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Marno Verbeek

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Francis Vella & Marno Verbeek, 1998. "Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 163-183.

    Mentioned in:

    1. Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men (Journal of Applied Econometrics 1998) in ReplicationWiki ()
  2. Nijman, Theo & Verbeek, Marno, 1992. "Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(3), pages 243-257, July-Sept.

    Mentioned in:

    1. Nonresponse in panel data: The impact on estimates of a life cycle consumption function (Journal of Applied Econometrics 1992) in ReplicationWiki ()

Working papers

  1. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.

    Cited by:

    1. Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
    2. Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
    3. Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
    4. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    5. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
    6. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    7. Ardia, David & Hoogerheide, Lennart F., 2014. "GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts," Economics Letters, Elsevier, vol. 123(2), pages 187-190.
    8. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    9. Antoine Mandel & Amir Sani, 2017. "A Machine Learning Approach to the Forecast Combination Puzzle," Working Papers halshs-01317974, HAL.
    10. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    11. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
    12. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
    13. Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
    14. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
    15. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute.
    16. Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
    17. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
    18. Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013. "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers 13-060/III, Tinbergen Institute, revised 06 Mar 2014.
    19. Yanfu Li, 2019. "Improving Analyst Target Price Performance Through Enhanced Valuation Techniques," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 13(2), pages 1-12.
    20. Antoine Mandel & Amir Sani, 2016. "Learning Time-Varying Forecast Combinations," Documents de travail du Centre d'Economie de la Sorbonne 16036r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
    21. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019. "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series BEMPS59, Faculty of Economics and Management at the Free University of Bozen.
    22. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
    23. Mohsen Khezri & Seyed Ehsan Hosseinidoust & Mohammad Kazem Naziri, 2019. "Investigating the Temporary and Permanent Influential Variables on Iran Inflation Using TVP-DMA Models," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 23(1), pages 209-234, Winter.
    24. Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
    25. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    26. Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
    27. Jin, Xin & Maheu, John M. & Yang, Qiao, 2022. "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, vol. 228(2), pages 302-321.
    28. McAlinn, Kenichiro & West, Mike, 2019. "Dynamic Bayesian predictive synthesis in time series forecasting," Journal of Econometrics, Elsevier, vol. 210(1), pages 155-169.
    29. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
    30. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023. "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, vol. 237(2).
    31. K=osaku Takanashi & Kenichiro McAlinn, 2019. "Equivariant online predictions of non-stationary time series," Papers 1911.08662, arXiv.org, revised Jun 2023.
    32. Joscha Beckmann & Rainer Schüssler, 2014. "Forecasting Equity Premia using Bayesian Dynamic Model Averaging," CQE Working Papers 2914, Center for Quantitative Economics (CQE), University of Muenster.

  2. Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007. "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers EI 2007-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    2. A.S.M. Arroyo & A. de Juan Fern¨¢ndez, 2014. "Split-then-Combine Method for out-of-sample Combinations of Forecasts," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 3(1), pages 19-37, April.
    3. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    4. Emilian Dobrescu, 2014. "A Hybrid Forecasting Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(35), pages 390-390, February.
    5. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    6. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. David Bolder & Yuliya Romanyuk, 2008. "Combining Canadian Interest-Rate Forecasts," Staff Working Papers 08-34, Bank of Canada.
    8. Eric J. Bartelsman & Zoltan Wolf, 2014. "Forecasting Aggregate Productivity Using Information from Firm-Level Data," The Review of Economics and Statistics, MIT Press, vol. 96(4), pages 745-755, October.

  3. Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers.

    Cited by:

