. Arulampalam, V. Corradi), 2023, Econometric Theory, vol. 0, pp. 1-53. [Supplementary Material]
Testing for Quantile Sample Selection (with V. Corradi), 2023, Econometrics Journal, vol. 26:2, pp.147-173. [R Code][Supplementary Material]
Horizon Confidence Sets (with J. Fosten), 2021, Empirical Economics, vol. 61:2, pp. 667-692.
Heap: A command for estimating discrete outcome variable models in the presence of heaping at known points (with W. Arulampalam, V. Corradi, Z. Yan), 2020, Stata Journal, vol. 20:2, pp. 435-467. [Stata Code]
Testing Nowcast Monotonicity with Estimated Factors (with J. Fosten), 2020, Journal of Business and Economic Statistics, vol. 38:1, pp. 107-123. [Supplementary Material]
Modeling Heaped Duration Data: An Application to Neonatal Mortality (with W. Arulampalam, V. Corradi), 2017, Journal of Econometrics, vol. 200, pp. 363-377. [Supplementary Material]
Note: estimators available in Stata. [Stata Code]
Testing for Monotonicity under Endogeneity - An Application to the Reservation Wage Function, 2016, Journal of Econometrics, vol. 190, pp. 100-114. [Supplementary Material]
Work in Progress:
Multi-horizon Forecast Comparisons via Time Aggregation (with V. Corradi, J. Fosten)
Measurement Error in Two-Way Fixed Effects Models (with C. Augustin, C. Liu)
Treatment Effects for Discrete Misreported Outcomes under Endogeneity (with L. Laffers, G. Mellace)
Modeling Illegal Drug Participation of Adolescents Through Distribution Regression (with C. Liu, L. Wermuth)
Old and Retired Papers:
The Effect of Dismissal Protection on the Stability of Newly Started Employment Relationships (with B. Boockmann, S. Steffes), 2008, Journal for Labour Market Research, vol. 41, issue 2/3, pp.347-364.
Constrained Information Processing and Individual Income Expectations (with S. Hoderlein, M. Peters).