Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.
30 Key Publications
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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. -
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. -
de Vries, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
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. -
Garcia Gomez, P., van Kippersluis, H., O'Donnell, O. and van Doorslaer, E. (2013). Long Term and Spillover Effects of Health Shocks on Employment and Income Journal of Human Resources, 48(4):873--909. -
Bataa, E., Osborn, D., Sensier, M. and van Dijk, D. (2013). Structural breaks in the international dynamics of inflation Review of Economics and Statistics, 95(2):646--659. -
Maas, V. and van Rinsum, M. (2013). How control system design influences performance misreporting Journal of Accounting Research, 51(5):1159--1186. -
Dittmann, I., Maug, E.G. and Spalt, O. (2013). Indexing executive compensation contracts Review of Financial Studies, 26(12):3182--3224.