Koopman, S., Lucas, A. and Klaassen, P. (2005). Empirical Credit Cycles and Capital Buffer Formation Journal of Banking and Finance, 29:3159--3179.
633 key alumni publications
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Dur, R. and Swank, O. (2005). Producing and Manipulating Information Economic Journal, 115:185--199. -
Govert Bijwaard (2005). Correcting for selective compliance in a re-employment bonus experiment Journal of Econometrics.
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Fok, D., van Dijk, D. and Franses, P.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827. -
van Dijk, D., van Dijk, H. and Franses, P.H. (2005). On the dynamics of business cycle analysis; Editors' introduction Journal of Applied Econometrics, 20(2):147--150. -
Vogelsang, T. and Franses, P.H. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24. -
Genton, M. and Lucas, A. (2005). Discussion of 'Breakdown and Groups' Annals of Statistics, 33(3):988--993. -
van den Berg, G., van der Klaauw, B. and van Ours, J. (2004). Punitive sanctions and the transition rate from welfare to work Journal of Labor Economics, 22(1):211--241. -
Pels, E. and Verhoef, E. (2004). The economics of airport congestion pricing Journal of Urban Economics, 55:257--277.
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Kleibergen, F. (2004). Testing Subsets of Structural Parameters in the IV Regression Model Review of Economics and Statistics, 86(1):418--423. -
van Leuvensteijn, M. and Koning, P. (2004). The effect of home-ownership on labor mobility in the Netherlands Journal of Urban Economics, 55(3):580--596.
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Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636. -
Plug, E. (2004). Estimating the effect of mother's schooling on children's schooling using a sample of adoptees American Economic Review, 94(1):358--368. -
Verhoef, E. and Rouwendal, J. (2004). A behavioural model of traffic congestion endogenizing speed choice, traffic safety and time losses Journal of Urban Economics, 56(3):408--434.
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Roy Kouwenberg (2004). Optimal portfolio choice under loss aversion Review of Economics and Statistics.
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Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793. -
Beniers, K.(. and Swank, O. (2004). On the composition of committees Journal of Law, Economics, and Organization, 20:353--378.
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Goeree, J. and Offerman, T. (2004). The Amsterdam Auction Econometrica, 72(1):281--294. -
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.