Roy Kouwenberg (2004). Optimal portfolio choice under loss aversion Review of Economics and Statistics.
Kleibergen, F. (2004). Testing Subsets of Structural Parameters in the IV Regression Model Review of Economics and Statistics, 86(1):418--423.
Abadir, K. and Lucas, A. (2004). A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model Journal of Econometrics, 119(1):45--71.
Plug, E. (2004). Estimating the effect of mother's schooling on children's schooling using a sample of adoptees American Economic Review, 94(1):358--368.
Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793.
Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.
Bos, C., Bauwens, L., \van Dijk\, H.K. and \van Oest\, R.D. (2004). Adaptive Radial-based Direction Sampling: Some Flexible and Robust Monte Carlo Integration Methods Journal of Econometrics, 123(2):201--225.
Gautier, P. and Teulings, C. (2004). The right man for the job Review of Economic Studies, 71(2):553--580.
Goeree, J. and Offerman, T. (2004). The Amsterdam Auction Econometrica, 72(1):281--294.
Suurmond, \.(., Swank, O. and Visser, B. (2004). On the bad reputation of reputational concerns Journal of Public Economics, 88:2817--2838.
Hartmann, P., Straetmans, S. and \de Vries\, C. (2004). Asset market linkages in crisis periods Review of Economics and Statistics, 81:313--326.
Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.
Sensier, M. and \van Dijk\, D. (2004). Testing for volatility changes in U.S. macroeconomic time series Review of Economics and Statistics, 86(3):833--839.
\van den Berg\, G.J., \van der Klaauw\, B. and \van Ours\, J.C. (2004). Punitive sanctions and the transition rate from welfare to work Journal of Labor Economics, 22:211--241.
Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636.