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- Daan Opschoor & Dick van Dijk (2025) - Slow Expectation–Maximization Convergence in Low-Noise Dynamic Factor Models - Journal of Applied Econometrics, 40 (7), 829-845 - doi: 10.1002/jae.70007 - [link]
- Daan Opschoor & Michel van der Wel (2025) - A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound - Journal of Business and Economic Statistics, 43 (2), 298-311 - doi: 10.1080/07350015.2024.2365779 - [link]
- Daan Opschoor, Dick Van Dijk & Philip Hans Franses (2025) - Heterogeneity in Manufacturing Growth Risk - Journal of Money, Credit and Banking - doi: 10.1111/jmcb.13256 - [link]
