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.
829 Key Publications
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Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843. -
van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978. -
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. -
Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416. -
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. -
Koellinger, PhilippD. and Thurik, A.Roy (2012). Entrepreneurship and the business cycle Review of Economics and Statistics, 94(4):1143--1156. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
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. -
Beetsma, R. and Giuliodori, M. (2011). The effects of government purchases shocks: Review and estimates for the EU Economic Journal, 121(550):F4--F32. -
Van Ourti, T. and Clarke, P. (2011). A simple correction to remove the bias of the Gini coefficient due to income grouping Review of Economics and Statistics, 93(3):982--994. -
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. -
de Jong, A., Dutordoir, M.(. and Verwijmeren, P. (2011). Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation Journal of Financial Economics, 100(1):113--129. -
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. -
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. -
Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns Journal of Financial Economics, 99(2):365--384. -
van der Ploeg, F. (2011). Natural resources: Curse of blessing? Journal of Economic Literature, 49(2):366--420.