Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.
28 Key Publications
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Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.
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Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416.
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van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.
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Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348.
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Hoogerheide, L., Ravazzolo, F. and van Dijk, H.K. (2012). Comment on Forecast Rationality Tests Based on Multi-Horizon Bounds Journal of Business and Economic Statistics, 30(1):30--33.
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van der Ploeg, F. and Withagen, C. (2012). Too Much Coal, too little Oil Journal of Public Economics, 96(1-2):62--77.
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Albrecht, J., Gautier, P. and Vroman, S. (2012). A Note on 'Competition Among: Sellers Who Offer Auctions Instead of Prices' by Peters and Severinov Journal of Economic Theory, 147(1):389--392.
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de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932.
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Belot, M., Bhaskar, V. and van de Ven, J. (2012). Can observers predict trustworthiness? Review of Economics and Statistics, 94(1):246--259.
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Brown, S., Grundy, B., Lewis, C. and Verwijmeren, P. (2012). Convertibles and hedge funds as distributors of equity exposure Review of Financial Studies, 25(10):3077--3112.
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Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100.
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Hoogerheide, L., Ravazzolo, F. and van Dijk, H. (2012). Forecast rationality tests based on multi-horizon bounds: Comment Journal of Business and Economic Statistics, 30(1):30--33.
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van den Assem, M.J., van Dolder, D. and Thaler, R. (2012). Split or Steal? Cooperative Behavior When the Stakes Are Large Management Science, 58(1):2--20.
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Hoogerheide, L., Opschoor, A. and van Dijk, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120.
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Ferraris, L. and Watanabe, M. (2012). Liquidity constraints in a monetary economy International Economic Review, 53(3):255--277.
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Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.
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Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.
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Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843.
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Stoop, J., Noussair, C.(. and van Soest, D. (2012). From the lab to the field: Cooperation among fishermen The Journal of Political Economy, 120(6):1027--1056.