• Graduate Programs
    • Tinbergen Institute Research Master in Economics
      • Why Tinbergen Institute?
      • Research Master
      • Admissions
      • Course Registration
      • PhD Vacancies
      • Selected PhD Placements
    • Facilities
    • Browse our Courses
    • Research Master Business Data Science
    • PhD Vacancies
  • Research
  • Browse our Courses
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Deep Learning
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From Preference to Choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Machine Learning for Business
      • Marketing Research with Purpose
      • Sustainable Finance
      • Tuition Fees and Payment
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Job Market Candidates
  • Alumni
    • PhD Theses
    • Master Theses
    • Selected PhD Placements
    • Key alumni publications
    • Alumni Community
Home | Alumni | Key alumni publications

Alumni types

Year

13 key alumni publications

filtered by:
  • Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372.
  • Kleibergen, F. (2007). Generalizing weak intrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics Journal of Econometrics, 139(1):181--216.
  • Martens, M. and \van Dijk\, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.
  • Fok, D., Franses, \.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.
  • Hoogerheide, L., Kaashoek, J. and van Dijk, H.K. (2007). On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks Journal of Econometrics, 139(1):154--180.
  • Janssen, \.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582.
  • Ooms, M., Koopman, S. and Carnero, A. (2007). Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices Journal of the American Statistical Association, 102(477):16--27.
  • Hoogerheide, L., Kleibergen, F. and van Dijk, H.K. (2007). Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data Journal of Econometrics, 138(1):63--103.
  • Giordani, P., Kohn, R. and \van Dijk\, D. (2007). A unified approach to nonlinearity, structural change, and outliers Journal of Econometrics, 137(1):112--133.
  • Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255.
  • Fok, D. and Franses, \.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.
  • Maximiano, S., Sloof, R. and Sonnemans, J. (2007). Gift exchange in a multi-worker firm Economic Journal, 117(522):1025--1050.

  • Francesco Lippi (2007). Information variables for monetary policy in an estimated structural model of the euro area Journal of Monetary Economics.