QE / Econometrics
Organisational unit: Section / Unit
- 2019
- E-pub ahead of print
- Published
- PublishedAvenyo, E. K., Konte, M., & Mohnen, P. (2019). The employment impact of product innovations in sub-Saharan Africa: Firm-level evidence. Research Policy, 48(9), [103806]. https://doi.org/10.1016/j.respol.2019.103806
- PublishedRienties, B., Tempelaar, D., Nguyen, Q., & Littlejohn, A. (2019). Unpacking the intertemporal impact of self-regulation in a blended mathematics environment. Computers in Human Behavior, 100, 345-357. https://doi.org/10.1016/j.chb.2019.07.007
- PublishedSmeekes, S., & Westerlund, J. (2019). Robust block bootstrap panel predictability tests. Econometric Reviews, 38(9), 1089-1107. https://doi.org/10.1080/07474938.2018.1536102
- PublishedBoonstra, H. J., van den Brakel, J., & Das, S. (2019). Multilevel time-series modeling of mobility trends - Final Report. Statistics Netherlands.
- Published
- PublishedHussain, A. H. M. B., Endut, N., Das, S., Chowdhury, M. T. A., Haque, N., Sultana, S., & Ahmed, K. J. (2019). Does financial inclusion increase financial resilience? Evidence from Bangladesh. Development in Practice, 29(6), 798-807. https://doi.org/10.1080/09614524.2019.1607256
- PublishedLohmeyer, J., Palm, F., Reuvers, H., & Urbain, J-P. (2019). Focused information criterion for locally misspecified vector autoregressive models. Econometric Reviews, 38(7), 763-792. https://doi.org/10.1080/07474938.2017.1409410
- PublishedDas, S., & Haslett, S. (2019). A Comparison of Methods for Poverty Estimation in Developing Countries. International Statistical Review, 87(2), 368-392. https://doi.org/10.1111/insr.12314
- PublishedCubadda, G., Hecq, A., & Telg, S. (2019). Detecting Co-Movements in Non-Causal Time Series. Oxford Bulletin of Economics and Statistics, 81(3), 697-715. https://doi.org/10.1111/obes.12281
- PublishedHecq, A., Jacobs, J. P. A. M., & Stamatogiannis, M. P. (2019). Testing for news and noise in non-stationary time series subject to multiple historical revisions. Journal of Macroeconomics, 60, 396-407. https://doi.org/10.1016/j.jmacro.2019.03.003
- PublishedBastürk, N., Borowska, A., Grassi, S., Hoogerheide, L., & van Dijk, H. K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies. Journal of Econometrics, 210(1), 170-186. https://doi.org/10.1016/j.jeconom.2018.11.011
- PublishedDas, S., Rahman, A., Ahamed, A., & Rahman, S. T. (2019). Multi-level models can benefit from minimizing higher-order variations: an illustration using child malnutrition data. Journal of Statistical Computation and Simulation, 89(6), 1090-1110. https://doi.org/10.1080/00949655.2018.1553242
- Publishedvan Delft, A., & Eichler, M. (2019). Data-Adaptive Estimation of Time-Varying Spectral Densities. Journal of Computational and Graphical Statistics, 28(2), 244-255. https://doi.org/10.1080/10618600.2018.1512866
- PublishedTempelaar, D., Rienties, B., & Nguyen, Q. (2019). Analysing the Use of Worked Examples and Tutored and Untutored Problem-Solving in a Dispositional Learning Analytics Context. In H. Lane, S. Zvacek, & J. Uhomoibhi (Eds.), Proceedings of the 11th International Conference on Computer Supported Education (CSEDU 2019) (Vol. 2, pp. 38-47). (Proceedings of the International Conference on Computer Supported Education, CSEDU). Lisbon, Portugal: SCITEPRESS.
- E-pub ahead of printTempelaar, D., Nguyen, Q., & Rienties, B. (2020). Learning Feedback Based on Dispositional Learning Analytics. In M. Virvou, E. Alepis, G. A. Tsihrintzis, & L. C. Jain (Eds.), Machine Learning Paradigms: Advances in Learning Analytics (Vol. 158, pp. 69-89). (Intelligent Systems Reference Library book series; Vol. 158). Cham, Switzerland: Springer.
- PublishedFriedrich, M., Beutner, E., Reuvers, H., Smeekes, S., Urbain, J-P., Bader, W., ... Mahieu, E. (2019). Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (arXiv e-prints; No. 1903.05403). arXiv.org at Cornell University Library.
- PublishedHecq, A., Margaritella, L., & Smeekes, S. (2019). Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (arXiv e-prints; No. 1902.10991). arXiv.org at Cornell University Library.
- PublishedBeutner, E., Heinemann, A., & Smeekes, S. (2019). A General Framework for Prediction in Time Series Models. (arXiv e-prints; No. 1902.01622). arXiv.org at Cornell University Library.
- PublishedDas, S., Chandra, H., & Saha, U. R. (2019). District level estimates and mapping of prevalence of diarrhoea among under-five children in Bangladesh by combining survey and census data. PLOS ONE, 14(2), [0211062]. https://doi.org/10.1371/journal.pone.0211062
- PublishedHou, J., Huang, C., Licht, G., Mairesse, J., Mohnen, P., Mulkay, B., ... Zhen, F. (2019). Does innovation stimulate employment? Evidence from China, France, Germany, and The Netherlands. Industrial and Corporate Change, 28(1), 109-121. https://doi.org/10.1093/icc/dty065
- PublishedDosi, G., & Mohnen, P. (2019). Innovation and employment: an introduction. Industrial and Corporate Change, 28(1), 45-49. https://doi.org/10.1093/icc/dty064
- PublishedSchiavoni, C., Palm, F., Smeekes, S., & van den Brakel, J. (2019). A dynamic factor model approach to incorporate Big Data in state space models for official statistics. (arXiv e-prints; No. 1901.11355). arXiv.org at Cornell University Library.
