509 key alumni publications

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  Boswijk, H. and Franses, \.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.

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  Boswijk, H. and Doornik, J. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors Journal of Applied Econometrics, 20(6):797--810.

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  Plug, E. and Vijverberg, W. (2005). Does Family Income Matter for Schooling Outcomes? Using Adoption as a Natural Experiment Economic Journal, 115(506):879--906.

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  Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323.

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  Hommes, C., Sonnemans, J., Tuinstra, J. and \van de Velden\, H. (2005). Coordination of expectations in asset pricing experiments Review of Financial Studies, 18(3):955--980.

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  Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.

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  Bovenberg, A. and Jacobs, B. (2005). Redistribution and education subsidies are Siamese twins Journal of Public Economics, 89(11-12):2005--2035.

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  \van Praag\, B.M.S. and Baarsma, B. (2005). Using happiness surveys to value intangibles: The case of airport noise Economic Journal, 115(500):224--246.

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  Fok, D., \van Dijk\, D. and Franses, \.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.

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  Frank Windmeijer (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators Journal of Econometrics.

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  Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.

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  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.

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  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.

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  Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793.

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  Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.

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  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.

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  Hartmann, P., Straetmans, S. and \de Vries\, C. (2004). Asset market linkages in crisis periods Review of Economics and Statistics, 81:313--326.

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  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.

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  \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.

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  Roy Kouwenberg (2004). Optimal portfolio choice under loss aversion Review of Economics and Statistics.