Martens, M. and \van Dijk\, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.
840 Key Publications
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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., 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. -
Janssen, \.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582. -
Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728. -
Leuven, E., Lindahl, M., Oosterbeek, H. and Webbink, D. (2007). The effect of extra funding for disadvantaged pupils on achievement Review of Economics and Statistics, 89(4):721--736. -
Fok, D. and Franses, \.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390. -
Boone, J., Fredriksson, P., Holmlund, B. and van Ours, J.C. (2007). Optimal unemployment insurance with monitoring and sanctions Economic Journal, 117:399--421. -
Brugemann, B. (2007). Employment Protection: Tough to Scrap or Tough to Get? Economic Journal, 117(521):F386--F415. -
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. -
Dittmann, I. and Maug, E. (2007). Lower salaries and no options? On the optimal structure of executive pay The Journal of Finance, 62(1):303--343. -
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 den Brink, J.R. (2007). Null or Nullifying Players: The Difference between the Shapley Value and Equal Division Solutions Journal of Economic Theory, 136:767--775. -
Lalive, R., van Ours, J.C. and Zweim�ller, J. (2006). How changes in financial incentives affect the duration of unemployment Review of Economic Studies, 73(4):1009--1038. -
van Ours, J.C. (2006). Cannabis, cocaine and jobs Journal of Applied Econometrics, 21(7):897--917. -
van Ours, J.C. and Vodopivec, M. (2006). How shortening the potential duration of unemployment benefits affects the duration of unemployment Journal of Labor Economics, 24(2):351--378. -
Jacobs, B. and van der Ploeg, F. (2006). Guide to reform of higher education: A European perspective Economic Policy, 21(47):537--592. -
Portrait, F., Lindeboom, M. and van den Berg, G.J. (2006). Economic conditions early in life and individual mortality American Economic Review, 96:290--302. -
Pozzi, L. (2006). Ricardian equivalence under imperfect information Journal of Public Economics, 90:2009--2026. -
Rouwendal, J. and Meijer, E. (2006). Measuring Welfare Effects in Models with Random Coefficients Journal of Applied Econometrics, 21:227--244.