25 Key Publications

• 

  Koopman, S., Lucas, A. and Scharth, M. (2015). Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models Journal of Business and Economic Statistics, 33(1):114--127.

• 

  \van den Brink\, J.R. and Pinter, M. (2015). On Axiomatizations of the Shapley Value for Assignment Games Journal of Mathematical Economics, 60(October):110--114.

• 

  Koudijs, P. (2015). Those who know most: Insider trading in eighteenth-century Amsterdam Journal of Political Economy, 123(6):1356--1409.

• 

  Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116.

• 

  Cohn, A., Engelmann, J., Fehr, E. and Maréchal, M. (2015). Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals American Economic Review, 105(2):860--885.