- Published
- PublishedHeinemann, A. M. (2019). Bootstrap inference for conditional risk measures. Maastricht: ProefschriftMaken Maastricht. https://doi.org/10.26481/dis.20190620ah
- PublishedBikker, R., van den Brakel, J., Ouwehand, P., van der Stegen, R., & Krieg, S. (2019). Consistent Multivariate Seasonal Adjustment for Gross Domestic Product and its Breakdown in Expenditures. Journal of Official Statistics, 35(1), 9-30. https://doi.org/10.2478/jos-2019-0002
- PublishedStaudigl, M., & Mertikopoulos, P. (2019). Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities. In G. Giordano (Ed.), 15th IFAC Symposium on Large Scale Complex Systems LSS 2019: Delft, The Netherlands, 26-28 May 2019 (3 ed., Vol. 52, pp. 120-125). (IFAC-PapersOnLine; Vol. 52, No. 3). IFAC Secretariat. https://doi.org/10.1016/j.ifacol.2019.06.021
- PublishedKarabiyik, H., Palm, F. C., & Urbain, J-P. (2019). Econometric Analysis of Panel Data Models with Multifactor Error Structures. In P. Aghion, & H. Rey (Eds.), ANNUAL REVIEW OF ECONOMICS, VOL 11, 2019 (Vol. 11, pp. 495-522). (Annual Review of Economics; Vol. 11). Annual Reviews Inc.. https://doi.org/10.1146/annurev-economics-063016-104338
- PublishedRadu Ioan Bot, Mertikopoulos, P., Staudigl, M., & Phan Tuo Vong (2019). Forward-backward-forward methods with variance reduction for stochastic variational inequalities. arXiv.org at Cornell University Library.
- PublishedBomze, I. M., Mertikopoulos, P., Schachinger, W., & Staudigl, M. (2019). Hessian barrier algorithms for linearly constrained optimization problems. Siam Journal on Optimization, 29(3), 2100-2127. https://doi.org/10.1137/18M1215682
- Published
- PublishedDytianquin, N. (2019). Technology in the Asian Miracle and Debacle Debates: Applications of and Insights from the Field of Influence Approach to Input-Output Analysis. Maastricht: ProefschriftMaken. https://doi.org/10.26481/dis.20191003nd
- PublishedLeymarie, J. (2019). Three essays in financial econometrics. Maastricht: Datawyse / Universitaire Pers Maastricht. https://doi.org/10.26481/dis.20191205jl
- PublishedLohmeyer, J. H. (2019). Time series analysis under model uncertainty. Maastricht: ProefschriftMaken Maastricht. https://doi.org/10.26481/dis.20190524jl
- 2018
- PublishedTempelaar, D., Rienties, B., & Nguyen, Q. (2018). A multi-modal study into students’ timing and learning regulation: time is ticking. Interactive Technology and Smart Education, 15(4), 298-313. [2]. https://doi.org/10.1108/ITSE-02-2018-0015
- PublishedBartz-Zuccala, W., Mohnen, P., & Schweiger, H. (2018). The role of innovation and management practices in determining firm productivity. Comparative Economic Studies, 60(4), 502-530. https://doi.org/10.1057/s41294-018-0075-3
- PublishedSmeekes, S., & Wijler, E. (2018). An Automated Approach Towards Sparse Single-Equation Cointegration Modelling. (arXiv e-print; No. 1809.08889).
- PublishedBeutner, E., Heinemann, A., & Smeekes, S. (2018). A Residual Bootstrap for Conditional Value-at-Risk. (arXiv e-prints; No. 1808.09125).
- PublishedBuelens, B., Burger, J., & van den Brakel, J. A. (2018). Comparing Inference Methods for Non-probability Samples. International Statistical Review, 86(2), 322-343. https://doi.org/10.1111/insr.12253
- PublishedFriedrich, M., Smeekes, S., & Urbain, J-P. (2018). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (arXiv e-prints; No. 1807.02357).
- Published
- Published
- PublishedFu, X., Mohnen, P., & Zanello, G. (2018). Innovation and productivity in formal and informal firms in Ghana. Technological Forecasting and Social Change, 131, 315-325. https://doi.org/10.1016/j.techfore.2017.08.009
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- Published
- Published
- PublishedChevillon, G., Hecq, A., & Laurent, S. (2018). Generating univariate fractional integration within a large VAR(1). Journal of Econometrics, 204(1), 54-65. https://doi.org/10.1016/j.jeconom.2018.01.002
- PublishedMittelmeier, J., Rienties, B., Tempelaar, D., Hillaire, G., & Whitelock, D. (2018). The influence of internationalised versus local content on online intercultural collaboration in groups: A randomised control trial study in a statistics course. Computers & Education, 118(1), 82-95. https://doi.org/10.1016/j.compedu.2017.11.003
- PublishedWilms, I., Barbaglia, L., & Croux, C. (2018). Multiclass vector auto-regressive models for multistore sales data. Journal of the Royal Statistical Society Series C-Applied Statistics, 67(2), 435-452. https://doi.org/10.1111/rssc.12231