Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.
15 key alumni publications
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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. -
Gautier, P. and Teulings, C. (2004). The right man for the job Review of Economic Studies, 71(2):553--580. -
Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357. -
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. -
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. -
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. -
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. -
Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636. -
Roy Kouwenberg (2004). Optimal portfolio choice under loss aversion Review of Economics and Statistics.
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Kleibergen, F. (2004). Testing Subsets of Structural Parameters in the IV Regression Model Review of Economics and Statistics, 86(1):418--423. -
Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793. -
Hartmann, P., Straetmans, S. and \de Vries\, C. (2004). Asset market linkages in crisis periods Review of Economics and Statistics, 81:313--326. -
Goeree, J. and Offerman, T. (2004). The Amsterdam Auction Econometrica, 72(1):281--294. -
Suurmond, \.(., Swank, O. and Visser, B. (2004). On the bad reputation of reputational concerns Journal of Public Economics, 88:2817--2838.