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.
32 Key Publications
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Boswijk, H. and \van der Weide\, R. (2011). Method of moments estimation of GO-GARCH models Journal of Econometrics, 163(1):118--126. -
\van Kippersluis\, H., O'Donnell, O. and \van Doorslaer\, E. (2011). Long Run Returns to Education: Does Education lead to an Extended Old Age? Journal of Human Resources, 46(4):695--721. -
Haan, M. and \Moraga González\, J.L. (2011). Advertising for attention in a consumer search model Economic Journal, 121(552):552--579. -
Beetsma, R. and Giuliodori, M. (2011). The effects of government purchases shocks: Review and estimates for the EU Economic Journal, 121(550):F4--F32. -
Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325. -
\de Jong\, A., Dutordoir, \.(. and Verwijmeren, P. (2011). Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation Journal of Financial Economics, 100(1):113--129. -
Lindeboom, M., \Bago D'uva\, T., O'Donnell, O. and \van Doorslaer\, E. (2011). Slipping anchor? Testing the vignettes approach to identification and correction of reporting heterogeneity Journal of Human Resources, 46(4):875--906. -
Diks, C., Panchenko, V. and \van Dijk\, D. (2011). Likelihood-based scoring rules for comparing density forecasts in tails Journal of Econometrics, 163(2):215--230. -
Marie, O., Machin, S. and Vujic, S. (2011). The Crime Reducing Effect of Education Economic Journal, 121:149--165. -
Boot, A. and Thakor, A. (2011). Managerial autonomy, allocation of control rights, and optimal capital structure Review of Financial Studies, 24(10):3434--3485. -
Beauchamp, \JonathanP.\, Cesarini, D., Johannesson, M., \Van Der Loos\, \MatthijsjH.M.\, Koellinger, \PhilippD.\, Patrick, \J.F.Groenen\, Fowler, \JamesH.\, Rosenquist, \J.Niels\, Thurik, \A.Roy\ and Christakis, \NicholasA.\ (2011). Molecular genetics and economics Journal of Economic Perspectives, 25(4):57--82.