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19 key alumni publications

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  • Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
  • Creal, D., Koopman, S. and Lucas, A. (2011). A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations Journal of Business and Economic Statistics, 29(4):552--563.
  • Boswijk, H. and van der Weide, R. (2011). Method of moments estimation of GO-GARCH models Journal of Econometrics, 163(1):118--126.
  • Gutierrez Puigarnau, E. and van Ommeren, J.N. (2011). Welfare effects of distortionary fringe benefits taxation: The case of employer-provided cars International Economic Review, :.
  • 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.

  • Frank Windmeijer (2011). How important is pro-social behaviour in the delivery of public services? Journal of Public Economics.
  • Lindeboom, M., Bago D'uva, T., O'Donnell, O. and van Doorslaer, E. (2011). Slipping anchor? Testing the vignettes approach to identification and correction of reporting heterogeneity Journal of Human Resources, 46(4):875--906.
  • Hu, A., Offerman, T. and Zou, L. (2011). Premium auctions and risk preferences Journal of Economic Theory, 146(6):2420--2439.
  • Marie, O., Machin, S. and Vujic, S. (2011). The Crime Reducing Effect of Education Economic Journal, 121:149--165.
  • van Kippersluis, H., O'Donnell, O. and van Doorslaer, E. (2011). Long Run Returns to Education: Does Education lead to an Extended Old Age? Journal of Human Resources, 46(4):695--721.
  • Leuven, E., Oosterbeek, H., Sonnemans, J. and van der Klaauw, B. (2011). Incentives versus sorting in tournaments: evidence from a field experiment Journal of Labor Economics, 29(3):637--658.
  • Jacobs, B. (2011). Comment: Crime in Europe and the United States: Dissecting the {\textquoteleft}Reversal of Misfortunes' Economic Policy, 26(67):347--385.
  • van den Berg, V.A.C. and Verhoef, E. (2011). Winning or losing from dynamic bottleneck congestion pricing? The distributional effects of road pricing with heterogeneity in values of time and schedule delay Journal of Public Economics, 95(7-8):983--992.
  • de Jong, Ph., Lindeboom, M. and van der Klaauw, B. (2011). Screening disability insurance applications Journal of the European Economic Association, 9(1):106--129.
  • Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33.
  • Janssens, W. (2011). Externalities in program evaluation: the impact of a women’s empowerment program on immunization Journal of the European Economic Association, 9(6):1082--1113.

  • Francesco Lippi (2011). Optimal price setting with observation and menu costs Quarterly Journal of Economics.
  • Holmlund, H., Lindahl, M. and Plug, E. (2011). The causal effect of parents' schooling on children's schooling: a comparison of estimation methods Journal of Economic Literature, 49(3):615--651.
  • Diks, C., Panchenko, V. and van Dijk, D. (2011). Likelihood-Based Scoring Rules for Comparing Density Forecast in Tails Journal of Econometrics, 163(2):215--230.