Martens, M. and van Dijk, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.
851 Key Publications
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Visser, B. and Swank, O. (2007). On committees of experts Quarterly Journal of Economics, 122(1):337--372. -
Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728. -
Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255. -
Leuven, E., Lindahl, M., Oosterbeek, H. and Webbink, D. (2007). The effect of extra funding for disadvantaged pupils on achievement Review of Economics and Statistics, 89(4):721--736. -
Abdellaoui, M., Barrios, C. and Wakker, P. (2007). Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory. Journal of Econometrics, 138(1):336--378. -
Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126. -
Portrait, F., Lindeboom, M. and van den Berg, G.J. (2006). Economic conditions early in life and individual mortality American Economic Review, 96:290--302. -
Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309. -
Boot, A., Milbourn, T. and Schmeits, A. (2006). Credit Ratings as Coordination Mechanisms Review of Financial Studies, 19(1):81--118. -
Offerman, T. and Potters, J. (2006). Does auctioning of entry licenses induce collusion? An experimental study Review of Economic Studies, 73(3):769--791. -
Gautier, P., Albrecht, J. and Vroman, S. (2006). Equilibrium Directed Search with Multiple applications Review of Economic Studies, 73:869--891. -
Jacobs, B. and van der Ploeg, F. (2006). Guide to reform of higher education: A European perspective Economic Policy, 21(47):537--592. -
Kleijn, R. and van Dijk, H. (2006). Bayes model averaging of cyclical decompositions in economic time series Journal of Applied Econometrics, 21(2):191--212. -
Lalive, R., van Ours, J.C. and Zweim�ller, J. (2006). How changes in financial incentives affect the duration of unemployment Review of Economic Studies, 73(4):1009--1038. -
Pozzi, L. (2006). Ricardian equivalence under imperfect information Journal of Public Economics, 90:2009--2026. -
Swanson, N. and van Dijk, D. (2006). Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Journal of Business and Economic Statistics, 24(1):24--42. -
van Ours, J.C. (2006). Cannabis, cocaine and jobs Journal of Applied Econometrics, 21(7):897--917. -
van Ours, J.C. and Vodopivec, M. (2006). How shortening the potential duration of unemployment benefits affects the duration of unemployment Journal of Labor Economics, 24(2):351--378. -
Beetsma, R., Giuliodori, M. and Klaassen, F. (2006). Trade spill-overs of fiscal policy in the European Union: a panel analysis Economic Policy, 21(48):639--687.