    1. Farid El Ktaibi & Rachid Bentoumi & Nicola Sottocornola & Mhamed Mesfioui, 2022. "Bivariate Copulas Based on Counter-Monotonic Shock Method," Risks, MDPI, vol. 10(11), pages 1-20, October.
    2. Diermanse, F.L.M. & Geerse, C.P.M., 2012. "Correlation models in flood risk analysis," Reliability Engineering and System Safety, Elsevier, vol. 105(C), pages 64-72.
    3. Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015. "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers 46/2015, Deutsche Bundesbank.
    4. Erik Hintz & Marius Hofert & Christiane Lemieux & Yoshihiro Taniguchi, 2022. "Single-Index Importance Sampling with Stratification," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 3049-3073, December.
    5. MICHIELS, Frederik & DE SCHEPPER, Ann, 2007. "A copula test space model: How to avoid the wrong copula choice," Working Papers 2007027, University of Antwerp, Faculty of Business and Economics.
    6. Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
    7. Rossi, Eduardo & Santucci de Magistris, Paolo, 2013. "Long memory and tail dependence in trading volume and volatility," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 94-112.
    8. Jean-David Fermanian, 2012. "An overview of the goodness-of-fit test problem for copulas," Papers 1211.4416, arXiv.org.
    9. Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou, 2012. "Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 447-468, November.
    10. Jacobo Ayensa-Jiménez & Marina Pérez-Aliacar & Teodora Randelovic & José Antonio Sanz-Herrera & Mohamed H. Doweidar & Manuel Doblaré, 2020. "Analysis of the Parametric Correlation in Mathematical Modeling of In Vitro Glioblastoma Evolution Using Copulas," Mathematics, MDPI, vol. 9(1), pages 1-22, December.
    11. Zhang, Xi & Li, Jian, 2018. "Credit and market risks measurement in carbon financing for Chinese banks," Energy Economics, Elsevier, vol. 76(C), pages 549-557.
    12. Wahbeeah Mohti & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2019. "Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis," Economies, MDPI, vol. 7(1), pages 1-14, February.
    13. Bedendo, Mascia & Campolongo, Francesca & Joossens, Elisabeth & Saita, Francesco, 2010. "Pricing multiasset equity options: How relevant is the dependence function?," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 788-801, April.
    14. Baur, Dirk G., 2013. "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 786-798.
    15. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    16. Rongda Chen & Ze Wang & Lean Yu, 2017. "Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1101-1124, July.
    17. Weiß, Gregor N.F. & Scheffer, Marcus, 2015. "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 175-191.
    18. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
    19. Thibaut Lux & Antonis Papapantoleon, 2016. "Model-free bounds on Value-at-Risk using extreme value information and statistical distances," Papers 1610.09734, arXiv.org, revised Nov 2018.
    20. John Weirstrass Muteba Mwamba & Sutene Mwambetania Mwambi, 2021. "Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula," IJFS, MDPI, vol. 9(2), pages 1-22, May.
    21. Chia-Hsun Hsieh & Shian-Chang Huang, 2012. "Time-Varying Dependency and Structural Changes in Currency Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(2), pages 94-127, March.
    22. Paulo Horta & Carlos Mendes & Isabel Vieira, 2010. "Contagion effects of the subprime crisis in the European NYSE Euronext markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(2), pages 115-140, August.
    23. Li, Heping & Deloux, Estelle & Dieulle, Laurence, 2016. "A condition-based maintenance policy for multi-component systems with Lévy copulas dependence," Reliability Engineering and System Safety, Elsevier, vol. 149(C), pages 44-55.
    24. Wang, Zong-Run & Chen, Xiao-Hong & Jin, Yan-Bo & Zhou, Yan-Ju, 2010. "Estimating risk of foreign exchange portfolio: Using VaR and CVaR based on GARCH–EVT-Copula model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4918-4928.
    25. BenMim, Imen & BenSaïda, Ahmed, 2019. "Financial contagion across major stock markets: A study during crisis episodes," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 187-201.
    26. Ahmed BenSaïda & Houda Litimi, 2021. "Financial contagion across G10 stock markets: A study during major crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4798-4821, July.
    27. Zhang, Tianyuan & Tan, Qian & Wang, Shuping & Zhang, Tong & Hu, Kejia & Zhang, Shan, 2022. "Assessment and management of composite risk in irrigated agriculture under water-food-energy nexus and uncertainty," Agricultural Water Management, Elsevier, vol. 262(C).
    28. Pan, Yue & Ou, Shenwei & Zhang, Limao & Zhang, Wenjing & Wu, Xianguo & Li, Heng, 2019. "Modeling risks in dependent systems: A Copula-Bayesian approach," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 416-431.
    29. Quanrui Song & Jianxu Liu & Songsak Sriboonchitta, 2019. "Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas," Mathematics, MDPI, vol. 7(3), pages 1-16, March.
    30. Ruili Sun & Tiefeng Ma & Shuangzhe Liu & Milind Sathye, 2019. "Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review," JRFM, MDPI, vol. 12(1), pages 1-34, March.
    31. Chin Man Chui & Jian Yang, 2012. "Extreme Correlation of Stock and Bond Futures Markets: International Evidence," The Financial Review, Eastern Finance Association, vol. 47(3), pages 565-587, August.
    32. Alexander, Carol & Sheedy, Elizabeth, 2008. "Developing a stress testing framework based on market risk models," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2220-2236, October.
    33. Huang, Hung-Hsi & Lin, Shin-Hung & Wang, Ching-Ping & Chiu, Chia-Yung, 2014. "Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 59-83.
    34. Friberg, Richard & Huse, Cristian, 2012. "How to use demand systems to evaluate risky projects, with an application to automobile production," MPRA Paper 48906, University Library of Munich, Germany.
    35. Fang, Zhenyuan & Zhu, Shichao & Fu, Xin & Liu, Fang & Huang, Helai & Tang, Jinjun, 2022. "Multivariate analysis of traffic flow using copula-based model at an isolated road intersection," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 599(C).
    36. Delatte, A-L. & Lopez, C., 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula," Working papers 421, Banque de France.
    37. Liu, Xiang-dong & Pan, Fei & Cai, Wen-li & Peng, Rui, 2020. "Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
    38. Berger, Theo, 2016. "On the isolated impact of copulas on risk measurement: Asimulation study," Economic Modelling, Elsevier, vol. 58(C), pages 475-481.
    39. Bruno Rémillard, 2017. "Goodness-of-Fit Tests for Copulas of Multivariate Time Series," Econometrics, MDPI, vol. 5(1), pages 1-23, March.
    40. Barbedo, Claudio H.S. & de Melo, Eduardo F.L., 2012. "Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction," Journal of Economics and Business, Elsevier, vol. 64(5), pages 364-376.
    41. BenSaïda, Ahmed, 2018. "The contagion effect in European sovereign debt markets: A regime-switching vine copula approach," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 153-165.
    42. Anne-Laure Delatte & Claude Lopez, 2014. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," Post-Print hal-01410596, HAL.
    43. Bing-Yue Liu & Qiang Ji & Ying Fan, 2017. "A new time-varying optimal copula model identifying the dependence across markets," Quantitative Finance, Taylor & Francis Journals, vol. 17(3), pages 437-453, March.
    44. Matthias Pelster & Johannes Vilsmeier, 2018. "The determinants of CDS spreads: evidence from the model space," Review of Derivatives Research, Springer, vol. 21(1), pages 63-118, April.
    45. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    46. Gregor Weiß, 2013. "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 179-202, August.
    47. Weiß, Gregor N.F., 2011. "Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 173-188, May.
    48. Gad, Samar & Andrikopoulos, Panagiotis, 2019. "Diversification benefits of Shari'ah compliant equity ETFs in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 133-144.
    49. Su, Jianxi & Furman, Edward, 2017. "Multiple risk factor dependence structures: Copulas and related properties," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 109-121.
    50. Xiangqian Sun & Xing Yan & Qi Wu, 2020. "Generative Learning of Heterogeneous Tail Dependence," Papers 2011.13132, arXiv.org, revised Nov 2023.
    51. Xun Huang & Cheng-Zhao Zhang & Jia Yuan, 2020. "Predicting Extreme Financial Risks on Imbalanced Dataset: A Combined Kernel FCM and Kernel SMOTE Based SVM Classifier," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 187-216, June.
    52. Chen, Yufeng & Qu, Fang, 2019. "Leverage effect and dynamics correlation between international crude oil and China’s precious metals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    53. de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018. "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 119-132.
    54. Messow, Philip, 2012. "Pricing Synthetic CDOs Using a Three Regime Random-Factor-Loading Model," Ruhr Economic Papers 317, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    55. Manner, Hans & Alavi Fard, Farzad & Pourkhanali, Armin & Tafakori, Laleh, 2019. "Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae," Energy Economics, Elsevier, vol. 78(C), pages 143-164.
    56. Grundke, Peter & Polle, Simone, 2012. "Crisis and risk dependencies," European Journal of Operational Research, Elsevier, vol. 223(2), pages 518-528.
    57. Seyed Javad Hashemi & Faisal Khan & Salim Ahmed, 2019. "An Insurance Model for Risk Management of Process Facilities," Risk Analysis, John Wiley & Sons, vol. 39(3), pages 713-728, March.
    58. Gregor Weiß, 2011. "Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study," Computational Statistics, Springer, vol. 26(1), pages 31-54, March.
    59. Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi, 2015. "On the aggregation of credit, market and operational risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 161-189, January.
    60. Fernanda Maria Müller & Marcelo Brutti Righi, 2024. "Comparison of Value at Risk (VaR) Multivariate Forecast Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 75-110, January.
    61. Desislava Chetalova & Marcel Wollschlager & Rudi Schafer, 2015. "Dependence structure of market states," Papers 1503.09004, arXiv.org, revised Jul 2015.
    62. Pablo Jose Campos de Carvalho & Aparna Gupta, 2018. "Multivariate Jump Diffusion Model with Markovian Contagion," Working Papers Series 482, Central Bank of Brazil, Research Department.
    63. Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius, 2015. "Stress-testing for portfolios of commodity futures," Economic Modelling, Elsevier, vol. 50(C), pages 9-18.
    64. Zongwu Cai & Xian Wang, 2014. "Selection of Mixed Copula Model via Penalized Likelihood," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 788-801, June.
    65. J. A. Carrillo & M. Nieto & J. F. Velez & D. Velez, 2021. "A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions," Forecasting, MDPI, vol. 3(2), pages 1-22, May.
    66. Lourme, Alexandre & Maurer, Frantz, 2017. "Testing the Gaussian and Student's t copulas in a risk management framework," Economic Modelling, Elsevier, vol. 67(C), pages 203-214.
    67. Huang, MeiChi, 2018. "Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 145-172.
    68. E. Petrova A. & Е. Петрова А., 2014. "Оценка Риска Остаточной Стоимости Секьюритизированного Пула Активов Оперативного Лизинга // A Securitized Pool Of Operating Lease Assets And Its Residual Value Risk Evaluation," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, issue 3, pages 127-138.
    69. Vedenov, Dmitry V., 2008. "Application of Copulas to Estimation of Joint Crop Yield Distributions," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6264, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    70. Jianxi Su & Edward Furman, 2016. "Multiple risk factor dependence structures: Copulas and related properties," Papers 1610.02126, arXiv.org.
    71. Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019. "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, vol. 82(C), pages 211-223.
    72. Петрова Екатерина Александровна, 2014. "Оценка Риска Остаточной Стоимости Секьюритизированного Пула Активов Оперативного Лизинга," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3, pages 127-138.
    73. Fernanda Maria Müller & Marcelo Brutti Righi, 2018. "Numerical comparison of multivariate models to forecasting risk measures," Risk Management, Palgrave Macmillan, vol. 20(1), pages 29-50, February.
    74. Sak Halis, 2010. "Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model," Monte Carlo Methods and Applications, De Gruyter, vol. 16(3-4), pages 361-377, January.
    75. Cong, Rong-Gang & Brady, Mark, 2012. "The Interdependence between Rainfall and Temperature: Copula Analyses," MPRA Paper 112149, University Library of Munich, Germany.
    76. Fermanian, Jean-David & Wegkamp, Marten H., 2012. "Time-dependent copulas," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 19-29.
    77. Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
    78. Zhao, Hongbiao, 2011. "Portfolio credit risk of default and spread widening," LSE Research Online Documents on Economics 43451, London School of Economics and Political Science, LSE Library.
    79. Balaev, Alexey, 2014. "The copula based on multivariate t-distribution with vector of degrees of freedom," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 90-110.
    80. Santanu Das, 2016. "Cointegration of Bombay Stock Exchange with Major Asian Markets—A Copula Approach," Global Business Review, International Management Institute, vol. 17(3), pages 566-581, June.
    81. Lux, Thibaut & Papapantoleon, Antonis, 2019. "Model-free bounds on Value-at-Risk using extreme value information and statistical distances," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 73-83.
    82. Eling, Martin, 2014. "Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models?," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 45-56.
    83. Mikhail Semenov & Daulet Smagulov, 2017. "Portfolio Risk Assessment using Copula Models," Papers 1707.03516, arXiv.org.
    84. Chan, Yin & Li, Haijun, 2008. "Tail dependence for multivariate t -copulas and its monotonicity," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 763-770, April.
    85. Joscha Beckmann & Theo Berger & Robert Czudaj, 2016. "Oil price and FX-rates dependency," Quantitative Finance, Taylor & Francis Journals, vol. 16(3), pages 477-488, March.
    86. Romera, Rosario & Molanes, Elisa M., 2008. "Copulas in finance and insurance," DES - Working Papers. Statistics and Econometrics. WS ws086321, Universidad Carlos III de Madrid. Departamento de Estadística.
    87. Hörmann, Wolfgang & Sak, Halis, 2010. "t-Copula generation for control variates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(4), pages 782-790.
    88. Calabrese, Raffaella & Osmetti, Silvia Angela, 2019. "A new approach to measure systemic risk: A bivariate copula model for dependent censored data," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1053-1064.
    89. Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee, 2016. "A new test procedure for the choice of dependence structure in risk measurement: application to the US and UK stock market indices," Applied Economics, Taylor & Francis Journals, vol. 48(15), pages 1382-1389, March.
    90. Zhou, Hang & Farsi, Maryam & Harrison, Andrew & Parlikad, Ajith Kumar & Brintrup, Alexandra, 2023. "Civil aircraft engine operation life resilient monitoring via usage trajectory mapping on the reliability contour," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
    91. Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng, 2016. "Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests," Journal of Banking & Finance, Elsevier, vol. 69(C), pages 20-36.
    92. Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions. III," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 100-130.
    93. Xu, Chi & Zheng, Chunling & Wang, Donghua & Ji, Jingru & Wang, Nuan, 2019. "Double correlation model for operational risk: Evidence from Chinese commercial banks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 327-339.
    94. Mokni, Khaled & Mansouri, Faysal, 2017. "Conditional dependence between international stock markets: A long memory GARCH-copula model approach," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 116-131.
    95. Penikas, Henry & Simakova, Varvara, 2009. "Interest Rate Risk Management Based on Copula-GARCH Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 13(1), pages 3-36.
    96. González-Sánchez, Mariano & Nave Pineda, Juan M., 2023. "Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement," International Review of Financial Analysis, Elsevier, vol. 86(C).
    97. Martin Eling & Denis Toplek, 2009. "Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 651-681, September.
    98. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
    99. Rémillard, Bruno & Papageorgiou, Nicolas & Soustra, Frédéric, 2012. "Copula-based semiparametric models for multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 30-42.
    100. Gregor Weiß, 2012. "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 1-32, January.
    101. Penikas, H., 2010. "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
    102. Pelster, Matthias & Vilsmeier, Johannes, 2016. "The determinants of CDS spreads: Evidence from the model space," Discussion Papers 43/2016, Deutsche Bundesbank.
    103. Sak, Halis & Hörmann, Wolfgang & Leydold, Josef, 2010. "Efficient risk simulations for linear asset portfolios in the t-copula model," European Journal of Operational Research, Elsevier, vol. 202(3), pages 802-809, May.
    104. Raffaella Calabrese & Silvia Osmetti, 2014. "Modelling cross-border systemic risk in the European banking sector: a copula approach," Papers 1411.1348, arXiv.org.
    105. Eling, Martin, 2012. "Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 239-248.
    106. Lo, Simon M.S. & Mammen, Enno & Wilke, Ralf A., 2020. "A nested copula duration model for competing risks with multiple spells," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
    107. Fang, Yiwei & van Lelyveld, Iman, 2014. "Geographic diversification in banking," Journal of Financial Stability, Elsevier, vol. 15(C), pages 172-181.
    108. Crook, Jonathan & Moreira, Fernando, 2011. "Checking for asymmetric default dependence in a credit card portfolio: A copula approach," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 728-742, September.
    109. Gregor Wei{ss} & Marcus Scheffer, 2012. "Smooth Nonparametric Bernstein Vine Copulas," Papers 1210.2043, arXiv.org.
    110. Berger, T. & Missong, M., 2014. "Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 33-38.
    111. Simon Fritzsch & Maike Timphus & Gregor Weiss, 2021. "Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?," Papers 2109.10946, arXiv.org.

