Chen, A., Pelsser, A. and Vellekoop, M. (2011). Modeling non-monotone risk aversion using SAHARA utility functions Journal of Economic Theory, 146(5):2075--2092.
32 Key Publications
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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. -
Beetsma, R. and Giuliodori, M. (2011). The effects of government purchases shocks: Review and estimates for the EU Economic Journal, 121(550):F4--F32. -
Holmlund, H., Lindahl, M. and Plug, E. (2011). The causal effect of parents' schooling on children's schooling: a comparison of estimation methods Journal of Economic Literature, 49(3):615--651. -
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 der Ploeg, F. (2011). Natural resources: Curse of blessing? Journal of Economic Literature, 49(2):366--420. -
de Haan, M. and Plug, E. (2011). Estimating intergenerational schooling mobility on censored samples: consequences and remedies Journal of Applied Econometrics, 26(1):151--166. -
Lindeboom, M., Bago D'uva, T., O'Donnell, O. and van Doorslaer, E. (2011). Slipping anchor? Testing the vignettes approach to identification and correction of reporting heterogeneity Journal of Human Resources, 46(4):875--906. -
Beauchamp, JonathanP., Cesarini, D., Johannesson, M., Van Der Loos, MatthijsjH.M., Koellinger, PhilippD., Patrick, J.F.Groenen, Fowler, JamesH., Rosenquist, J.Niels, Thurik, A.Roy and Christakis, NicholasA. (2011). Molecular genetics and economics Journal of Economic Perspectives, 25(4):57--82. -
Haan, M. and Moraga González, J.L. (2011). Advertising for attention in a consumer search model Economic Journal, 121(552):552--579. -
Boot, A. and Thakor, A. (2011). Managerial autonomy, allocation of control rights, and optimal capital structure Review of Financial Studies, 24(10):3434--3485. -
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. -
Diks, C., Panchenko, V. and van Dijk, D. (2011). Likelihood-Based Scoring Rules for Comparing Density Forecast in Tails Journal of Econometrics, 163(2):215--230. -
Gryglewicz, S. (2011). A Theory of Corporate Financial Decisions with Liquidity and Solvency Concerns Journal of Financial Economics, 99(2):365--384. -
Marie, O., Machin, S. and Vujic, S. (2011). The Crime Reducing Effect of Education Economic Journal, 121:149--165. -
Pesaran, H. and Pick, A. (2011). Forecast combination across estimation windows Journal of Business and Economic Statistics, 29(2):307--318. -
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.