A new partial functional linear regression model for panel data with time varying parameters
is introduced. The parameter vector of the multivariate model component is allowed to be …

Among the many sources of risk explaining corporate bond spreads, the role of liquidity is
the least well understood. This paper investigates the impact of liquidity risk of unknown …

We introduce a novel semiparametric partially functional linear regression model for panel
data. The parametric model part is completely time varying, whereas the functional non-…

This thesis consists of three self-contained essays in econometrics and statistics. It discusses
methodological topics in semi- and nonparametric statistics as well as empirical questions …

This paper presents a new indicator on financial stress from 1889 to 2016 based on the
reporting in five major US newspapers. This indicator provides detailed and high-frequency …

This thesis consists of three self-contained essays in econometrics and statistics. It discusses
methodological topics in semiparametric statistics as well as dynamic panel data models. …

Next to preferences over outcomes, people's subjective beliefs about unobserved states of
the world are the central building block of economic models of decision-making. This thesis …

This dissertation deals with two important types of insurance: defined benefit pension
insurance in Chapter 2 and participating life insurance in Chapters 3 and 4. In Chapter 2, a …

The standard panel data literature is moving from micro panels, where the cross-section
dimension is large and the intertemporal sample size is small, to large panels, where both, the …

This dissertation consists of three self-contained essays on public finance, that is, on the
study of government revenue and expenditure. Taxation and public spending reflect society's …