The list below contains articles published in refereed journals or books authored and/or co-authored by UvA-Econometrics participants.
Berkhout, P., Hartog, J. & van Ophem, H. (2014). Starting wages respond to employer’s risk. Forthcoming in Scottish Journal of Political Economy.
Garderen, K.J. & Boswijk, H.P. (2014). Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors. Economics Letters 122, 224–228.
Gooijer, J.G. de & Yuan, A. (2014). Asymptotic informative prior for Bayesian analysis. Forthcoming in Communications in Statistics: Theory and Methods.
Gooijer, J.G. de & Yuan, A. (2014). Nonparametric portmanteau tests for detecting nonlinearities in high dimensions. Forthcoming in Communications in Statistics: Theory and Methods.
Kiviet, J.F. & Phillips, G.D.A. (2014). Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models. Forthcoming in Computational Statistics & Data Analysis.Kleibergen, F. & Mavroeidis, S. (2014) Identification issues in limited-information Bayesian analysis of structural macroeconomic models. Forthcoming in Journal of Applied Econometrics.
Zu, Y. & Boswijk, H.P. (2014). Estimating spot volatility with high-frequency financial data. Forthcoming in Journal of Econometrics.
Broda, S.A., Haas, M., Krause, J., Paolella, M., & Steude, S. (2013). A mix-stable GARCH model. Journal of Econometrics 172, 292–306.
Joustra, P., Meester R. & van Ophem, H. (2013). Can statisticians beat surgeons at the planning of operations? Empirical Economics 44, 1697–1718.
Juodis, A. (2013). A note on bias-corrected estimation in dynamic panel data models. Economics Letters 118, 435–438.
Kiviet, J.F. (2013). Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. Econometrics Journal 16, S24–S59.
Mazza, J., van Ophem, H. & Hartog, J. (2013). Unobserved heterogeneity and risk in wage variance: Does more schooling reduce earnings risk? Labour Economics 24, 323–338.