Rosenkranz, S. and Weitzel, U. (2012). Network structure and strategic investments: An experimental analysis Games and Economic Behavior, 75(2):898--920.
29 key publications
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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. -
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. -
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. -
Dordonnat, V., Koopman, S. and Ooms, M. (2012). Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Computational Statistics and Data Analysis, 56(11):3134--3152. -
Belsley, D.A., Kontoghiorghes, E.J., Van Dijk, H.K., Bauwens, L., Koopman, S.J., McAleer, M., Amendola, A., Billio, M., Croux, C., Chen, CathyW.S., Davidson, R., Duchesne, P., Foschi, P., Francq, C., Fuertes, A.M., Koop, G., Khalaf, L., Paolella, M., Pollock, D.S.G., Ruiz, E., Paap, R., Proietti, T., Winker, P., Yu, PhilipL.H., Zakoian, J.M. and Zeileis, A. (2012). The Annals of Computational and Financial Econometrics, first issue Computational Statistics and Data Analysis, 56(11):2991--2992. -
Impink, J., Lubberink, M., van Praag, B. and Veenman, D. (2012). Did Accelerated Filing Requirements and Sox Section 404 Affect the Timeliness of 10-K Filings? Review of Accounting Studies, 17(2):227--253. -
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. -
van den Brink, J.R. (2012). Efficiency and Collusion Neutrality in Cooperative Games and Networks Games and Economic Behavior, 76(1):344--348.
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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. -
de Jong, M., Lehmann, D. and Netzer, O. (2012). State-Dependence Effects in Surveys Marketing Science, 31(5):838--854. -
Dellaert, B., Donkers, B. and van Soest, A. (2012). Complexity Effects in Choice Experiment-Based Models Journal of Marketing Research, 49(3):424--434. -
de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932. -
Duca, E.(., Dutordoir, M.(., Veld, C. and Verwijmeren, P. (2012). Why are convertible bond announcements associated with increasingly negative abnormal stock returns? An arbitrage-based explanation Journal of Banking and Finance, 36(11):2884--2899.
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Estevez Fernandez, M.A. (2012). New Characterizations for Largeness of the Core Games and Economic Behavior, 76(1):160--180.
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Schaumburg, J. (2012). Predicting extreme Value at Risk: Nonparametric quantile regression with refinements from extreme value theory Computational Statistics and Data Analysis, 56(12):4081--4096. -
Fok, D., Paap, R. and Franses, P.H. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times Computational Statistics and Data Analysis, 56(11):3055--3069. -
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. -
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. -
Huurman, C., Ravazzolo, F. and Zhou, C. (2012). The power of weather Computational Statistics and Data Analysis, 56(11):3793--3807.