van der Ploeg, F. and Rezai, A. (2019). The agnostic's response to climate deniers: Price carbon! European Economic Review, 111:70-84.
729 Key Publications
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Seeger, N., Kaeck, A., and Johannes, M. (2019). Option pricing of earnings announcement risks. Review of Financial Studies, 32(2):646–687. -
Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L., and van Dijk, H. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies. Journal of Econometrics. -
Bolhaar, J., Ketel, N., and van der Klaauw, B. (2019). Job search periods for welfare applicants: Evidence from a randomized experiment. American Economic Journal: Applied Economics, 11(1):92-125. -
Boswijk, H., Bun, M., and Schinkel, M. (2019). Cartel dating. Journal of Applied Econometrics, 34(1):26-42. With supporting information. -
Christensen, B. and van der Wel, M. (2019). An asset pricing approach to testing general term structure models. Journal of Financial Economics, to appear. -
Boswijk, H., Laeven, R., and Yang, X. (2018). Testing for self-excitation in jumps. Journal of Econometrics, 203(2):256-266. With supplementary file. -
Gautier, P., Muller, P., van der Klaauw, B., Rosholm, M., and Svarer, M. (2018). Estimating equilibrium effects of job search assistance. Journal of Labor Economics, 36(4):1073-1125. -
Barr, A., Dekker, M., Janssens, W., Kebede, B., and Kramer, B. (2018). Cooperation in polygynous households. American Economic Journal: Applied Economics. -
Geijtenbeek, L. and Plug, E. (2018). Is there a penalty for registered women? is there a premium for registered men? evidence from a sample of transsexual workers. European Economic Review, 109:334-347. Part of special issue: Gender Differences in the Labor Market. -
Kleibergen, F., Dovonon, P., and Hall, A. (2018a). Inference in second order identified models. Journal of Econometrics. -
Hu, A., Offerman, T., and Zou, L. (2018). How risk sharing may enhance efficiency of english auctions. Economic Journal, 128(610):1235-1256. With supporting information. -
Koopman, S., Lit, R., Lucas, A., and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes. Journal of Applied Econometrics, 33(7):966-985. -
Leung, E. and Veenman, D. (2018a). Non-GAAP earnings disclosure in loss firms. Journal of Accounting Research, 56(4):1083-1137. -
Koster, H. and van Ommeren, J. (2018). Place-based policies and the housing market. Review of Economics and Statistics. -
Blasques, F. and Duplinskiy, A. (2018). Penalized indirect inference. Journal of Econometrics, 205(1):34-54. -
Buser, T. and Yuan, H. (2018). Do women give up competing more easily? evidence from the lab and the Dutch math olympiad. American Economic Journal: Applied Economics. -
De Luca, G., Magnus, J., and Peracchi, F. (2018b). Weighted-average least squares estimation of generalized linear models. Journal of Econometrics, 204(1):1-17. -
Lucas, A., Schaumburg, J., and Schwaab, B. (2018). Bank business models at zero interest rates. Journal of Business and Economic Statistics, pages 1-14. -
van Ophem, J., van Giersbergen, N., van Garderen, K., and Bun, M. (2018). The cyclicality of R&D investment revisited. Journal of Applied Econometrics.