  4. Baquero, G. & Verbeek, M.J.C.M., 2006. "Do Sophisticated Investors Believe in the Law of Small Numbers?," ERIM Report Series Research in Management ERS-2006-033-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Axel Stahmer, 2015. "Fund flows inducing mispricing of risk in competitive financial markets," ESMT Research Working Papers ESMT-15-04, ESMT European School of Management and Technology.
    2. Matthew Rabin & Dimitri Vayanos, 2010. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 730-778.

  5. Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics.

    Cited by:

    1. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1437-1450.
    2. Christian Francq & Jean-Michel Zakoian, 2019. "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers 1909.04661, arXiv.org.
    3. Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
    4. Kaijian He & Kin Keung Lai & Guocheng Xiang, 2012. "Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach," Energies, MDPI, vol. 5(4), pages 1-26, April.
    5. Moralles, Herick Fernando & do Nascimento Rebelatto, Daisy Aparecida, 2016. "The effects and time lags of R&D spillovers in Brazil," Technology in Society, Elsevier, vol. 47(C), pages 148-155.
    6. Cristi Spulbar & Ramona Birau & Iqbal Thonse Hawaldar & Jatin Trivedi & Anca Ioana Iacob (Troto), 2023. "Measuring Asymmetric Volatility Of Uk, France, And German Stock Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 134-146, February.
    7. Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.
    8. He, Kaijian & Wang, Lijun & Zou, Yingchao & Lai, Kin Keung, 2014. "Value at risk estimation with entropy-based wavelet analysis in exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 62-71.
    9. Kun Zhang & Laiwan Chan, 2009. "Efficient factor GARCH models and factor-DCC models," Quantitative Finance, Taylor & Francis Journals, vol. 9(1), pages 71-91.

  6. Baquero, G. & Verbeek, M.J.C.M., 2005. "A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money," ERIM Report Series Research in Management ERS-2005-068-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Axel Stahmer, 2015. "Fund flows inducing mispricing of risk in competitive financial markets," ESMT Research Working Papers ESMT-15-04, ESMT European School of Management and Technology.
    2. Sinclair, Andrew J., 2023. "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    3. Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017. "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers 15-08, University of Cologne, Centre for Financial Research (CFR), revised 2017.
    4. Luis Vicente & Cristina Ortiz & Laura Andreu, 2011. "Is the Average Investor Smarter than the Average Euro?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 143-161, December.
    5. Matti Suominen & Petri Jylhä, 2009. "Arbitrage Capital and Currency Carry Trade Returns," 2009 Meeting Papers 84, Society for Economic Dynamics.
    6. Bradley Jones, 2016. "Institutionalizing Countercyclical Investment: A Framework for Long-term Asset Owners," IMF Working Papers 2016/038, International Monetary Fund.
    7. Bradley Jones, 2015. "Asset Bubbles: Re-thinking Policy for the Age of Asset Management," IMF Working Papers 2015/027, International Monetary Fund.

  7. ter Horst, J.R. & Verbeek, M.J.C.M., 2004. "Fund liquidation, self-selection and look-ahead bias in the hedge fund industry," ERIM Report Series Research in Management ERS-2004-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2010. "Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences," Review of Finance, European Finance Association, vol. 15(2), pages 441-474.
    2. Chen, Honghui & Kumar, Alok & Lu, Yan & Singh, Ajai, 2022. "Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill," Journal of Banking & Finance, Elsevier, vol. 135(C).
    3. Agarwal, Vikas & Fos, Vyacheslav & Jiang, Wei, 2012. "Inferring reporting biases in hedge fund databases from hedge fund equity holdings," CFR Working Papers 10-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
    4. Hodder, James E. & Jackwerth, Jens Carsten & Kolokolova, Olga, 2014. "Recovering Delisting Returns of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 797-815, June.
    5. Hong, Xin & Zhuang, Zhuang & Kang, Di & Wang, Zhibin, 2019. "Do corporate site visits impact hedge fund performance?," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 113-128.
    6. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
    7. Guillermo Baquero & Marno Verbeek, 2015. "Hedge fund flows and performance streaks: How investors weigh information," ESMT Research Working Papers ESMT-15-01, ESMT European School of Management and Technology.
    8. Judy Qiu & Leilei Tang & Ingo Walter, 2018. "Hedge fund incentives, management commitment and survivorship," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 115-142, May.
    9. Vikas Agarwal & Vyacheslav Fos & Wei Jiang, 2013. "Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings," Management Science, INFORMS, vol. 59(6), pages 1271-1289, June.
    10. Gilles Daniel & Didier Sornette & Peter Wohrmann, 2008. "Look-Ahead Benchmark Bias in Portfolio Performance Evaluation," Papers 0810.1922, arXiv.org.
    11. Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019. "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    12. Andrew W. Lo & Mila Getmansky & Peter A. Lee, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 483-577, December.
    13. Hodder, James E. & Jackwerth, Jens Carsten & Kolokolova, Olga, 2008. "Recovering delisting returns of hedge funds," CoFE Discussion Papers 08/09, University of Konstanz, Center of Finance and Econometrics (CoFE).
    14. Martin Rohleder, 2015. "The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector," IJFS, MDPI, vol. 3(1), pages 1-28, February.

  8. Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Fernando F. Ferreira & A. Christian Silva & Ju-Yi Yen, 2019. "Detailed study of a moving average trading rule," Papers 1907.00212, arXiv.org.
    2. Finke, Christian & Weigert, Florian, 2015. "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance 1519, University of St. Gallen, School of Finance, revised Oct 2015.
    3. Philip A. Stork, 2011. "The intertemporal mechanics of European stock price momentum," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(3), pages 217-232, August.
    4. Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019. "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper 96784, University Library of Munich, Germany.
    5. Christian Finke & Florian Weigert, 2017. "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Review of Finance, European Finance Association, vol. 21(6), pages 2199-2248.
    6. Rıza Demirer & Huacheng Zhang, 2019. "Do firm characteristics matter in explaining the herding effect on returns?," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 256-271, April.
    7. Fernando F. Ferreira & A. Christian Silva & Ju-Yi Yen, 2014. "Information ratio analysis of momentum strategies," Papers 1402.3030, arXiv.org, revised Jul 2014.
    8. Adam Zaremba, 2019. "The Cross Section of Country Equity Returns: A Review of Empirical Literature," JRFM, MDPI, vol. 12(4), pages 1-26, October.
    9. Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021. "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, vol. 74(C).
    10. Yeng May Tan & Fan Fah Cheng, 2019. "Industry- and liquidity-based momentum in Australian equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-18, December.
    11. Shynkevich, Andrei, 2012. "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 675-685.
    12. Esther Ikavbo Evbayiro-Osagie & Ifuero Osad Osamwonyi, 2017. "A Comparative Analysis of Four-Factor Model and Three-Factor Model in the Nigerian Stock Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(4), pages 38-52, October.
    13. Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe, 2013. "Can exchange traded funds be used to exploit industry and country momentum?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 127-148, June.
    14. Gao, Ya & Guo, Bin & Xiong, Xiong, 2021. "Signed momentum in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    15. Bettman, Jenni L. & Maher, Thomas R.B. & Sault, Stephen J., 2009. "Momentum profits in the Australian equity market: A matched firm approach," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 565-579, November.
    16. Gupta, Kartick & Locke, Stuart & Scrimgeour, Frank, 2010. "International comparison of returns from conventional, industrial and 52-week high momentum strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 423-435, October.
    17. Huij, Joop & Post, Thierry, 2011. "On the performance of emerging market equity mutual funds," Emerging Markets Review, Elsevier, vol. 12(3), pages 238-249, September.
    18. Nielsen, Caren Yinxia, 2011. "Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns," Working Papers 2011:38, Lund University, Department of Economics, revised 01 Oct 2016.
    19. Ashish Kumar Garg & Pankaj Varshney, 2015. "Momentum Effect in Indian Stock Market: A Sectoral Study," Global Business Review, International Management Institute, vol. 16(3), pages 494-510, June.
    20. Daniel Hofmann & Karl Ludwig Keiber, 2021. "Seasonalities in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 151-192, June.
    21. Chen Su, 2021. "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 101-144, March.
    22. Sina Badreddine & Ephraim Clark, 2021. "The asymmetric effects of industry specific volatility in momentum returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6444-6458, October.
    23. Huij, Joop & Derwall, Jeroen, 2011. "Global equity fund performance, portfolio concentration, and the fundamental law of active management," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 155-165, January.
    24. Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere, 2013. "Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 53-78.
    25. De Bondt, Werner & Palm, Franz & Wolff, Christian, 2004. "Introduction to the special issue on behavioral finance," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 423-427, September.
    26. Liu, Ming & Liu, Qianqiu & Ma, Tongshu, 2011. "The 52-week high momentum strategy in international stock markets," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 180-204, February.
    27. Bruce Vanstone & Tobias Hahn & Dean Earea, 2021. "Industry momentum: an exchange‐traded funds approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4007-4024, September.
    28. Balakumar, Suganya & Dash, Saumya Ranjan & Maitra, Debasish & Kang, Sang Hoon, 2022. "Do oil price shocks have any implications for stock return momentum?," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 637-663.
    29. Foster, Kevin R. & Kharazi, Ali, 2008. "Contrarian and momentum returns on Iran's Tehran Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 16-30, February.

