505 key alumni publications

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  Baillon, A. and Emirmahmutoglu, A. (2018). Zooming in on ambiguity attitudes International Economic Review, 59(4):.

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  Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642.

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  Frank Windmeijer (2018). On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments Journal of the American Statistical Association.

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  Hu, A., Offerman, T. and Zou, L. (2018). How risk sharing may enhance efficiency of English auctions Economic Journal, 128(610):1235--1256.

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  Keijsers, B., Diris, B. and Kole, E. (2018). Cyclicality in losses on bank loans Journal of Applied Econometrics, 33(4):533--552.

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  Muller, P., \van der Klaauw\, B., Gautier, P., Rosholm, M. and Svarer, M. (2018). Estimating equilibrium effects of job search assistance Journal of Labor Economics, 36(4):1073--1125.

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  Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association, 113(522}:675-685.

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  Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.

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  Xianhua Hu (2018). English auctions with ensuing risks and heterogeneous bidders Journal of Mathematical Economics.

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  Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.

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  Cheshire, P., Hilber, \ChristianA.L.\ and Koster, \HansR.A.\ (2018). Empty homes, longer commutes: The unintended consequences of more restrictive local planning Journal of Public Economics, 158(2):126--151.

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  Baillon, A., Huang, Z., Selim, \.(. and Wakker, P. (2018). Measuring Ambiguity Attitudes for All (Natural) Events Econometrica, 86(5):1839--1858.

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  Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects Journal of Business and Economic Statistics, 36(1):47--61.

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  \van Bekkum\, S., \Gabarro Bonet\, M. and Irani, \RustomM.\ (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896.

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  Opschoor, A., Janus, P., Lucas, A. and \Van Dijk\, D. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657.

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  van Bruggen, P. and Heufer, J.P.M. (2017). Afriat in the lab Journal of Economic Theory, 169:546--550.

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  Koopman, S. and Mesters, G. (2017). Empirical Bayes Methods for Dynamic Factor Models Review of Economics and Statistics, 99(3):486--498.

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  Schwaab, B., Koopman, S. and Lucas, A. (2017). Global Credit Risk: World, Country and Industry Factors Journal of Applied Econometrics, 32(2):296--317.

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  \Moraga Gonzalez\, J.L., Sandor, Z. and Wildenbeest, M. (2017). Prices and heterogeneous search costs RAND Journal of Economics, 48(1):125--146.

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  Jacobs, B., Jongen, E. and Zoutman, F. (2017). Revealed social preferences of Dutch political parties Journal of Public Economics, 156:81--100.