506 key alumni publications

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

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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.

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  Kleibergen, F. (2007). Generalizing weak intrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics Journal of Econometrics, 139(1):181--216.

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  Fok, D. and Franses, \.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.

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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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  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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  Hoogerheide, L., Kleibergen, F. and \van Dijk\, H.K. (2007). Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data Journal of Econometrics, 138(1):63--103.

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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.

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  Janssen, \.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582.

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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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  Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372.

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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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  Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290.

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  Gautier, P. and Teulings, C. (2006). How large are search frictions? Journal of the European Economic Association, 4:1193--1225.

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  \van der Klaauw\, B. and \van den Berg\, G.J. (2006). Counseling and monitoring of unemployed workers: Theory and evidence from a controlled social experiment International Economic Review, 47:895--936.