Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.
851 Key Publications
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Abadir, K. and Lucas, A. (2004). A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model Journal of Econometrics, 119(1):45--71.
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Suurmond, G.(., Swank, O. and Visser, B. (2004). On the bad reputation of reputational concerns Journal of Public Economics, 88:2817--2838.
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van den Berg, G.J., van der Klaauw, B. and van Ours, J.C. (2004). Punitive sanctions and the transition rate from welfare to work Journal of Labor Economics, 22:211--241.
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Kleibergen, F. (2004). Testing Subsets of Structural Parameters in the IV Regression Model Review of Economics and Statistics, 86(1):418--423.
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Sensier, M. and van Dijk, D. (2004). Testing for volatility changes in U.S. macroeconomic time series Review of Economics and Statistics, 86(3):833--839.
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Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636.
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Bauwens, L., Lubrano, M. and van Dijk, H. (2004). Recent advances in Bayesian econometrics Journal of Econometrics, 123(2):197--199.
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Plug, E. (2004). Estimating the effect of mother's schooling on children's schooling using a sample of adoptees American Economic Review, 94(1):358--368.
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Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793.
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Hochguertel, S., Alessie, R. and van Soest, A. (2004). Ownership of Stocks and Mutual Funds: A Panel Data Analysis Review of Economics and Statistics, 86(3):783--796.
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Goeree, J. and Offerman, T. (2003). Competitive Bidding in Auctions with Private and Common Values Economic Journal, 113:598--614.
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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.
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Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.
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Ginsburgh, V. and van Ours, J.C. (2003). Expert opinion and compensation American Economic Review, 93(1):289--296.
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Lumsdaine, R. and Prasad, S. (2003). Identifying the common component in international economic fluctuations Economic Journal, 113:101--127.
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Beetsma, R. and Jensen, H. (2003). Contingent deficit sanctions and moral hazard with a stability pact Journal of International Economics, 61(1):187--208.
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Zwinkels, R. (2003). Financial Structure and Monetary Transmission in Europe: A Cross-country Study [Review of: Financial Structure and Monetary Transmission in Europe: A Cross-country Study] Economic Journal, 113(488):419--421.
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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.
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Wagstaff, A., van Doorslaer, E. and Watanabe, N. (2003). On decomposing the causes of health sector inequalities with an application to malnutrition inequalities in Vietnam Journal of Econometrics, 31:207--223.