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Home | Alumni | Key Alumni Publications

Alumni types

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632 key alumni publications

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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.
  • 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.
  • Janssen, M.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582.
  • Martens, M. and van Dijk, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.
  • Swank, O. and Visser, B. (2007). Motivating through delegating tasks of giving attention Journal of Law, Economics, and Organization, 23:731--742.
  • Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372.
  • 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.
  • van der Klaauw, B. and Frijters, P. (2006). Job search with nonparticipation Economic Journal, 116:45--83.
  • 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.