  9. Verbeek, M.J.C.M. & Vella, F., 2002. "Estimating dynamic models from repeated cross-sections," Econometric Institute Research Papers EI 2002-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Jae Kang & Almas Heshmati & Gyoung-Gyu Choi, 2008. "Effect of credit guarantee policy on survival and performance of SMEs in Republic of Korea," Small Business Economics, Springer, vol. 31(4), pages 443-443, December.
    2. McKenzie, D.J.David J., 2004. "Asymptotic theory for heterogeneous dynamic pseudo-panels," Journal of Econometrics, Elsevier, vol. 120(2), pages 235-262, June.
    3. Contini, Dalit & Grand, Elisa, 2013. "On Estimating Achievement Dynamic Models from Repeated Cross-Sections," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201343, University of Turin.
    4. Biegert, Thomas, 2017. "Welfare Benefits and Unemployment in Affluent Democracies: The Moderating Role of the Institutional Insider/Outsider Divide," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 82(5), pages 1037-1064.
    5. Jagannadha Pawan Tamvada & Mili Shrivastava & Tapas Kumar Mishra, 2022. "Education, social identity and self-employment over time: evidence from a developing country," Small Business Economics, Springer, vol. 59(4), pages 1449-1468, December.
    6. Nigel Kragten & Jesper Rözer, 2017. "The Income Inequality Hypothesis Revisited: Assessing the Hypothesis Using Four Methodological Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(3), pages 1015-1033, April.
    7. Charles Ackah, & Oliver Morrissey, & Simon Appleton, 2007. "Who Gains from Trade Protection in Ghana? A Household-Level Analysis," Discussion Papers 07/02, University of Nottingham, CREDIT.
    8. Bentaouet Kattan,Raja & Székely,Miguel, 2015. "Analyzing the dynamics of school dropout in upper secondary education in Latin America : a cohort approach," Policy Research Working Paper Series 7223, The World Bank.
    9. Álvaro Choi & María Gil & Mauro Mediavilla & Javier Valbuena, 2018. "The Evolution of Educational Inequalities in Spain: Dynamic Evidence from Repeated Cross-Sections," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 138(3), pages 853-872, August.
    10. Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    11. Tareq Sadeq & Michel Lubrano, 2018. "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," AMSE Working Papers 1836, Aix-Marseille School of Economics, France.
    12. Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
    13. Moscarini, Giuseppe & Vella, Francis, 2008. "Occupational Mobility and the Business Cycle," IZA Discussion Papers 3369, Institute of Labor Economics (IZA).
    14. Aycan Koksal & Michael K. Wohlgenant, 2016. "How do smoking bans in restaurants affect restaurant and at-home alcohol consumption?," Empirical Economics, Springer, vol. 50(4), pages 1193-1213, June.
    15. Bortoletto, Gianluca, 2022. "The link between migratory background and crime perceptions. A repeated cross-sectional analysis with household data," MPRA Paper 112488, University Library of Munich, Germany.
    16. Jeffrey Prince & Shane Greenstein, 2014. "Does Service Bundling Reduce Churn?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(4), pages 839-875, December.
    17. Michel Lubrano & Zhou Xun, 2023. "The Bayesian approach to poverty measurement," Post-Print halshs-04135764, HAL.
    18. Zhu, Zhen & Xu, Zhigang & Shen, Yueqin & Huang, Chenming & Zhang, Yaoqi, 2019. "How off-farm work drives the intensity of rural households' investment in forest management: The case from Zhejiang, China," Forest Policy and Economics, Elsevier, vol. 98(C), pages 30-43.
    19. Rodrigo De-Losso & Joelson Oliveira Sampaio, Luciana Gross Cunha, 2015. "Trust in the Judicial System: Evidence from Brazil," Working Papers, Department of Economics 2015_18, University of São Paulo (FEA-USP).
    20. Silvia Bianconcini & Stefania Mignani & Jacopo Mingozzi, 2023. "Assessing maths learning gaps using Italian longitudinal data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(3), pages 911-930, September.
    21. Cuesta, Jose & Nopo, Hugo R. & Pizzolitto, Georgina, 2011. "Using Pseudo-Panels to Measure Income Mobility in Latin America," IZA Discussion Papers 5449, Institute of Labor Economics (IZA).
    22. Javier Olivera, 2015. "Preferences for redistribution in Europe," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-18, December.
    23. Balcazar Salazar,Carlos Felipe, 2015. "Lower bounds on inequality of opportunity and measurement error," Policy Research Working Paper Series 7379, The World Bank.
    24. Chiara Comolli & Fabrizio Bernardi, 2015. "The causal effect of the great recession on childlessness of white American women," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-24, December.
    25. Mora, Jhon James & Muro, Juan, 2014. "Consistent estimation in pseudo panels in the presence of selection bias," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-25.
    26. Bukstein, Daniel & Gandelman, Néstor, 2012. "Intra-generational Social Mobility and Entrepreneurship in Uruguay," IDB Publications (Working Papers) 4029, Inter-American Development Bank.
    27. McKenzie, David, 2001. "Consumption Growth in a Booming Economy: Taiwan 1976-96," Center Discussion Papers 28398, Yale University, Economic Growth Center.
    28. Gerard Ferrer-Esteban & Mauro Mediavilla, 2017. "The more educated, the more engaged? An analysis of social capital and education," Working Papers 2017/13, Institut d'Economia de Barcelona (IEB).
    29. Ciccarelli, Carlo & Giamboni, Luigi & Waldmann, Robert, 2007. "Cigarette smoking, pregnancy, forward looking behavior and dynamic inconsistency," MPRA Paper 8878, University Library of Munich, Germany.
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  10. Baquero, G. & ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," ERIM Report Series Research in Management ERS-2002-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Sina Ehsani & Juhani T. Linnainmaa, 2019. "Factor Momentum and the Momentum Factor," NBER Working Papers 25551, National Bureau of Economic Research, Inc.
    2. Shawky, Hany A. & Dai, Na & Cumming, Douglas, 2012. "Diversification in the hedge fund industry," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 166-178.
    3. Michael Busack & Wolfgang Drobetz & Jan Tille, 2017. "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 69-111, February.
    4. Ding, Bill & Shawky, Hany A. & Tian, Jianbo, 2009. "Liquidity shocks, size and the relative performance of hedge fund strategies," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 883-891, May.
    5. Darolles, Serge & Vaissié, Mathieu, 2012. "The alpha and omega of fund of hedge fund added value," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1067-1078.
    6. Eling, Martin & Faust, Roger, 2010. "The performance of hedge funds and mutual funds in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1993-2009, August.
    7. Aggarwal, Rajesh K. & Jorion, Philippe, 2010. "The performance of emerging hedge funds and managers," Journal of Financial Economics, Elsevier, vol. 96(2), pages 238-256, May.
    8. Hung-Cheng Lai & Kuan-Min Wang, 2016. "Does Survivorship Bias of Mutual Funds Differ Between Liquidations and Mergers?," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(4), pages 299-314.
    9. Baquero, G. & Verbeek, M.J.C.M., 2006. "Do Sophisticated Investors Believe in the Law of Small Numbers?," ERIM Report Series Research in Management ERS-2006-033-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    10. Huang, Ying Sophie & Chen, Carl R. & Kato, Isamu, 2017. "Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 367-388.
    11. Benjamin R Auer, 2016. "Pure return persistence, Hurst exponents and hedge fund selection – A practical note," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 319-330, September.
    12. Havranek, Tomas & Yang, Fan & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," CEPR Discussion Papers 17417, C.E.P.R. Discussion Papers.
    13. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," MetaArXiv ps2yn, Center for Open Science.
    14. Di Tommaso, Caterina & Piluso, Fabio, 2018. "The failure of hedge funds: An analysis of the impact of different risk classes," Research in International Business and Finance, Elsevier, vol. 45(C), pages 121-133.
    15. Martin Eling, 2009. "Does Hedge Fund Performance Persist? Overview and New Empirical Evidence," European Financial Management, European Financial Management Association, vol. 15(2), pages 362-401, March.
    16. Agarwal, Vikas & Fos, Vyacheslav & Jiang, Wei, 2012. "Inferring reporting biases in hedge fund databases from hedge fund equity holdings," CFR Working Papers 10-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
    17. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2010. "Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation," Journal of Finance, American Finance Association, vol. 65(1), pages 217-255, February.
    18. Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015. "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
    19. Auer, Benjamin R. & Schuhmacher, Frank, 2013. "Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 153-165.
    20. Sheng Li & Oliver Linton, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers dp591, Financial Markets Group.
    21. Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka, 2019. "The Effect of Investment Constraints on Hedge Fund Investor Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1539-1571, August.
    22. Dai, Na & Nahata, Rajarishi & Brauner, Aaron, 2022. "Does individualism matter for hedge funds? A cross-country examination," Journal of Corporate Finance, Elsevier, vol. 72(C).
    23. Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017. "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers 15-08, University of Cologne, Centre for Financial Research (CFR), revised 2017.
    24. Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
    25. Viet Do & Robert Faff & Paul Lajbcygier & Madhu Veeraraghavan & Mikhail Tupitsyn, 2016. "Factors affecting the birth and fund flows of CTAs," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 324-352, May.
    26. Agarwal, Vikas & Green, T. Clifton & Ren, Honglin, 2018. "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," Journal of Financial Economics, Elsevier, vol. 127(3), pages 417-434.
    27. Ani Guerdjikova & John Quiggin, 2019. "Market Selection with Differential Financial Constraints," Working Papers hal-02005501, HAL.
    28. Alex Grecu & Burton G. Malkiel & Atanu Saha, 2006. "Why Do Hedge Funds Stop Reporting Their Performance?," Working Papers 78, Princeton University, Department of Economics, Center for Economic Policy Studies..
    29. Adrien Becam & Andros Gregoriou & Jairaj Gupta, 2019. "Does size matter in predicting hedge funds' liquidation?," European Financial Management, European Financial Management Association, vol. 25(2), pages 271-309, March.
    30. DeVault, Luke & Sias, Richard, 2017. "Hedge fund politics and portfolios," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 80-97.
    31. Nicola Metzger & Vijay Shenai, 2019. "Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017," IJFS, MDPI, vol. 7(1), pages 1-31, March.
    32. Nicole Boyson & Robert Mooradian, 2011. "Corporate governance and hedge fund activism," Review of Derivatives Research, Springer, vol. 14(2), pages 169-204, July.
    33. Jonathan Wiley, 2014. "Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions," The Journal of Real Estate Finance and Economics, Springer, vol. 49(2), pages 205-236, August.
    34. Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2016. "Evaluating Hedge Funds with Pooled Benchmarks," Management Science, INFORMS, vol. 62(1), pages 69-89, January.
    35. Lee, Hee Soo & Kim, Tae Yoon, 2014. "Dynamic prediction of hedge fund survival in crisis-prone financial markets," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 57-67.
    36. Horst, Jenke ter & Salganik, Galla, 2014. "Style chasing by hedge fund investors," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 29-42.
    37. Amir E. Khandani & Andrew W. Lo, 2011. "Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 205-264.
    38. Naohiko Baba & Hiromichi Goko, 2009. "Hedge Fund Survival: Non‐Normal Returns, Capital Outflows, And Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 32(1), pages 71-93, March.
    39. Lingling Zheng & Xuemin (Sterling) Yan, 2021. "Financial Industry Affiliation and Hedge Fund Performance," Management Science, INFORMS, vol. 67(12), pages 7844-7865, December.
    40. El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016. "Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 85-97.
    41. Baquero, G. & Verbeek, M.J.C.M., 2005. "A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money," ERIM Report Series Research in Management ERS-2005-068-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    42. Guillermo Baquero & Marno Verbeek, 2015. "Hedge fund flows and performance streaks: How investors weigh information," ESMT Research Working Papers ESMT-15-01, ESMT European School of Management and Technology.
    43. Judy Qiu & Leilei Tang & Ingo Walter, 2018. "Hedge fund incentives, management commitment and survivorship," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 115-142, May.
    44. Vikas Agarwal & Vyacheslav Fos & Wei Jiang, 2013. "Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings," Management Science, INFORMS, vol. 59(6), pages 1271-1289, June.
    45. Stafylas, Dimitrios & Andrikopoulos, Athanasios & Tolikas, Konstantinos, 2023. "Hedge fund performance persistence under different business cycles and stock market regimes," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    46. Cumming, Douglas & Dai, Na & Haß, Lars Helge & Schweizer, Denis, 2012. "Regulatory induced performance persistence: Evidence from hedge funds," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1005-1022.
    47. Gilles Daniel & Didier Sornette & Peter Wohrmann, 2008. "Look-Ahead Benchmark Bias in Portfolio Performance Evaluation," Papers 0810.1922, arXiv.org.
    48. Cumming, Douglas & Monteiro, Pedro, 2022. "Hedge fund sales fees and the flow of funds around the world," Economic Modelling, Elsevier, vol. 112(C).
    49. Mark A. Carlson & Jason Steinman, 2008. "Market conditions and hedge fund survival," Finance and Economics Discussion Series 2008-28, Board of Governors of the Federal Reserve System (U.S.).
    50. Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019. "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    51. Sevinc Cukurova & Jose M. Marin, 2011. "On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection," Working Papers 2011-04, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    52. Wagenvoort, Rien, 2007. "Does the hedge fund industry deliver alpha?," Economic and Financial Reports 2006/2, European Investment Bank, Economics Department.
    53. Andrew W. Lo & Mila Getmansky & Peter A. Lee, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 483-577, December.
    54. Boldron, François & Fève, Frédérique & Florens, Jean-Pierre & Panet-Amaro, C. & Valognes, C., 2010. "Econometric Models and the Evolution of Post-Offices Network," IDEI Working Papers 626, Institut d'Économie Industrielle (IDEI), Toulouse.
    55. Auer, Benjamin R. & Schuhmacher, Frank, 2013. "Performance hypothesis testing with the Sharpe ratio: The case of hedge funds," Finance Research Letters, Elsevier, vol. 10(4), pages 196-208.
    56. Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019. "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers 13618, C.E.P.R. Discussion Papers.
    57. Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 608-615.
    58. Huyen Nguyen-Thi-Thanh, 2007. "Assessing Hedge Fund Performance: Does the Choice of Measures Matter?," Working Papers halshs-00184814, HAL.
    59. Boyson, Nicole M., 2010. "Implicit incentives and reputational herding by hedge fund managers," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 283-299, June.
    60. Douglas Cumming & Na Dai, 2010. "A Law and Finance Analysis of Hedge Funds," Financial Management, Financial Management Association International, vol. 39(3), pages 997-1026, September.
    61. Benoît Dewaele, 2013. "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB 13-032, ULB -- Universite Libre de Bruxelles.
    62. Douglas Cumming & Na Dai, 2010. "Hedge Fund Regulation and Misreported Returns," European Financial Management, European Financial Management Association, vol. 16(5), pages 829-857, November.
    63. Klubinski, William & Verousis, Thanos, 2019. "On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects," MPRA Paper 109766, University Library of Munich, Germany, revised 03 May 2021.
    64. Naohiko Baba & Hiromichi Goko, 2006. "Survival Analysis of Hedge Funds," Bank of Japan Working Paper Series 06-E-5, Bank of Japan.
    65. Cumming, Douglas & Dai, Na & Johan, Sofia, 2015. "Are hedge funds registered in Delaware different?," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 232-246.
    66. Do, Viet & Faff, Robert & Veeraraghavan, Madhu, 2010. "Performance persistence in hedge funds: Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 346-362, October.
    67. Cécile Moigne & Patrick Savaria, 2006. "Relative importance of hedge fund characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 419-441, December.

