505 key alumni publications

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  Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116.

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  Francesco Ravazzolo (2015). Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility Journal of Applied Econometrics.

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  Gijs van de Kuilen (2015). Belief Elicitation: A Horse Race among Truth Serums Economic Journal.

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  \de Haan\, T., Offerman, T. and Sloof, R. (2015). Money talks? An experimental investigation of cheap talk and burned money International Economic Review, 56(4):1385--1426.

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  Swank, O. and Visser, B. (2015). Learning from others? Decision rights,strategic communication, and reputational concerns American Economic Journal: Microeconomics, 7(4):109--149.

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  Yang Zu (2015). Nonparametric specification tests for stochastic volatility models based on volatility density Journal of Econometrics.

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  Boswijk, H., Jansson, M. and Nielsen, M. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model Journal of Econometrics, 184(1):97--110.

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  Buser, T. (2015). The effect of income on religiousness American Economic Journal: Applied Economics, 7(3):178--195.

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  Sebastiano Manzan (2015). Forecasting the Distribution of Economic Variables in a Data-Rich Environment Journal of Business and Economic Statistics.

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  Kleibergen, F. and Mavroeidis, S. (2014). Identification issues in limited-information Bayesian analysis of structural macroeconomic models Journal of Applied Econometrics, 29(7):1183--1207.

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  Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.

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  Lucas, A., Schwaab, B. and Zhang, X. (2014). Conditional euro area sovereign default risk Journal of Business and Economic Statistics, 32(2):271--284.

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  Creal, D., Schwaab, B., Koopman, S. and Lucas, A. (2014). Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk Review of Economics and Statistics, 96(5):898--915.

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  Aït-Sahalia, Y., Laeven, R. and Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS Journal of Econometrics, 183(2):151--167.

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  Mesters, G. and Koopman, S. (2014). Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time Journal of Econometrics, 180(2):127--140.

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  Albrecht, J., Gautier, P. and Vroman, S. (2014). Efficient Entry in Competing Auctions American Economic Review, 104(10):3288--3296.

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  Bartelsman, E. and Wolf, Z. (2014). Forecasting Aggregate Productivity using Information from Firm-level Data Review of Economics and Statistics, 96(4):745--755.

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  Sebastian Buhai (2014). Returns to Tenure or Seniority? Econometrica.

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  Gijs van de Kuilen (2014). Higher order risk attitudes, demographics, and financial decisions Review of Economic Studies.

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  Govert Bijwaard (2014). The impact of labor market dynamics on the return migration of immigrants Review of Economics and Statistics.