3457 Discussion Papers

• 14-028/III - A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

  Authors: David Ardia, Laval University, Quebec, Canada; Lukasz Gatarek, Erasmus University Rotterdam; Lennart F. Hoogerheide, VU University Amsterdam

  Date: February 28, 2014

• 14-027/III - Intraday Price Discovery in Fragmented Markets

  Authors: Sait Ozturk, Econometric Institute, Erasmus University Rotterdam; Michel van der Wel, Econometric Institute, Erasmus University Rotterdam

  Date: February 27, 2014

• 14-026/III - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, College of Technology Management, National Tsing Hua University, Taiwan; Econometric Institute, Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: February 25, 2014

• 14-025/III - Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay

  Author: Michael McAleer, College of Technology Management, National Tsing Hua University, Taiwan; Econometric Institute, Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: February 25, 2014

• 14-024/III - A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk

  Authors: Carsten Bormann; Melanie Schienle, Leibniz Universität Hannover, Germany; Julia Schaumburg, VU University Amsterdam

  Date: February 25, 2014

• 14-023/III - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; and Complutense University of Madrid, Spain

  Date: February 24, 2014

• 14-022/III - Optimal Hedging with the Vector Autoregressive Model

  Authors: Lukasz Gatarek, Erasmus University Rotterdam; Søren Johansen, University of Copenhagen, CREATES, Denmark

  Date: February 18, 2014

• 14-021/III - Fractional Cointegration Rank Estimation

  Authors: Katarzyna Lasak, VU University Amsterdam, the Netherlands; Carlos Velasco, Universidad Carlos III de Madrid, Spain

  Date: February 13, 2014

• 14-020/VII - What Clients want: Choices between Lawyers' Offerings

  Authors: Flora Felso, Netherlands Bureau for Economic Policy Analysis (CPB), the Netherlands; Sander Onderstal, University of Amsterdam; Jo Seldeslachts, University of Amsterdam

  Date: February 10, 2014

• 14-019/I - Solving the Inverse Power Problem in Two-Tier Voting Settings

  Author: Matthias Weber, CREED, University of Amsterdam

  Date: February 10, 2014

• 14-018/IV - The Effects of Liquidity Regulation on Bank Assets and Liabilities

  Authors: Patty Duijm, Duisenberg School of Finance, De Nederlandsche Bank, Amsterdam, the Netherlands; Peter Wierts, De Nederlandsche Bank, Amsterdam, the Netherlands

  Date: February 06, 2014

• 14-017/VII - Don't demotivate, discriminate

  Authors: Jurjen J.A. Kamphorst, Erasmus University Rotterdam; Otto H. Swank, Erasmus University Rotterdam

  Date: January 31, 2014

• 14-016/II - Auctioning and Selling Positions: A Non-cooperative Approach to Queuing Conflicts

  Authors: Rene van den Brink, VU University Amsterdam; Youngsub Chun, Seoul National University, Korea; Yuan Ju, University of York, United Kingdom

  Date: January 28, 2014

• 14-015/I - How Risk Sharing may enhance Efficiency in English Auctions

  Authors: Audrey Hu, University of Amsterdam; Theo Offerman, University of Amsterdam; Liang Zou, University of Amsterdam

  Date: January 24, 2014

• 14-014/III - Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series

  Authors: David E. Allen, University of South Africa; Michael McAleer, National Tsing Hua University, Taiwan, Econometric Institute, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Perth, Australia

  Date: January 23, 2014

• 14-013/I - A Simple Model of Group Selection that cannot be analyzed with Inclusive Fitness

  Authors: Matthijs van Veelen, University of Amsterdam; Shishi Luo, Los Alamos National Laboratory, United States of America; Burton Simon, University of Colorado Denver, United States of America

  Date: January 21, 2014

• 14-012/V - The Causal Links between Aid and Government Expenditures

  Author: Lukasz Marc, VU University Amsterdam

  Date: January 20, 2014

• 14-011/VII - Skill Variety, Innovation and New Business Formation

  Authors: Jolanda Hessels, Erasmus University Rotterdam, Panteia/EIM, the Netherlands; Udo Brixy, Ludwig-Maximilians University, Munich, Germany; Wim Naudé, Maastricht School of Management, Maastricht University, the Netherlands; Thomas Gries, University of Paderborn, Germany

  Date: January 20, 2014

• 14-010/IV - Testing for Parameter Instability in Competing Modeling Frameworks

  Authors: Francesco Calvori, Department of Statistics 'G. Parenti', University of Florence, Italy; Drew Creal, Booth School of Business, University of Chicago; Siem Jan Koopman, VU University Amsterdam; Andre Lucas, VU University Amsterdam

  Date: January 14, 2014

• 14-009/VII - Social Relations, Incentives, and Gender in the Workplace

  Author: Okemena Onemu, Erasmus University Rotterdam

  Date: January 13, 2014