16 key alumni publications

• 

  Fok, D., Paap, R. and \van Dijk\, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.

• 

  Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.

• 

  \van Veelen\, M. (2012). [Review of: S. Bowles, H. Gintis (2011) A cooperative species: human reciprocity and its revolution] Journal of Economic Literature, 50(3):797--803.

• 

  Lindeboom, M., Montizaan, R. and \de Grip\, A. (2012). Shattered Dreams: The effect of Changing the Pensions System Late in the Game Economic Journal, 122(559):1--25.

• 

  Frank Windmeijer (2012). Instrumental variable estimators for binary outcomes Journal of the American Statistical Association.

• 

  Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100.

• 

  Gautier, P. and \van der Klaauw\, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.

• 

  Hoogerheide, L., Opschoor, A. and \van Dijk\, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120.

• 

  Albrecht, J., Gautier, P. and Vroman, S. (2012). A Note on 'Competition Among: Sellers Who Offer Auctions Instead of Prices' by Peters and Severinov Journal of Economic Theory, 147(1):389--392.

• 

  Hoogerheide, L., Ravazzolo, F. and \van Dijk\, H.K. (2012). Comment on Forecast Rationality Tests Based on Multi-Horizon Bounds Journal of Business and Economic Statistics, 30(1):30--33.

• 

  Jacobs, B. and Schindler, D. (2012). On the desirability of taxing capital income in optimal social insurance Journal of Public Economics, 96(9-10):853--868.

• 

  Francesco Lippi (2012). Oil and the macroeconomy: A quantitative structural analysis Journal of the European Economic Association.

• 

  Francesco Lippi (2012). Durable consumption and asset management with transaction and observation costs American Economic Review.

• 

  \van Ommeren\, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.

• 

  Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.

• 

  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.