  11. Ter Horst, J.R. & Nijman, T.E. & Verbeek, M.J.C.M., 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Other publications TiSEM 144f0bd4-7142-4af6-aeda-0, Tilburg University, School of Economics and Management.

    Cited by:

    1. Michael Busack & Wolfgang Drobetz & Jan Tille, 2017. "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 69-111, February.
    2. Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2010. "Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences," Review of Finance, European Finance Association, vol. 15(2), pages 441-474.
    3. Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo, 2007. "Systemic Risk and Hedge Funds," NBER Chapters, in: The Risks of Financial Institutions, pages 235-330, National Bureau of Economic Research, Inc.
    4. Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
    5. Getmansky, Mila & Lo, Andrew & Makarov, Igor, 2003. "An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns," Working papers 4288-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
    6. Agarwal, Vikas & Fos, Vyacheslav & Jiang, Wei, 2012. "Inferring reporting biases in hedge fund databases from hedge fund equity holdings," CFR Working Papers 10-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
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    136. Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018.
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    1. Elie Tamer, 2000. "Inference in Censored Models with Endogenous Regressors," Econometric Society World Congress 2000 Contributed Papers 1815, Econometric Society.
    2. Nancy Sebastian, 2019. "(Re)investigation of Rural Women’s Labour Supply in India: The Impact of Household Poverty Status—A Panel Data Analysis," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 13(4), pages 436-469, November.
    3. Anastasia Semykina & Jeffrey M. Woodridge, 2010. "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers wp2010_10_01, Department of Economics, Florida State University.
    4. Honore, Bo E. & Hu, Luojia, 2004. "Estimation of cross sectional and panel data censored regression models with endogeneity," Journal of Econometrics, Elsevier, vol. 122(2), pages 293-316, October.
    5. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Botelho, Fernando & Ponczek, Vladimir Pinheiro, 2007. "Segmentation in the Brazilian labor market," Textos para discussão 231, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    7. Anna Cristina d'Addio & Isabelle De Greef & Michael Rosholm, 2002. "Assessing Unemployment Traps in Belgium using Panel Data Sample Selection models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C1-3, International Conferences on Panel Data.
    8. Lukas Menkhoff & Sahra Sakha, 2016. "Determinants of Risk Aversion over Time: Experimental Evidence from Rural Thailand," Discussion Papers of DIW Berlin 1582, DIW Berlin, German Institute for Economic Research.
    9. Trottmann, Maria & Zweifel, Peter & Beck, Konstantin, 2012. "Supply-side and demand-side cost sharing in deregulated social health insurance: Which is more effective?," Journal of Health Economics, Elsevier, vol. 31(1), pages 231-242.
    10. Balboa, Marina & Marti, Jose, 2007. "Factors that determine the reputation of private equity managers in developing markets," Journal of Business Venturing, Elsevier, vol. 22(4), pages 453-480, July.
    11. Inmaculada Garc�a Mainar & V�ctor M. Montuenga G�mez, 2004. "Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?," Documentos de Trabajo dt2004-08, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
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    61. M. Disli & K. Schoors & J. Meir, 2012. "Political connections and depositor discipline," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/781, Ghent University, Faculty of Economics and Business Administration.
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    Cited by:

