Giordani, P., Kohn, R. and van Dijk, D. (2007). A unified approach to nonlinearity, structural change, and outliers Journal of Econometrics, 137(1):112--133.
811 Key Publications
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Janssen, M.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582. -
Martens, M. and van Dijk, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207. -
Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372. -
Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728. -
Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255. -
Beetsma, R., Giuliodori, M. and Klaassen, F. (2006). Trade spill-overs of fiscal policy in the European Union: a panel analysis Economic Policy, 21(48):639--687. -
Boot, A., Gopalan, R. and Thakor, A. (2006). The entrepreneur's choice between private and public ownership The Journal of Finance, 61(2):803--836. -
Rouwendal, J. and Meijer, E. (2006). Measuring Welfare Effects in Models with Random Coefficients Journal of Applied Econometrics, 21:227--244. -
Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290. -
Gautier, P. and Teulings, C. (2006). How large are search frictions? Journal of the European Economic Association, 4:1193--1225. -
van der Klaauw, B. and van den Berg, G.J. (2006). Counseling and monitoring of unemployed workers: Theory and evidence from a controlled social experiment International Economic Review, 47:895--936. -
Perotti, E. and von Thadden, E.L. (2006). The Political Economy of Corporate Control and Labor Rents Journal of Political Economy, 114(1):145--174. -
Bjorklund, A., Lindahl, M. and Plug, E. (2006). The Origins of Intergenerational Associations: Lessons from Swedish Adoption Data Quarterly Journal of Economics, 121(3):999--1028. -
Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126. -
Portrait, F., Lindeboom, M. and van den Berg, G.J. (2006). Economic conditions early in life and individual mortality American Economic Review, 96:290--302. -
Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309. -
Boot, A., Milbourn, T. and Schmeits, A. (2006). Credit Ratings as Coordination Mechanisms Review of Financial Studies, 19(1):81--118. -
Offerman, T. and Potters, J. (2006). Does auctioning of entry licenses induce collusion? An experimental study Review of Economic Studies, 73(3):769--791. -
Gautier, P., Albrecht, J. and Vroman, S. (2006). Equilibrium Directed Search with Multiple applications Review of Economic Studies, 73:869--891.