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15 key alumni publications

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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.
  • 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.
  • Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793.
  • Goeree, J. and Offerman, T. (2004). The Amsterdam Auction Econometrica, 72(1):281--294.
  • Suurmond, G.(., 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.
  • 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.

  • 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.
  • 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.
  • Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636.
  • 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.