    1. Carmich[ae]l, Benoit & Samson, Lucie, 2005. "Consumption growth as a risk factor? Evidence from Canadian financial markets," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 83-101, February.
    2. Andros Gregoriou & Christos Ioannidis & Sugata Ghosh, 2009. "Heterogeneous time varying transaction costs and asset pricing in international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 271-283, September.
    3. Hunter, John & Wu, Feng, 2014. "Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies," Economic Modelling, Elsevier, vol. 36(C), pages 557-565.
    4. Andros Gregoriou, 2013. "Liquidity Constraints and Investment Opportunities: New Evidence from Large and Small Businesses in the UK," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 20(2), pages 269-279, July.
    5. Gregoriou, Andros & Nguyen, Ngoc Dung, 2010. "Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 267-274, July.

  15. Ter Horst, J.R. & Verbeek, M.J.C.M., 1997. "Estimating short-run persistence in mutual fund performance," Discussion Paper 97.21, Tilburg University, Center for Economic Research.

    Cited by:

    1. Jank, Stephan & Wedow, Michael, 2015. "Sturm und Drang in money market funds: When money market funds cease to be narrow," Journal of Financial Stability, Elsevier, vol. 16(C), pages 59-70.
    2. ter Horst, J.R. & Verbeek, M.J.C.M., 2004. "Fund liquidation, self-selection and look-ahead bias in the hedge fund industry," ERIM Report Series Research in Management ERS-2004-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3. Keyi Zhang & Ramazan Gençay, 2019. "Mutual Fund Performance In Developing And Advanced World Networks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 399-421, March.

  16. Vella, F. & Verbeek, M.J.C.M., 1994. "Two-step estimation of simultaneous equation panel data models with censored endogenous variables," Discussion Paper 1994-55, Tilburg University, Center for Economic Research.

    Cited by:

    1. Panos, Sousounis, 2009. "The Impact of Work-Related Training on Employee Earnings: Evidence from Great Britain," MPRA Paper 14262, University Library of Munich, Germany.
    2. Husted, L. & Nielsen, H.S. & Rosholm, M. & Smith, N., 2000. "Employment and Wage Assimilation of Male First Generation Immigrants in Denmark," Papers 00-01, Centre for Labour Market and Social Research, Danmark-.
    3. Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.
    4. Bilgic, Abdulbaki & Florkowski, Wojciech J., 2006. "Growth Expectations and Decision to Renovate a Golf Course: An Application of a Censored Model with the Simultaneity Test," 2006 Annual meeting, July 23-26, Long Beach, CA 21446, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Widenhorn, Andreas & Salhofer, Klaus, 2014. "Differentiation in demand with different food retail formats," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182777, European Association of Agricultural Economists.
    6. Charlier, E., 1997. "Limited dependent variable models for panel data," Other publications TiSEM a62de6c4-ca26-4d7a-8884-c, Tilburg University, School of Economics and Management.

  17. Vella, F. & Verbeek, M., 1993. "Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables," Papers 9359, Tilburg - Center for Economic Research.

    Cited by:

    1. Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics 716, University of Gothenburg, Department of Economics.
    2. Vella, F. & Verbeek, M.J.C.M., 1993. "Estimating and interpreting models with endogenous treatment effects : The relationship between competing estimators of the union impact on wages," Discussion Paper 1993-51, Tilburg University, Center for Economic Research.
    3. Melinda Smale & Veronique Thériault & Nicole M. Mason, 2020. "Does subsidizing fertilizer contribute to the diet quality of farm women? Evidence from rural Mali," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(6), pages 1407-1424, December.
    4. Asadul Islam & Russell Smyth, 2015. "Do Fertility Control Policies Affect Health in Old Age? Evidence from China's One‐Child Experiment," Health Economics, John Wiley & Sons, Ltd., vol. 24(5), pages 601-616, May.
    5. Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.
    6. Zhang, Haifeng & Zhang, Junsen & Zhang, Yanfeng, 2019. "Do tournament incentives matter in academics? Evidence from personnel data in a top-tier university in China," Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 84-106.
    7. Dzanku, Fred Mawunyo, 2019. "Food security in rural sub-Saharan Africa: Exploring the nexus between gender, geography and off-farm employment," World Development, Elsevier, vol. 113(C), pages 26-43.
    8. Christophe Kolodziejczyk, 2020. "The effect of time to death on health care expenditures: taking into account the endogeneity and right censoring of time to death," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(6), pages 945-962, August.
    9. Theriault, Veronique & Smale, Melinda, 2021. "The unintended consequences of the fertilizer subsidy program on crop species diversity in Mali," Food Policy, Elsevier, vol. 102(C).
    10. Jean-Marc Montaud & Mahamadou Roufahi Tankari, 2014. "When social goals meet economic goals: the double dividend of extending free access to healthcare in Uganda," Post-Print hal-01879845, HAL.
    11. Lenis Saweda O. Liverpool-Tasie, 2014. "Fertilizer subsidies and private market participation: the case of Kano State, Nigeria," Agricultural Economics, International Association of Agricultural Economists, vol. 45(6), pages 663-678, November.

  18. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.

    Cited by:

    1. Anne-Gisèle Privat, 2005. "L'avenir des retraites en France: Evalutation de l'impact des réformes de 1993 et de 2033 à l'aide du modèle de microsimulation Artémis," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
    2. Yves Guillotin & Patrick Sevestre, 1994. "Estimations de fonctions de gains sur données de panel : endogéneité du capital humain et effets de la sélection," Économie et Prévision, Programme National Persée, vol. 116(5), pages 119-135.
    3. Anna Cristina d'Addio & Isabelle De Greef & Michael Rosholm, 2002. "Assessing Unemployment Traps in Belgium using Panel Data Sample Selection models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C1-3, International Conferences on Panel Data.
    4. Misha, F.A. & Raza, W.A. & Ara, J. & Van de Poel, E., 2014. "How far does a big push really push?," ISS Working Papers - General Series 77199, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    5. Andrew Clark & Fabrice Etilé, 2001. "Do Health Changes Affect Smoking? Evidence from British Panel Data," DELTA Working Papers 2001-16, DELTA (Ecole normale supérieure).
    6. Claire Gauthier & Sandrine Lardic, 2003. "Un modèle multifactoriel des spreads de crédit : estimation sur panels complets et incomplets," Economie & Prévision, La Documentation Française, vol. 159(3), pages 53-69.
    7. Thierry Debrand & Sophie Pennec & Anne-Gisèle Privat, 2003. "Un modèle de microsimulation pour la projection des retraites du régime général," Economie & Prévision, La Documentation Française, vol. 0(4), pages 215-230.
    8. Jensen, Peter & Rosholm, Michael & Verner, Mette, 2002. "A Comparison of Different Estimators for Panel Data Sample Selection Models," Working Papers 02-1, University of Aarhus, Aarhus School of Business, Department of Economics.
    9. Nicoletti, Cheti, 2006. "Nonresponse in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 461-489, June.
    10. Eric Maurin & David Thesmar, 2004. "Changes in the Functional Structure of Firms and the Demand for Skill," Post-Print hal-00485605, HAL.
    11. Sandra Cavaco & Edouard Challe & Patricia Crifo & Antoine Rebérioux & Gwenael Roudaut, 2016. "Board independence and operating performance: Analysis on (French) company and individual data," Post-Print hal-01386049, HAL.
    12. Koeniger, Winfried, 2001. "Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95," IZA Discussion Papers 240, Institute of Labor Economics (IZA).
    13. Vincent Bouvatier, 2014. "Heterogeneous bank regulatory standards and the cross-border supply of financial services," Post-Print hal-01385935, HAL.
    14. Fabrizio Carmignani, 2000. "Political Bias in Fiscal Policy Formation: an Econometric Analysis of Coalition Systems," Working Papers 28, University of Milano-Bicocca, Department of Economics, revised Dec 2000.
    15. Vincent Bouvatier & Anne-Laure Delatte, 2015. "Waves of international banking integration: A tale of regional differences," SciencePo Working papers Main hal-03472121, HAL.
    16. J. Fitzgerald & P. Gottschalk & R. Moffitt, "undated". "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers 1156-98, University of Wisconsin Institute for Research on Poverty.
    17. Rym Ben Ayed Mouelhi & Mohamed Goaied, 2001. "Efficience technique et incitations salariales. Analyse empirique sur un panel incomplet des industries textiles en Tunisie," Economie & Prévision, La Documentation Française, vol. 148(2), pages 99-111.
    18. Giambona, Erasmo & Golec, Joseph, 2010. "Strategic trading in the wrong direction by a large institutional insider," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 1-22, January.
    19. Céline CARRERE, 2003. "Revisiting the Effects of Regional Trading Agreements on trade flows with Proper Specification of the Gravity Model," Working Papers 200310, CERDI.
    20. Linzert, Tobias & Nautz, Dieter & Bindseil, Ulrich, 2007. "Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1521-1543, May.
    21. Samiul Haque, 2022. "US federal farm payments and farm size: Quantile estimation on panel data," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(1), pages 139-154, February.
    22. Jean-François Brun & Céline Carrère & Patrick Guillaumont & Jaime de Melo, 2015. "Has Distance Died? Evidence from a Panel Gravity Model," World Scientific Book Chapters, in: Developing Countries in the World Economy, chapter 13, pages 299-320, World Scientific Publishing Co. Pte. Ltd..
    23. Fabrizio Carmignani & Abdur Chowdhury, 2005. "The Impact of Financial Openness on Economic Integration: Evidence from the Europe and the Cis," Working Papers 88, University of Milano-Bicocca, Department of Economics, revised Apr 2005.
    24. Licht, Georg & Steiner, Viktor, 1993. "Assimilation, labour market experience, and earnings profiles of temporary and permanent immigrant workers in germany," ZEW Discussion Papers 93-06, ZEW - Leibniz Centre for European Economic Research.
    25. Delatte, Anne-Laure & Bouvatier, Vincent, 2014. "International Banking: the Isolation of the Euro Area," CEPR Discussion Papers 10264, C.E.P.R. Discussion Papers.
    26. Myrna, Olena, 2023. "Competition in online land lease auctions in Ukraine: Reduced-form estimation," Land Use Policy, Elsevier, vol. 125(C).
    27. Bell, David & Ritchie, Felix, 1998. "Female earnings and gender differentials in Great Britain 1977-1994," Labour Economics, Elsevier, vol. 5(3), pages 331-357, September.
    28. John M. Abowd & Bruno Crepon & Francis Kramarz, 1997. "Moment Estimation with Attrition," NBER Technical Working Papers 0214, National Bureau of Economic Research, Inc.
    29. Carrere, Celine, 2006. "Revisiting the effects of regional trade agreements on trade flows with proper specification of the gravity model," European Economic Review, Elsevier, vol. 50(2), pages 223-247, February.
    30. John M. Abowd & Bruno Crepon & Francis Kramarz & Alain Trognon, 1995. "A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death," NBER Technical Working Papers 0180, National Bureau of Economic Research, Inc.
    31. Fabrizio Carmignani, 2001. "Political Data for Applied Political Economy Research," Working Papers 43, University of Milano-Bicocca, Department of Economics, revised Jul 2001.
    32. Biorn,E., 1999. "Random coefficients in regression equation systems : the case with unbalanced panel data," Memorandum 27/1999, Oslo University, Department of Economics.

