495 key alumni publications

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  Swank, O. and \Dominguez Martinez\, S. (2009). A Simple Model of Self-Assessment Economic Journal, 119(539):1225--1241.

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  Frank Windmeijer (2009). Generalized method of moments with many weak moment conditions Econometrica.

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  Delfgaauw, J. and Dur, R. (2008). Incentives and Workers: Motivation in the Public Sector Economic Journal, 118(525):171--191.

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  van Veelen, M. and van der Weide, R. (2008). A note on different approaches to index number theory American Economic Review, 98(4):1722--1730.

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  Chan, K., Menkveld, A. and Yang, Z. (2008). Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount The Journal of Finance, 63(1):159--196.

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  Schinkel, M., Tuinstra, J. and Ruggeberg, J. (2008). Ilinois Walls: How barring indirect purchaser suits facilitates collusion RAND Journal of Economics, 39(3):683--698.

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  Foucault, T. and Menkveld, A. (2008). Competition for Order Flow and smart Order Routing Systems The Journal of Finance, 63(1):119--158.

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  Koopman, S., Lucas, A. and Monteiro, A. (2008). The Multi-state Latent Factor Intensity Model for Credit Rating Transitions Journal of Econometrics, 142:399--424.

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  \van Dijk\, B. and Paap, R. (2008). Explaining individual response using aggregated data Journal of Econometrics, 146(1):1--9.

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  Reuben, E. and van Winden, F. (2008). Social ties and coordination on negative reciprocity: The role of affect Journal of Public Economics, 92:34--53.

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  Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.

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  Koopman, S. and Lucas, A. (2008). A Non-Gaussian Panel Time series Model for Estimating and Decomposing Default Risk Journal of Business and Economic Statistics, 26(4):510--525.

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  Verschoor, W., Straetmans, S. and Wolff, C. (2008). Extreme US stock market fluctuations in the wake of 9/11 Journal of Applied Econometrics, 23(1):17--42.

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  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.

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  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.

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  Maximiano, S., Sloof, R. and Sonnemans, J. (2007). Gift exchange in a multi-worker firm Economic Journal, 117(522):1025--1050.

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  Francesco Lippi (2007). Information variables for monetary policy in an estimated structural model of the euro area Journal of Monetary Economics.

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  Martens, M. and \van Dijk\, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.

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  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.

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  Hoogerheide, L., Kaashoek, J. and van Dijk, H.K. (2007). On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks Journal of Econometrics, 139(1):154--180.