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492 key alumni publications

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  • Roy Kouwenberg (2004). Optimal portfolio choice under loss aversion Review of Economics and Statistics.
  • Kleibergen, F. (2004). Testing Subsets of Structural Parameters in the IV Regression Model Review of Economics and Statistics, 86(1):418--423.
  • Sensier, M. and van Dijk, D. (2004). Testing for volatility changes in U.S. macroeconomic time series Review of Economics and Statistics, 86(3):833--839.
  • Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.
  • Bos, C., Bauwens, L., van Dijk, H.K. and van Oest, R.D. (2004). Adaptive Radial-based Direction Sampling: Some Flexible and Robust Monte Carlo Integration Methods Journal of Econometrics, 123(2):201--225.
  • Gautier, P. and Teulings, C. (2004). The right man for the job Review of Economic Studies, 71(2):553--580.
  • Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.
  • Abadir, K. and Lucas, A. (2004). A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model Journal of Econometrics, 119(1):45--71.
  • van der Klaauw, B. and Koning, R. (2003). Testing the normality assumption in the sample selection model with an application to travel demand Journal of Business and Economic Statistics, 21:31--42.
  • Plug, E. and Vijverberg, W. (2003). Schooling, family background, and adoption: Is it nature or is it nurture Journal of Political Economy, 111:611--641.
  • van der Klaauw, B. and van Ours, J.C. (2003). From welfare to work: does the neighborhood matter? Journal of Public Economics, 87:957--985.
  • Lundbergh, S., Teräsvirta, T. and van Dijk, D. (2003). Time-varying smooth transition autoregressive models Journal of Business and Economic Statistics, 21(1):104--121.
  • Kleibergen, F. and Groen, J. (2003). Likelihood Based Cointegreation Analysis in Panels of Vector Error Correction Models Journal of Business and Economic Statistics, 21:295--318.
  • Leuven, E., Oosterbeek, H., Sloof, R. and Sonnemans, J. (2003). An experimental comparison of reliance levels under alternative breach remedies RAND Journal of Economics, 34(2):205--222.
  • Paap, R. and van Dijk, H. (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income Journal of Business and Economic Statistics, 21(4):547--563.
  • Gautier, P. and Teulings, C. (2003). An empiriacal index for labour market density Review of Economics and Statistics, 85(4):901--908.

  • Francesco Lippi (2003). Strategic monetary policy with non-atomistic wage setters Review of Economic Studies.
  • Goeree, J. and Offerman, T. (2003). Competitive Bidding in Auctions with Private and Common Values Economic Journal, 113:598--614.
  • Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.
  • Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366.