503 key alumni publications

• 

  Chan, K., Menkveld, A. and Yang, Z. (2008). Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount The Journal of Finance, 63(1):159--196.

• 

  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.

• 

  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.

• 

  Janssen, \.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582.

• 

  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.

• 

  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.

• 

  Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372.

• 

  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.

• 

  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.

• 

  Martens, M. and \van Dijk\, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.

• 

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

• 

  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.

• 

  \van der Klaauw\, B. and Frijters, P. (2006). Job search with nonparticipation Economic Journal, 116:45--83.

• 

  Francesco Lippi (2006). Monetary union with voluntary participation Review of Economic Studies.

• 

  Bijwaard, G., Franses, \.H. and Paap, R. (2006). Modeling purchases as repeated events Journal of Business and Economic Statistics, 24(4):487--502.

• 

  Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309.

• 

  Offerman, T. and Potters, J. (2006). Does auctioning of entry licenses induce collusion? An experimental study Review of Economic Studies, 73(3):769--791.

• 

  Swanson, N. and \van Dijk\, D. (2006). Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Journal of Business and Economic Statistics, 24(1):24--42.