Fok, D., Paap, R. and \van Dijk\, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.
826 Key Publications
-
-
Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
Jacobs, B. and Schindler, D. (2012). On the desirability of taxing capital income in optimal social insurance Journal of Public Economics, 96(9-10):853--868. -
Stoop, J., Noussair, \.(. and \Soest, V.D. (2012). From the lab to the field: Cooperation among fishermen The Journal of Political Economy, 120(6):1027--1056. -
Marie, O. and \Vall Castello\, J. (2012). Measuring the (Income) Effect of Disability Insurance Generosity on Labour Market Participation. Journal of Public Economics, 96:198--210. -
Albrecht, J., Gautier, P. and Vroman, S. (2012). A Note on 'Competition Among: Sellers Who Offer Auctions Instead of Prices' by Peters and Severinov Journal of Economic Theory, 147(1):389--392. -
Belot, M., Bhaskar, V. and \van de Ven\, J. (2012). Can observers predict trustworthiness? Review of Economics and Statistics, 94(1):246--259. -
Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666. -
Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843. -
\van der Ploeg\, F. and Withagen, C. (2012). Too Much Coal, too little Oil Journal of Public Economics, 96(1-2):62--77. -
Gautier, P. and \van der Klaauw\, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84. -
Chen, A., Pelsser, A. and Vellekoop, M. (2011). Modeling non-monotone risk aversion using SAHARA utility functions Journal of Economic Theory, 146(5):2075--2092. -
Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33. -
Janssens, W. (2011). Externalities in program evaluation: the impact of a women’s empowerment program on immunization Journal of the European Economic Association, 9(6):1082--1113. -
Beetsma, R. and Giuliodori, M. (2011). The effects of government purchases shocks: Review and estimates for the EU Economic Journal, 121(550):F4--F32. -
Holmlund, H., Lindahl, M. and Plug, E. (2011). The causal effect of parents' schooling on children's schooling: a comparison of estimation methods Journal of Economic Literature, 49(3):615--651. -
Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325. -
Creal, D., Koopman, S. and Lucas, A. (2011). A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations Journal of Business and Economic Statistics, 29(4):552--563. -
Boswijk, H. and \van der Weide\, R. (2011). Method of moments estimation of GO-GARCH models Journal of Econometrics, 163(1):118--126.