  19. Verbeek, M. & Nijman, T., 1992. "Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections," Papers 9201, Tilburg - Center for Economic Research.

    Cited by:

    1. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
    2. Marine Guillerm, 2017. "Pseudo‑panel methods and an example of application to Household Wealth data," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 491-492, pages 109-130.
    3. Jagannadha Pawan Tamvada & Mili Shrivastava & Tapas Kumar Mishra, 2022. "Education, social identity and self-employment over time: evidence from a developing country," Small Business Economics, Springer, vol. 59(4), pages 1449-1468, December.
    4. Luis E. Arango & Luz A. Flórez & Laura D. Guerrero, 2020. "Minimum wage effects on informality across demographic groups in Colombia," Borradores de Economia 1104, Banco de la Republica de Colombia.
    5. Charles Ackah, & Oliver Morrissey, & Simon Appleton, 2007. "Who Gains from Trade Protection in Ghana? A Household-Level Analysis," Discussion Papers 07/02, University of Nottingham, CREDIT.
    6. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    7. François Gardes & Greg Duncan & Patrice Gaubert & Marc Gurgand & Christophe Starzec, 2005. "Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of American and Polish Data," Post-Print hal-00176109, HAL.
    8. Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
    10. Mathilde Aubouin, 2022. "Determinants of the Digital Divide: Evidence from France," Working Papers hal-04159800, HAL.
    11. Bekker, Paul A. & Ploeg, Jan van der, 2000. "Instrumental variable estimation based on grouped data," CCSO Working Papers 200009, University of Groningen, CCSO Centre for Economic Research.
    12. König, Heinz & Lechner, Michael, 1994. "Some recent developments in microeconometrics: A survey," ZEW Discussion Papers 94-12, ZEW - Leibniz Centre for European Economic Research.
    13. Gauthier Lanot & Panos Sousounis, 2017. "The National Minimum Wage and the Substitutability Between Young and Old Workers in Low Paid Occupations," Manchester School, University of Manchester, vol. 85(5), pages 601-633, September.
    14. Verbeek, Marno & Vella, Francis, 2005. "Estimating dynamic models from repeated cross-sections," Journal of Econometrics, Elsevier, vol. 127(1), pages 83-102, July.
    15. Huang, Biao, 2007. "The Use of Pseudo Panel Data for Forecasting Car Ownership," MPRA Paper 7086, University Library of Munich, Germany.
    16. Tiziana Laureti, 2014. "Life satisfaction and environmental conditions in Italy: a pseudo-panel approach," Discussion Papers 2014/192, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    17. Hippolyte d’Albis & Ikpidi Badji, 2017. "Intergenerational inequalities in standards of living in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 491-492, pages 71-92.
    18. Ali Reza Oryoie & Atiyeh Vahidmanesh, 2022. "The Rate of Return to Education in Iran," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(2), pages 813-829, June.
    19. Juárez-Torres Miriam, 2015. "The Impact of Food Price Shocks on Consumption and Nutritional Patterns of Urban Mexican Households," Working Papers 2015-16, Banco de México.
    20. Maresa Sprietsma, 2012. "Computers as pedagogical tools in Brazil: a pseudo-panel analysis," Education Economics, Taylor & Francis Journals, vol. 20(1), pages 19-32, November.
    21. Koeniger, Winfried, 2001. "Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95," IZA Discussion Papers 240, Institute of Labor Economics (IZA).
    22. Mora, Jhon James & Muro, Juan, 2014. "Consistent estimation in pseudo panels in the presence of selection bias," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-25.
    23. Grün, Carola, 2009. "Racial and gender wage differentials in South Africa: What can cohort data tell?," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 11, Verein für Socialpolitik, Research Committee Development Economics.
    24. Almas Heshmati & Biwei Su & Seon-Ae Kim, 2015. "Measurement and Analysis of Well-Being in Developed Regions in China," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-22, June.
    25. Sonja Fagernäs, 2010. "Labor Law, Judicial Efficiency, and Informal Employment in India," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 7(2), pages 282-321, June.
    26. Jamal, Haroon, 2015. "Private Returns to Education in Pakistan: A Statistical Investigation," MPRA Paper 70640, University Library of Munich, Germany.
    27. Paul J Devereux, 2006. "Small Sample Bias in Synthetic Cohort Models of Labor Supply," Working Papers 200606, School of Economics, University College Dublin.
    28. Inkmann, Joachim & Klotz, Stefan & Pohlmeier, Winfried, 1998. "Growing into Work - Pseudo Panel Data Evidence on Labor Market Entrance in Germany," ZEW Discussion Papers 98-47, ZEW - Leibniz Centre for European Economic Research.
    29. Carlos Felipe Balcázar, 2016. "Long-run effects of democracy on income inequality in Latin America," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 14(3), pages 289-307, September.
    30. David J. McKenzie, 2006. "Disentangling Age, Cohort and Time Effects in the Additive Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(4), pages 473-495, August.
    31. Lederman, Daniel & Rojas, Diego, 2014. "Export shocks and the volatility of returns to schooling : evidence from twelve Latin American economies," Policy Research Working Paper Series 7144, The World Bank.
    32. Hippolyte d'Albis & Ikpidi Badji, 2017. "Les inégalités de niveaux de vie entre les générations en France," Post-Print halshs-01524882, HAL.
    33. Tamvada, Jagannadha Pawan, 2010. "The Dynamics of Self-employment in a Developing Country: Evidence from India," MPRA Paper 20042, University Library of Munich, Germany.
    34. Xin Xu & Jayachandran N Variyam & Zhenxiang Zhao & Frank J Chaloupka, 2014. "Relative Food Prices and Obesity in U.S. Metropolitan Areas: 1976-2001," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-22, December.
    35. Dolores Collado, M., 1997. "Estimating dynamic models from time series of independent cross-sections," Journal of Econometrics, Elsevier, vol. 82(1), pages 37-62.
    36. Nathalie Greenan & Majda Seghir, 2017. "Measuring Vulnerability to Adverse Working Conditions: Evidence from European Countries [Mesurer la vulnérabilité à la dégradation des conditions de travail dans les pays européens]," Working Papers hal-02172377, HAL.
    37. Dai, Xinchen & Li, Jing, 2021. "Inequality of opportunity in China: Evidence from pseudo panel data," China Economic Review, Elsevier, vol. 68(C).
    38. Inoue, Atsushi, 2008. "Efficient estimation and inference in linear pseudo-panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 449-466, January.
    39. Stanislav S. Borysov & Jeppe Rich, 2021. "Introducing synthetic pseudo panels: application to transport behaviour dynamics," Transportation, Springer, vol. 48(5), pages 2493-2520, October.
    40. David Aristei & Luca Pieroni, 2007. "Habits, Complementarities and Heterogenenity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model," Working Papers 38/2007, University of Verona, Department of Economics.
    41. Paquet, Marie-France & Bolduc, Denis, 2004. "Le problème des données longitudinales incomplètes : une nouvelle approche," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 341-361, Juin-Sept.
    42. Paweenawat, Sasiwimon Warunsiri & McNown, Robert, 2014. "The determinants of income inequality in Thailand: A synthetic cohort analysis," Journal of Asian Economics, Elsevier, vol. 31, pages 10-21.
    43. Rumman Khan, 2021. "Assessing Sampling Error in Pseudo‐Panel Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 742-769, June.
    44. Verbeek, M.J.C.M. & Nijman, T.E., 1994. "Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections," Other publications TiSEM 702ff7bc-dfba-4834-8d71-f, Tilburg University, School of Economics and Management.
    45. Kristen Monaco & Steven Yamarik, 2015. "Are there human capital externalities in U.S. states? Evidence from the Current Population Survey," Economics Bulletin, AccessEcon, vol. 35(4), pages 2345-2362.
    46. Marie Cottrell & Patrice Gaubert, 2003. "Efficient estimators : the use of neural networks to construct pseudo panels," Post-Print hal-00122817, HAL.
    47. Sasiwimon Warunsiri Paweenawat & Robert McNown, 2018. "A synthetic cohort analysis of female labour supply: the case of Thailand," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 527-544, January.
    48. Ambreen Fatima, 2017. "Child labour in Pakistan: Addressing supply and demand side labour market dynamics," The Economic and Labour Relations Review, , vol. 28(2), pages 294-311, June.
    49. Warunsiri, Sasiwimon & McNown, Robert, 2010. "The Returns to Education in Thailand: A Pseudo-Panel Approach," World Development, Elsevier, vol. 38(11), pages 1616-1625, November.
    50. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    51. Roxana Gutiérrez-Romero, 2012. "Determinants of Spanish Firms' Life Cycle and Job Creation: A Pseudo-Panel Approach," Working Papers wpdea1209, Department of Applied Economics at Universitat Autonoma of Barcelona.
    52. Carlos Madeira, 2023. "The evolution of consumption inequality and riskinsurance in Chile," Working Papers Central Bank of Chile 973, Central Bank of Chile.
    53. Paul J Devereux, 2006. "Improved Errors-in-Variables Estimators for Grouped Data," Working Papers 200602, School of Economics, University College Dublin.
    54. Nadja Dwenger & Viktor Steiner, 2014. "Financial leverage and corporate taxation: evidence from German corporate tax return data," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(1), pages 1-28, February.
    55. Betul Turkum, 2023. "The Effect of Mass Migration on Economic Development," AMSE Working Papers 2332, Aix-Marseille School of Economics, France.
    56. Shin-Ichi Nishiyama, 2011. "The Cross-Euler Equation Approach to testing for the Liquidity Constraint: Evidence from Macro and Micro Data," TERG Discussion Papers 273, Graduate School of Economics and Management, Tohoku University.
    57. Anti, Sebastian, 2021. "Land grabs and labor in Cambodia," Journal of Development Economics, Elsevier, vol. 149(C).
    58. Almas Heshmati & Subal C. Kumbhakar, 1997. "Estimation Of Technical Efficiency In Swedish Crop Farms: A Pseudo Panel Data Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 22-37, January.
    59. D. Lederman & W.F. Maloney & J. Messina, 2011. "The Fall of Wage Flexibility," World Bank Publications - Reports 23575, The World Bank Group.
    60. Balcazar Salazar,Carlos Felipe, 2015. "Long-run effects of democracy on income inequality : evidence from repeated cross-sections," Policy Research Working Paper Series 7153, The World Bank.
    61. Rumman Khan, 2018. "Assessing cohort aggregation to minimise bias in pseudo-panels," Discussion Papers 2018-01, University of Nottingham, CREDIT.
    62. Rozana Himaz & Harsha Aturupane, 2016. "Returns to education in Sri Lanka: a pseudo-panel approach," Education Economics, Taylor & Francis Journals, vol. 24(3), pages 300-311, June.
    63. Beatriz Muriel & Horacio Vera, 2015. "The Effects of Economic Growth on Earnings in Bolivia," Development Research Working Paper Series 08/2015, Institute for Advanced Development Studies.
    64. David J. McKenzie, 2001. "The Household Response to the Mexican Peso Crisis," Working Papers 01017, Stanford University, Department of Economics.
    65. Juárez-Torres, Miriam, 2013. "The Impact of Food Price Shocks on the Consumption and Nutritional Patterns of Mexican Households," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150636, Agricultural and Applied Economics Association.
    66. Rosati, Nicoletta, 2013. "Efficiency of repeated-cross-section estimators in fixed-effects models," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1770-1775.

