Pesaran, M., Pick, A. and Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks Journal of Econometrics, 177(2):134--152.
35 Key Publications
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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. -
Dobbelaere, S. and Mairesse, J. (2013). Panel data estimates of the production function and product and labor market imperfections Journal of Applied Econometrics, 28(1):1--46. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
de Vries, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221. -
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. -
Eiling, E. (2013). Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns The Journal of Finance, 68(1):43--84. -
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. -
Timmerman, A. and van Dijk, H. (2013). Dynamic econometric modeling and forecasting in the presence of instability Journal of Econometrics, 177(2):131--133. -
Pradhan, M., de Ree, J. and Alessie, R. (2013). The price and utility dependence of equivalence scales: evidence from Indonesia Journal of Public Economics, 97:272--281. -
Maas, V. and van Rinsum, M. (2013). How control system design influences performance misreporting Journal of Accounting Research, 51(5):1159--1186.