20 Key Publications

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  Dittmann, I. and Maug, E. (2007). Lower salaries and no options? On the optimal structure of executive pay The Journal of Finance, 62(1):303--343.

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  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.

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  van den Brink, J.R. (2007). Null or Nullifying Players: The Difference between the Shapley Value and Equal Division Solutions Journal of Economic Theory, 136:767--775.

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  Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372.

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  Leuven, E., Lindahl, M., Oosterbeek, H. and Webbink, D. (2007). The effect of extra funding for disadvantaged pupils on achievement Review of Economics and Statistics, 89(4):721--736.

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  Abdellaoui, M., Barrios, C. and Wakker, P. (2007). Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory. Journal of Econometrics, 138(1):336--378.

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  Janssen, M.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582.

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  Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728.

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  Kleibergen, F. (2007). Generalizing weak intrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics Journal of Econometrics, 139(1):181--216.

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  Ooms, M., Koopman, S. and Carnero, A. (2007). Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices Journal of the American Statistical Association, 102(477):16--27.

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  Martens, M. and van Dijk, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.

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  Harvey, A., Trimbur, T. and van Dijk, H. (2007). Trends and cycles in economic time series: a Bayesian approach Journal of Econometrics, 140(2):618--649.

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  Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.

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  Hoogerheide, L., Kaashoek, J. and van Dijk, H.K. (2007). On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks Journal of Econometrics, 139(1):154--180.

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  Brugemann, B. (2007). Employment Protection: Tough to Scrap or Tough to Get? Economic Journal, 117(521):F386--F415.

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  Hoogerheide, L., Kleibergen, F. and van Dijk, H.K. (2007). Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data Journal of Econometrics, 138(1):63--103.

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  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.

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  Chesher, A., Dhaene, G.(. and van Dijk, H. (2007). Endogeneity, Instruments and Identification, Guest Editorial Journal of Econometrics, 139(1):1--3.

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  Fok, D. and Franses, P.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.

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  Boone, J., Fredriksson, P., Holmlund, B. and van Ours, J.C. (2007). Optimal unemployment insurance with monitoring and sanctions Economic Journal, 117:399--421.