3501 Discussion Papers

• 98-028/2 - A Pricing Model for American Options with Stochastic Interest Rates

  Authors: Bert Menkveld, VU University Amsterdam; Ton Vorst, VU University Amsterdam

  Date: March 10, 1998

• 98-027/4 - Expectations of Expansions for Estimators in a Dynamic Panel Data Model; Some Results for Weakly-Exogenous Regressors

  Author: Jan F. Kiviet, University of Amsterdam

  Date: March 10, 1998

• 98-026/3 - An Empirical Equilibrium Job Search Model with continuously Distributed Heterogeneity of Workers' Opportunity Costs of Employment and Firms' Productivities, and Search on the Job

  Authors: Christian Bontemps, CREST-INSEE, Paris; Jean-Marc Robin, INRA-CORELA and CREST-INSEE; Gerard J. van den Berg, Vrije Universiteit Amsterdam

  Date: March 10, 1998

• 98-025/4 - Bayesian Simultaneous Equations Analysis using Reduced Rank Structures

  Authors: Frank Kleibergen, Econometric Institute, Erasmus University Rotterdam; Herman K. van Dijk, Econometric Institute, Rotterdam

  Date: March 04, 1998

• 98-024/1 - Cooperation in a Multi-Dimensional Local Interaction Model

  Authors: Alexander F. Tieman, Vrije Universiteit Amsterdam; Harold Houba, Vrije Universiteit Amsterdam; Gerard van der Laan, Vrije Universiteit Amsterdam

  Date: March 04, 1998

• 98-023/1 - Incentive Systems in a Real Effort Experiment

  Authors: Frans van Dijk, CREED, University of Amsterdam; Joep Sonnemans, CREED, University of Amsterdam; Frans van Winden, CREED, University of Amsterdam

  Date: March 04, 1998

• 98-022/2 - Taxing Energy to improve the Environment: Efficiency and Distributional Effects

  Authors: Ben J. Heijdra, University of Amsterdam and Tilburg University; Albert van der Horst, University of Amsterdam

  Date: March 04, 1998

• 98-021/4 - EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments

  Author: Pieter J. van der Sluis, University of Amsterdam

  Date: March 04, 1998

• 98-020/3 - Semi-Nonparametric Estimation of an Equilibrium Search Model

  Authors: Pierre Koning, Ministry of Social Affairs and Employment; Gerard J. van den Berg, Vrije Universiteit Amsterdam; Geert Ridder, Vrije Universiteit Amsterdam

  Date: March 10, 1998

• 98-019/1 - On the Principle of Fermat-Lagrange for Mixed Smooth-Convex Extremal Problems

  Author: Jan Brinkhuis, Econometric Institute, Erasmus University Rotterdam

  Date: March 04, 1998

• 98-018/3 - Sustainability Assessment of Development Scenarios: Methodology and Application to Thailand

  Authors: Peter Nijkamp, Vrije Universiteit Amsterdam; Ron Vreeker, Vrije Universiteit Amsterdam

  Date: February 16, 1998

• 98-017/2 - Value-at-Risk and Extreme Returns

  Authors: Jón Daníelsson, London School of Economics, University of Iceland; Casper G. de Vries, Erasmus University Rotterdam

  Date: February 16, 1998

• 98-016/2 - Beyond the Sample: Extreme Quantile and Probability Estimation

  Authors: Jón Daníelsson, London School of Economics, University of Iceland; Casper G. de Vries, Erasmus University Rotterdam

  Date: February 16, 1998

• 98-015/1 - Trading a Durable Good in a Walrasian Market with Asymmetric Information

  Authors: Maarten C.W. Janssen, Erasmus University; Santanu Roy, Erasmus University

  Date: February 16, 1998

• 98-014/3 - Industry Evolution: Diversity, Selection and the Role of Learning

  Authors: D.B. Audretsch, Georgia State University; P. Houweling, Erasmus University; A.R. Thurik, Erasmus University, EIM Small Business Research and Consultancy

  Date: February 09, 1998

• 98-013/3 - Do Small Firms compete with Large Firms?

  Authors: D.B. Audretsch, Georgia State University, CEPR; Y.M. Prince, EIM Small Business Research and Consultancy; A.R. Thurik, Erasmus University and EIM Small Business Research and Consultancy

  Date: February 09, 1998

• 98-012/3 - Do Services differ from Manufacturing? The Post-Entry Performance of Firms in Dutch Services

  Authors: D.B. Audretsch, Georgia State University; Luuk Klomp, Erasmus University, EIM Small Business Research and Consultancy; A.R. Thurik, Erasmus University, EIM Small Business Research and Consultancy

  Date: February 09, 1998

• 98-011/1 - Cost Reducing Investment, Competition and Industry Dynamics

  Authors: Emmanuel Petrakis, Universidad Carlos III de Madrid; Santanu Roy, Erasmus University

  Date: February 09, 1998

• 98-010/3 - Analysing Labour Supply in a Lifestyle Perspective

  Authors: Maroesjka Versantvoort, Erasmus University; Lambert van der Laan, Erasmus University

  Date: February 09, 1998

• 98-009/3 - A Gamma Heuristic for the P-Median

  Authors: Ken E. Rosing, Erasmus University; C.S. Revelle, Johns Hopkins University; D.A. Schilling, Ohio State University

  Date: February 09, 1998