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14 key alumni publications

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  • Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.
  • Boswijk, H. and Doornik, J. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors Journal of Applied Econometrics, 20(6):797--810.
  • Dur, R. and Swank, O. (2005). Producing and Manipulating Information Economic Journal, 115:185--199.
  • Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.
  • Hommes, C., Sonnemans, J., Tuinstra, J. and van de Velden, H. (2005). Coordination of expectations in asset pricing experiments Review of Financial Studies, 18(3):955--980.
  • Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323.

  • Frank Windmeijer (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators Journal of Econometrics.
  • Vogelsang, T. and Franses, P.H. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24.
  • Plug, E. and Vijverberg, W. (2005). Does Family Income Matter for Schooling Outcomes? Using Adoption as a Natural Experiment Economic Journal, 115(506):879--906.
  • Bovenberg, A. and Jacobs, B. (2005). Redistribution and education subsidies are Siamese twins Journal of Public Economics, 89(11-12):2005--2035.
  • van Praag, B.M.S. and Baarsma, B. (2005). Using happiness surveys to value intangibles: The case of airport noise Economic Journal, 115(500):224--246.
  • 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.

  • Govert Bijwaard (2005). Correcting for selective compliance in a re-employment bonus experiment Journal of Econometrics.