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Year

481 key alumni publications

  • Leuven, E., Oosterbeek, H., Sloof, R. and Sonnemans, J. (2003). An experimental comparison of reliance levels under alternative breach remedies RAND Journal of Economics, 34(2):205--222.
  • Kleibergen, F. and Groen, J. (2003). Likelihood Based Cointegreation Analysis in Panels of Vector Error Correction Models Journal of Business and Economic Statistics, 21:295--318.
  • Plug, E. and Vijverberg, W. (2003). Schooling, family background, and adoption: Is it nature or is it nurture Journal of Political Economy, 111:611--641.
  • van der Klaauw, B. and Koning, R. (2003). Testing the normality assumption in the sample selection model with an application to travel demand Journal of Business and Economic Statistics, 21:31--42.

  • Francesco Lippi (2003). Strategic monetary policy with non-atomistic wage setters Review of Economic Studies.
  • Goeree, J. and Offerman, T. (2003). Competitive Bidding in Auctions with Private and Common Values Economic Journal, 113:598--614.
  • van der Klaauw, B. and van Ours, J.C. (2003). From welfare to work: does the neighborhood matter? Journal of Public Economics, 87:957--985.
  • Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.
  • Lundbergh, S., Teräsvirta, T. and van Dijk, D. (2003). Time-varying smooth transition autoregressive models Journal of Business and Economic Statistics, 21(1):104--121.
  • Paap, R. and van Dijk, H. (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income Journal of Business and Economic Statistics, 21(4):547--563.
  • Schinkel, M., Tuinstra, J. and Vermeulen, D. (2002). Convergence of Baysian Learning to General Equilibrium in Mis-specified Models Journal of Mathematical Economics, 38(4):483--508.
  • Kleibergen, F. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression Econometrica, 70:1781--1804.
  • Koopman, S. and Hol Uspensky, E. (2002). The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets Journal of Applied Econometrics, 17:667--689.
  • van Giersbergen, N.P.A. and Kiviet, J. (2002). How to implement the bootstrap in static or stable dynamic regression models Journal of Econometrics, 108:133--156.
  • Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140.
  • Offerman, T., Potters, J. and Sonnemans, J. (2002). Imitation and Belief Learning in an Oligopoly Experiment Review of Economic Studies, 96:973--997.
  • Bosman, R. and van Winden, F.A.A.M. (2002). Emotional Hazard in a Power-to-Take Experiment Economic Journal, 112:147--169.
  • van Veelen, M. (2002). An impossibility theorem concerning multilateral international comparison of volumes Econometrica, 70(1):369--375.

  • Frank Windmeijer (2002). Individual effects and dynamics in count data models Journal of Econometrics.
  • Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280.