Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
83 key alumni publications
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de Haan, M. and Plug, E. (2011). Estimating intergenerational schooling mobility on censored samples: consequences and remedies Journal of Applied Econometrics, 26(1):151--166. -
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.