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.
22 key publications
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Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606. -
Can, S., Einmahl, J., Khmaladze, E. and Laeven, R. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas The Annals of Statistics, 43(2):878--902. -
Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557. -
Baillon, A., Bleichrodt, H. and Cillo, A. (2015). A Tailor-Made Test of Intransitive Choice Operations Research, 63(1):198--211. -
Schram, A. and Charness, G. (2015). Inducing social norms in laboratory allocation choices Management Science, 61(7):1531--1546. -
Sotgiu, F. and Gielens, K. (2015). Suppliers Caught in Supermarket Price Wars: Victims or Victors? Insights from a Dutch Price War Journal of Marketing Research, 52(6):784--800. -
de Jong, M., Fox, J. and Steenkamp, J. (2015). Quantifying Under- and Over-reporting In Surveys Through a Dual Questioning-Technique Design Journal of Marketing Research, 52(6):737--753. -
Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116. -
Stremersch, S., Almeida Camacho, N., Vanneste, S. and Verniers, I.(. (2015). Unraveling Scientific Impact: Citation Types in Marketing Journals International Journal of Research in Marketing, 32(1):64--77. -
Yang, L., Toubia, O. and de Jong, M. (2015). A Bounded Rationality Model of Information Search and Choice in Preference Measurement Journal of Marketing Research, 52(2):166--183. -
Blasques, F., Koopman, S. and Lucas, A. (2015). Information Theoretic Optimality of Observation Driven Time Series Models Biometrika, 102(2):325--343.
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Brandts, J., Groenert, V. and Rott, C. (2015). The impact of advice on women's and men's selection into competition Management Science, 61(5):1018--1035. -
Silva Lourenco, C., Gijsbrechts, E. and Paap, R. (2015). The Impact of Category Prices on Store Price Image Formation: An Empirical Analysis Journal of Marketing Research, 52(2):200--216. -
Bäker, A. (2015). Non-tenured post-doctoral researchers' job mobility and research output: An analysis of the role of research discipline, department size, and coauthors Research Policy, 44(3):634--650. -
Boswijk, H., Jansson, M. and Nielsen, M. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model Journal of Econometrics, 184(1):97--110. -
Liberali, G., Muller, E., Rust, R. and Stremersch, S. (2015). Introduction to the IJRM Special Issue on Marketing and Innovation International Journal of Research in Marketing, 32(3):235--237. -
Leitner, M., Ljubić, I. and Sinnl, M. (2015). A computational study of exact approaches for the bi-objective prize-collecting Steiner tree problem INFORMS Journal on Computing, 27:118--134.
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Jungbacker, B. and Koopman, S. (2015). Likelihood-based Dynamic Factor Analysis for Measurement and Forecasting Econometrics Journal, 18(2):C1--C21.
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Reymen, I., Andries, P., Berends, J., Mauer, R., Stephan, U. and van Burg, J.C. (2015). Understanding dynamics of strategic decision-making in venture creation: a process study of effectuation and causation Strategic Entrepreneurship Journal, 9(4):351--379.