'Estimating Extremal Dependence in Time Series via the Extremogram'.
'Endogenous (In)Formal Institutions'
'Choice of Sample Split in Out-of-Sample Forecast Evaluation'
'Changing Identity: The Evolution of Social Groups'
'Generalized instrumental variable models'
'The effect of additional money for low ability pupils: a nonparametric bounds analysis.'
'Reduced Rank Autoregression with Volatility Induced Stationarity'
'The Price of Prejudice'
'Risk aversion and social networks'.
Nonparametric Identification and Estimation of Transformation Models
'A Personal Journey in the Wonderland of Neuroeocnomics'
Title to be announced
Premium Tactics in Auctions
'Neural mechanisms of goal-directed and habitual behavioral control in the human brain'
Choosing how to choose: efficiency concerns and constitutional choice (with co-author Hans Peter Grüner)
'Optimal dividend distribution in the presence of a penalty'
'Sexual Orientation, Prejudice and Segregation'.
Title: Pairwise-Comparison Estimation with Nonparametric Controls
New Models of Rational Behaviour
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model” with Michael Jansson (UC Berkeley and CREATES) and Morten Ørregaard Nielsen (Queen's University and CREATES)
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