van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165.
900 Key Publications
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Gilboa, I., Schmeidler, D. and Wakker, P. (2002). Utility in Case-Based Decision Theory Journal of Economic Theory, 105:483--502.
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Schinkel, M., Tuinstra, J. and Vermeulen, D. (2002). Convergence of Baysian Learning to General Equilibrium in Mis-specified Models Journal of Mathematical Economics, 38(4):483--508.
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Kleibergen, F. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression Econometrica, 70:1781--1804.
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Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.
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Koopman, S. and Hol Uspensky, E. (2002). The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets Journal of Applied Econometrics, 17:667--689.
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Houba, H. (2001). Game Theory Evolving: a Problem-centered Introduction to Modeling Stratgeic Behavior [Review of: H. Gintis (2000) Game Theory Evolving: a Problem-centered Introduction to Modeling Strategic Behavior] Economic Journal, online:.
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Baily, M., Bartelsman, E. and Haltiwanger, J. (2001). Labor Productivity: Structural Change and Cyclical Dynamics Review of Economics and Statistics, 83(3):420--433.
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Bloemen, H. and Stancanelli, E. (2001). Individual wealth, reservation wages, and transitions into employment Journal of Labor Economics, 19(2):400--439.
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Leuven, E. and Oosterbeek, H. (2001). Firm-Specific Human Capital as a Shared Investment: Comment American Economic Review, 91(1):342--347.
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Houba, H. (2001). Bargaining Theory with Applications [Review of: A. Muthoo (1999) Bargaining Theory with Applications] Journal of Economic Literature, 39:128--130.
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Klaassen, F. and Magnus, J. (2001). Are Points in Tennis Independent and Identically Distributed? Evidence from a Dynamic Binary Panel Data Model Journal of the American Statistical Association, 96:500--509.
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Goyal, S. and Moraga-González, J.L. (2001). R&D networks RAND Journal of Economics, 32(4):686--707.
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Bleichrodt, H., Pinto, J. and Wakker, P. (2001). Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility Management Science, 47(11):1498--1514.
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Cherian, J. and Perotti, E. (2001). Option pricing and foreign investment under political risk Journal of International Economics, 55(2):359--377.
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Sonnemans, J., Oosterbeek, H. and Sloof, R. (2001). On the relation between asset ownership and specific investments Economic Journal, 111(474):791--820.
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Beetsma, R. and Schotman, P. (2001). Measuring Risk Attitudes in a Natural Experiment: Data from the Television Game Show LINGO Economic Journal, 111(474):821--848.
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De Waegenaere, A. and Wakker, P. (2001). Nonmonotonic Choquet Integrals Journal of Mathematical Economics, 36:45--60.
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van der Klaauw, B. and van den Berg, G.J. (2001). Combining Micro and Macro Unemployment Duration Data Journal of Econometrics, 102(2):271--309.
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Brandts, J. and Schram, A. (2001). Cooperation and Noise in Public Goods Experiments: Applying the Contribution Function Approach Journal of Public Economics, 79(2):399--427.