de Vries, C.G., Danielsson, J., Jorgensen, B.N., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291.
35 Key Publications
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de Vries, C.G. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221. -
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. -
Garcia Gomez, M.P., van Kippersluis, J.L.W., O'Donnell, O.A. and van Doorslaer, E.K.A. (2013). Long Term and Spillover Effects of Health Shocks on Employment and Income Journal of Human Resources, 48(4):873--909. -
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.