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.
27 Key Publications
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Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
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. -
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. -
Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416. -
van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.