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.
148 Key Publications
filtered by:
-
-
Koellinger, P. and Thurik, R. (2011). Entrepreneurship and the business cycle Review of Economics and Statistics, 94(4):1143--1156.
-
Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.
-
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.
-
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.
-
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.
-
Beauchamp, J., Cesarini, D., Johannesson, M., van der Loos, M.(., Koellinger, P., Groenen, P., Fowler, J., Rosenquist, J., Thurik, R. and Christakis, N. (2011). Molecular genetics and economics Journal of Economic Perspectives, 25(4):57--82.
-
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.
-
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.
-
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.
-
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.
-
Pesaran, H., Pick, A. and Timmermann, A. (2011). Variable selection, estimation and inference for multi-period forecasting problems Journal of Econometrics, 164(1):173--187.
-
Pesaran, H. and Pick, A. (2011). Forecast combination across estimation windows Journal of Business and Economic Statistics, 29(2):307--318.
-
Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
-
Koopman, S., Mallee, M. and van der Wel, M. (2010). Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters Journal of Business and Economic Statistics, 28:329--343.
-
Bloemen, H. (2010). An empirical model of collective household labour supply with non-participation Economic Journal, 120(543):183--214.
-
Leuven, E., Oosterbeek, H. and van der Klaauw, B. (2010). The effect of financial rewards on students' achievement: evidence from a randomized experiment Journal of the European Economic Association, 8(6):1243--1265.
-
Boswijk, H., Franses, P.H. and van Dijk, D. (2010). Twenty years of cointegration Journal of Econometrics, 158(1):1--2.
-
Koopman, S. and Creal, D. (2010). Extracting a robust U.S. business cycle using a time-varying multivariate model-based bandpass filter Journal of Applied Econometrics, 25:695--719.