de Vries, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221.
30 Key Publications
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Thurik, R. (2013). Valuing an Entrepreneurial Enterprise by D.B. Audretsch and A.N. Link, Oxford University Press, 2012, (book review) Journal of Economic Literature, :. -
van der Klaauw, B. and van Ours, J.C. (2013). Carrot and stick: how reemployment bonuses and benefit sanctions affect exit rates from welfare Journal of Applied Econometrics, 28(2):275--296. -
de Vries, C., Danielsson, J.(., Jorgensen, B., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291. -
van den Brink, J.R., van der Laan, G. and Moes, N. (2013). A strategic implementation of the average tree solution for cycle-free graph games Journal of Economic Theory, 148(6):2737--2748. -
Bartelsman, E., Haltiwanger, J. and Scarpetta, S. (2013). Cross-Country Differences in Productivity: The Role of Allocation and Selection American Economic Review, 103(1):305--334. -
Pesaran, M., Pick, A. and Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks Journal of Econometrics, 177(2):134--152. -
Onderstal, S., Schram, A. and Soetevent, A. (2013). Bidding to give in the field Journal of Public Economics, 105:72--85. -
Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795. -
Moraga González, J.L., Sandor, Z. and Wildenbeest, M. (2013). Semi-Nonparametric Estimation of Consumer Search Costs Journal of Applied Econometrics, 28(7):1205--1223.