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Home | Alumni | Key Alumni Publications

Alumni types

Year

626 key alumni publications

  • Jungbacker, B. and Koopman, S. (2007). Monte Carlo estimation for nonlinear non-Gaussian state space models Biometrika, 94:827--839.
  • 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.
  • 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.
  • 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.
  • Maximiano, S., Sloof, R. and Sonnemans, J. (2007). Gift exchange in a multi-worker firm Economic Journal, 117(522):1025--1050.
  • 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.
  • Gautier, P. and Teulings, C. (2006). How large are search frictions? Journal of the European Economic Association, 4:1193--1225.
  • 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.
  • Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126.
  • Portrait, F., Lindeboom, M. and van den Berg, G.J. (2006). Economic conditions early in life and individual mortality American Economic Review, 96:290--302.
  • Lucas, A. and Klaassen, P. (2006). Discrete versus continuous state switching models for portfolio credit risk Journal of Banking and Finance, 30(1):23--35.

  • Francesco Lippi (2006). Monetary union with voluntary participation Review of Economic Studies.
  • Bijwaard, G., Franses, P.H. and Paap, R. (2006). Modeling purchases as repeated events Journal of Business and Economic Statistics, 24(4):487--502.
  • Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309.
  • Offerman, T. and Potters, J. (2006). Does auctioning of entry licenses induce collusion? An experimental study Review of Economic Studies, 73(3):769--791.
  • Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562.
  • Galeotti, A., Goyal, S.(. and Kamphorst, J. (2006). Network Formation with Heterogeneous Players Games and Economic Behavior, 54(2):353--372.
  • Jacobs, B. and van der Ploeg, F. (2006). Guide to reform of higher education: A European perspective Economic Policy, 21(47):537--592.
  • Swanson, N. and van Dijk, D. (2006). Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Journal of Business and Economic Statistics, 24(1):24--42.
  • Bjorklund, A., Lindahl, M. and Plug, E. (2006). The Origins of Intergenerational Associations: Lessons from Swedish Adoption Data Quarterly Journal of Economics, 121(3):999--1028.