Pesaran, H. and Pick, A. (2011). Forecast combination across estimation windows Journal of Business and Economic Statistics, 29(2):307--318.
32 Key Publications
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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. -
van Ours, J.C. and Williams, J. (2011). Cannabis use and mental health problems Journal of Applied Econometrics, 26(7):1137--1156. -
van Ours, J.C. and Vollaard, B.A. (2011). Does regulation of built-in security reduce crime? Evidence from a natural experiment Economic Journal, 121(552):485--504. -
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. -
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. -
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. -
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.