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. -
de Vries, C., Danielsson, J.(., Jorgensen, B., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291. -
de Vries, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
van den Brink, J.R., van der Laan, G. and Moes, N. (2013). A strategic implementation of the average tree solution for cycle-free graph games Journal of Economic Theory, 148(6):2737--2748. -
Dittmann, I., Maug, E.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.