3468 Discussion Papers

• 98-035/4 - Approximation by Penultimate Extreme Value Distributions

  Author: Laurens F.M. de Haan, Erasmus University Rotterdam

  Date: March 23, 1998

• 98-034/4 - On the Identification of the Censored Regression Model with a Stochastic and Unobserved Treshold

  Authors: Geert Ridder, Vrije Universiteit Amsterdam; Kees van Montfort, Vrije Universiteit Amsterdam

  Date: March 23, 1998

• 98-033/4 - Combining Panel Data Sets with Attrition and Refreshment Samples

  Authors: Keisuke Hirano, Harvard University; Guido W. Imbens, UCLA; Geert Ridder, Vrije Universiteit Amsterdam; Donald B. Rubin, Harvard University

  Date: March 23, 1998

• 98-032/1 - Decision and Strategies in a Sequential Search Experiment

  Author: Joep Sonnemans, CREED, Universiteit van Amsterdam

  Date: March 23, 1998

• 98-031/3 - Stability of the Groves and Ledyard Mechanism

  Author: Ernst J. Bos, Vrije Universiteit Amsterdam

  Date: March 10, 1998

• 98-030/3 - An Integrated Dynamic Model of Road Traffic Congestion based on Simple Car-Following Theory

  Author: Erik T. Verhoef, Vrije Universiteit Amsterdam

  Date: March 10, 1998

• 98-029/1 - Intrinsic Motivation in a Public Good Environment

  Authors: Frans A.A.M. van Winden, CREED, University of Amsterdam; Frans van Dijk, CREED, University of Amsterdam; Joep Sonnemans, CREED, University of Amsterdam

  Date: March 10, 1998

• 98-028/2 - A Pricing Model for American Options with Stochastic Interest Rates

  Authors: Bert Menkveld, VU University Amsterdam; Ton Vorst, VU University Amsterdam

  Date: March 10, 1998

• 98-027/4 - Expectations of Expansions for Estimators in a Dynamic Panel Data Model; Some Results for Weakly-Exogenous Regressors

  Author: Jan F. Kiviet, University of Amsterdam

  Date: March 10, 1998

• 98-026/3 - An Empirical Equilibrium Job Search Model with continuously Distributed Heterogeneity of Workers' Opportunity Costs of Employment and Firms' Productivities, and Search on the Job

  Authors: Christian Bontemps, CREST-INSEE, Paris; Jean-Marc Robin, INRA-CORELA and CREST-INSEE; Gerard J. van den Berg, Vrije Universiteit Amsterdam

  Date: March 10, 1998

• 98-025/4 - Bayesian Simultaneous Equations Analysis using Reduced Rank Structures

  Authors: Frank Kleibergen, Econometric Institute, Erasmus University Rotterdam; Herman K. van Dijk, Econometric Institute, Rotterdam

  Date: March 04, 1998

• 98-024/1 - Cooperation in a Multi-Dimensional Local Interaction Model

  Authors: Alexander F. Tieman, Vrije Universiteit Amsterdam; Harold Houba, Vrije Universiteit Amsterdam; Gerard van der Laan, Vrije Universiteit Amsterdam

  Date: March 04, 1998

• 98-023/1 - Incentive Systems in a Real Effort Experiment

  Authors: Frans van Dijk, CREED, University of Amsterdam; Joep Sonnemans, CREED, University of Amsterdam; Frans van Winden, CREED, University of Amsterdam

  Date: March 04, 1998

• 98-022/2 - Taxing Energy to improve the Environment: Efficiency and Distributional Effects

  Authors: Ben J. Heijdra, University of Amsterdam and Tilburg University; Albert van der Horst, University of Amsterdam

  Date: March 04, 1998

• 98-021/4 - EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments

  Author: Pieter J. van der Sluis, University of Amsterdam

  Date: March 04, 1998

• 98-020/3 - Semi-Nonparametric Estimation of an Equilibrium Search Model

  Authors: Pierre Koning, Ministry of Social Affairs and Employment; Gerard J. van den Berg, Vrije Universiteit Amsterdam; Geert Ridder, Vrije Universiteit Amsterdam

  Date: March 10, 1998

• 98-019/1 - On the Principle of Fermat-Lagrange for Mixed Smooth-Convex Extremal Problems

  Author: Jan Brinkhuis, Econometric Institute, Erasmus University Rotterdam

  Date: March 04, 1998

• 98-018/3 - Sustainability Assessment of Development Scenarios: Methodology and Application to Thailand

  Authors: Peter Nijkamp, Vrije Universiteit Amsterdam; Ron Vreeker, Vrije Universiteit Amsterdam

  Date: February 16, 1998

• 98-017/2 - Value-at-Risk and Extreme Returns

  Authors: Jón Daníelsson, London School of Economics, University of Iceland; Casper G. de Vries, Erasmus University Rotterdam

  Date: February 16, 1998

• 98-016/2 - Beyond the Sample: Extreme Quantile and Probability Estimation

  Authors: Jón Daníelsson, London School of Economics, University of Iceland; Casper G. de Vries, Erasmus University Rotterdam

  Date: February 16, 1998