Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.
30 Key Publications
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\Moraga González\, J.L., Sandor, Z. and Wildenbeest, M. (2013). Semi-Nonparametric Estimation of Consumer Search Costs Journal of Applied Econometrics, 28(7):1205--1223. -
Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
Dittmann, I., Maug, \.G. and Spalt, O. (2013). Indexing executive compensation contracts Review of Financial Studies, 26(12):3182--3224. -
\Moraga González\, J.L. and Petrikaite, V. (2013). Search Costs, Demand-Side Economies and the Incentives to Merge under Bertrand Competition RAND Journal of Economics, 44(3):391--424. -
Fredriksson, P., Öckert, B. and Oosterbeek, H. (2013). Long-term effects of class size Quarterly Journal of Economics, 128(1):249--285. -
Poelhekke, S. and \van der Ploeg\, F. (2013). Do natural resources attract nonresource FDI? Review of Economics and Statistics, 95(3):1046--1065. -
Thurik, R. (2013). Valuing an entrepreneurial enterprise Journal of Economic Literature, 51(1):202--204. -
Ohinata, A. and van Ours, J.C. (2013). How immigrant children affect the academic achievement of native Dutch children Economic Journal, 123(570):F308--F331.