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.
18 Key Publications
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Goeree, J. and Offerman, T. (2004). The Amsterdam Auction Econometrica, 72(1):281--294.
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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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Hochguertel, S. (2004). Precautionary Motives and Portfolio Decisions Journal of Applied Econometrics, 18:61--77.
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Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.
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Bos, C., Bauwens, L., van Dijk, H.K. and van Oest, R.D. (2004). Adaptive Radial-based Direction Sampling: Some Flexible and Robust Monte Carlo Integration Methods Journal of Econometrics, 123(2):201--225.
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Leuven, E., Oosterbeek, H. and Van Ophem, H. (2004). Explaining international differences in male skill wage differentials by differences in demand and supply of skill Economic Journal, 114(495):466--486.
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Gautier, P. and Teulings, C. (2004). The right man for the job Review of Economic Studies, 71(2):553--580.
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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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Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.
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Janssen, M.C.W. and Moraga-González, J.L. (2004). Strategic pricing, consumer search and the number of firms Review of Economic Studies, 71(4):1089--1118.
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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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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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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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Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636.
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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.