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.
35 Key Publications
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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. -
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. -
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. -
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. -
Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841. -
Groen, J.(., Paap, R. and Ravazzolo, F. (2013). Real-time Inflation Forecasting in a Changing World Journal of Business and Economic Statistics, 31(1):29--44. -
Delfgaauw, J., Dur, R., Sol, J.(. and Verbeke, W. (2013). Tournament Incentives in the Field: Gender Differences in the Workplace Journal of Labor Economics, 32(2):305--326. -
Thurik, R. (2013). Valuing an entrepreneurial enterprise Journal of Economic Literature, 51(1):202--204. -
Bosker, M., Buringh, E. and van Zanden, J. (2013). From Baghdad to London: unravelling urban development in Europe, the Middle East and North Africa, 800-1800 Review of Economics and Statistics, 95(4):1418--1437.