3373 Discussion Papers

• 15-027/III - In-Sample Bounds for Time-Varying Parameters of Observation Driven Models

  Authors: Francisco Blasques, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; Katarzyna Lasak, VU University Amsterdam; André Lucas, VU University Amsterdam

  Date: February 23, 2015

• 15-026/III - Frontiers in Time Series and Financial Econometrics: An Overview

  Authors: Shiqing Ling, Hong Kong University of Science and Technology, Hong Kong, China; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, the Netherlands; and Complutense University of Madrid, Spain; Howell Tong, London School of Economics, United Kingdom

  Date: February 20, 2015

• 15-025/VIII - Miles, Speed and Technology: Traffic Safety under Oligopolistic Insurance

  Authors: Maria Dementyeva, VU University Amsterdam, the Netherlands; Erik T. Verhoef, VU University Amsterdam, the Netherlands

  Date: February 16, 2015

• 15-024/IV - Tail Mutual Exclusivity and Tail-Var Lower Bounds

  Authors: Ka Chun Cheung, The University of Hong Kong, Hong Kong, PR of China; Michel Denuit, Université Catholique de Louvain, Belgium; Jan Dhaene, Katholieke Universiteit Leuven, Belgium, University of the Free State, Bloemfontein, South Africa

  Date: February 12, 2015

• 15-023/VIII - Historic Amenities and Housing Externalities: Evidence from The Netherlands

  Authors: Hans R.A. Koster, VU University Amsterdam, the Netherlands; Jan Rouwendal, VU University Amsterdam, the Netherlands

  Date: February 12, 2015

• 15-022/III - On the Invertibility of EGARCH(p,q)

  Authors: Guillaume Gaetan Martinet, Paris Tech, France, Columbia University, USA; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain.

  Date: February 12, 2015

• 15-021/II - Comparable Characterizations of Four Solutions for Permission Tree Games

  Authors: René van den Brink, VU University Amsterdam; Chris Dietz, VU University Amsterdam; Gerard van der Laan, VU University Amsterdam, the Netherlands; Genjiu Xu, Northwestern Polytechnical University, Xi'an, Shaanxi, P.R. China

  Date: February 10, 2015

• 15-020/IV - Banks and Market Liquidity

  Author: Stefan Arping, University of Amsterdam

  Date: February 10, 2015

• 15-019/III - Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models

  Authors: Laurent Callot, VU University Amsterdam, the Netherlands; Mehmet Caner, North Carolina State University, United States; Anders Bredahl Kock, Aarhus University, Denmark; Juan Andres Riquelme, North Carolina State University, United States

  Date: February 10, 2015

• 15-018/III - The Impact of Jumps and Leverage in Forecasting Co-Volatility

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain

  Date: February 09, 2015

• 15-017/V - Labor Market Equilibrium with Public Employment Agency

  Authors: Christian Holzner, University of Munich, Germany; Makoto Watanabe, VU University Amsterdam, the Netherlands

  Date: February 06, 2015

• 15-016/VI - On-the-Job Search and City Structure

  Author: Aico van Vuuren, VU University Amsterdam

  Date: February 02, 2015

• 15-015/VIII - International Environmental Agreements with Support

  Authors: Erik Ansink, VU University Amsterdam, the Netherlands; Hans-Peter Weikard, Wageningen University; Cees Withagen, VU University Amsterdam, the Netherlands

  Date: January 27, 2015

• 15-014/VII - Data Sparseness and Variance in Accounting Profitability

  Authors: Spyridon Stavropoulos, University of Patras, Greece; Martijn J. Burger, Erasmus University Rotterdam, the Netherlands; University of Patras, Greece; Dimitris Skuras, University of Patras, Greece

  Date: January 26, 2015

• 15-013/VII - Start-up Costs, Taxes and Innovative Entrepreneurship

  Authors: Pourya Darnihamedani, Erasmus University Rotterdam, the Netherlands; Joern Hendrich Block, University of Trier, Trier, Germany; Jolanda Hessels, Erasmus University Rotterdam, the Netherlands; Aram Simonyan, National Academy of Science of the Republic of Armenia, Yerevan, Republic of Armenia

  Date: January 23, 2015

• 15-012/VII - Equilibrium Selection in Experimental Cheap Talk Games

  Authors: Adrian de Groot Ruiz, Radboud University Nijmegen, the Netherlands; Theo Offerman, Amsterdam School of Economics, University of Amsterdam, the Netherlands; Sander Onderstal, Amsterdam School of Economics, University of Amsterdam, the Netherlands

  Date: January 15, 2015

• 15-011/VIII - Does Public Transit reduce Car Travel Externalities?

  Authors: Martin W. Adler, VU University Amsterdam, the Netherlands; Jos N. van Ommeren, VU University Amsterdam, the Netherlands

  Date: January 22, 2015

• 15-010/II - Costless Delay in Negotiations

  Authors: P. Jean-Jacques Herings, Maastricht University, the Netherlands; Harold Houba, VU University Amsterdam, the Netherlands

  Date: January 22, 2015

• 15-009/III - Penalized Indirect Inference

  Authors: Francisco Blasques, VU University Amsterdam, the Netherlands; Artem Duplinskiy, VU University Amsterdam, the Netherlands

  Date: January 19, 2015

• 15-008/IV - Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior

  Authors: Runhuan Feng, University of Illinois at Urbana-Champaign, United States; Xiaochen Jing, University of Illinois at Urbana-Champaign, United States; Jan Dhaene, Katholieke Universiteit Leuven, Belgium

  Date: January 16, 2015