Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.
35 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. -
van den Bremer, T.S. and van der Ploeg, F. (2013). Managing and Harnessing Volatile Oil Windfalls IMF Economic Review, 61(1):130--167. -
Dobbelaere, S. and Mairesse, J. (2013). Panel data estimates of the production function and product and labor market imperfections Journal of Applied Econometrics, 28(1):1--46. -
Eiling, E. (2013). Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns The Journal of Finance, 68(1):43--84. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
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. -
Groen, J.J.J., Paap, R. and Ravazzolo, F. (2013). Real-time Inflation Forecasting in a Changing World Journal of Business and Economic Statistics, 31(1):29--44. -
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. -
Pesaran, M.H., Pick, A. and Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks Journal of Econometrics, 177(2):134--152. -
Strachan, R.W. and van Dijk, H.K. (2013). Evidence on features of a dsge business cycle model from bayesian model averaging International Economic Review, 54(1):385--402. -
Thurik, A.R. (2013). Valuing an Entrepreneurial Enterprise by D.B. Audretsch and A.N. Link, Oxford University Press, 2012, (book review) Journal of Economic Literature, :. -
Thurik, A.R. (2013). Valuing an entrepreneurial enterprise Journal of Economic Literature, 51(1):202--204. -
Timmerman, A. and van Dijk, H.K. (2013). Dynamic econometric modeling and forecasting in the presence of instability Journal of Econometrics, 177(2):131--133. -
van der Klaauw, B. and van Ours, J.C. (2013). Carrot and stick Journal of Applied Econometrics, 28(2):275--296.