Hoogerheide, L., Opschoor, A. and van Dijk, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120.
28 Key Publications
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Ferraris, L. and Watanabe, M. (2012). Liquidity constraints in a monetary economy International Economic Review, 53(3):255--277.
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Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.
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Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.
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Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843.
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Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.
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Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416.
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van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.