  20. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version)," Discussion Paper 1992-1, Tilburg University, Center for Economic Research.

    Cited by:

    1. Verbeek, M.J.C.M. & Nijman, T.E., 1994. "Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections," Other publications TiSEM 702ff7bc-dfba-4834-8d71-f, Tilburg University, School of Economics and Management.

  21. Vella, F. & Verbeek, M.J.C.M., 1992. "Estimating the impact of endogenous union choice on wages using panel data (Revised version)," Discussion Paper 1992-32, Tilburg University, Center for Economic Research.

    Cited by:

    1. Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.

  22. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "The optimal choice of controls and pre-experimental observations," Other publications TiSEM f3a608bc-196e-499a-8f80-8, Tilburg University, School of Economics and Management.

    Cited by:

    1. Nijman, T. & Beetsma, R., 1990. "Empirical Tests Of A Simple Pricing Model For Sugar Futures," Papers 9068, Tilburg - Center for Economic Research.
    2. Wärneryd, K.M., 1993. "Communication, correlation and symmetry in bargaining," Other publications TiSEM 7408b47f-24e4-4268-9efb-e, Tilburg University, School of Economics and Management.
    3. Nijman, T.E. & Verbeek, M.J.C.M., 1993. "Nonresponse in panel data : The impact on estimates of a life cycle consumption function," Other publications TiSEM 7e304903-485c-4f36-b13a-f, Tilburg University, School of Economics and Management.
    4. Greenberg, J., 1993. "On the sensitivity of von Neuman and Morgenstern abstract stable sets : The stable and the individual stable bargaining set," Other publications TiSEM f8331cc7-3adf-4583-8921-0, Tilburg University, School of Economics and Management.

  23. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Testing for selectivity in panel data models," Other publications TiSEM 7ec34a6c-1d84-4052-971c-d, Tilburg University, School of Economics and Management.

    Cited by:

    1. Viola Angelini & Laura Casi & Luca Corazzini, 2015. "Life satisfaction of immigrants: does cultural assimilation matter?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 28(3), pages 817-844, July.
    2. Bhattacharya, Debopam, 2008. "Inference in panel data models under attrition caused by unobservables," Journal of Econometrics, Elsevier, vol. 144(2), pages 430-446, June.
    3. Merkert, Rico & Swidan, Hassan, 2019. "Flying with(out) a safety net: Financial hedging in the airline industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 127(C), pages 206-219.
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    75. Stéfan Lollivier & Pascale Pollet, 2003. "Impact de la formation initiale sur les rémunérations au cours de la vie active," Revue d'économie politique, Dalloz, vol. 113(6), pages 801-827.
    76. Bignebat, C., 2018. "Learning process in marketing contract choice: the case of cereals in the Paris Basin," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277233, International Association of Agricultural Economists.
    77. Dietrich, Hans & Gerner, Hans-Dieter, 2007. "The determinants of apprenticeship training with particular reference to business expectations," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 40(2/3), pages 221-233.
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    83. Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014. "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series 1741, European Central Bank.
    84. Peter Funk & Thorsten Kemper, 2016. "Leisure and Learning - Activities and Their Effects on Child Skill Development," Working Paper Series in Economics 85, University of Cologne, Department of Economics.
    85. Jochen M. Schmittmann & Jenny Pirschel & Steffen Meyer & Andreas Hackethal, 2015. "The Impact of Weather on German Retail Investors," Review of Finance, European Finance Association, vol. 19(3), pages 1143-1183.
    86. Ricardo Pagan, 2017. "Impact of Working Time Mismatch on Job Satisfaction: Evidence for German Workers with Disabilities," Journal of Happiness Studies, Springer, vol. 18(1), pages 125-149, February.
    87. Vella, F. & Verbeek, M.J.C.M., 1992. "Estimating the impact of endogenous union choice on wages using panel data (Revised version)," Discussion Paper 1992-32, Tilburg University, Center for Economic Research.
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    89. Bera, A.K. & Lee, S., 1993. "Information matrix test, parameter heterogeneity and ARCH : A synthesis," Other publications TiSEM bf71e9fe-03a8-48f0-8a72-0, Tilburg University, School of Economics and Management.
    90. Terence J. V. Saldanha & Arvin Sahaym & Sunil Mithas & Mariana Giovanna Andrade-Rojas & Abhishek Kathuria & Hsiao-Hui Lee, 2020. "Turning Liabilities of Global Operations into Assets: IT-Enabled Social Integration Capacity and Exploratory Innovation," Information Systems Research, INFORMS, vol. 31(2), pages 361-382, June.
    91. Laptieva, Nataliia, 2016. "Information sharing and the volume of private credit in transition: Evidence from Ukrainian bank-level panel dataAuthor-Name: Grajzl, Peter," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 434-449.
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  25. Vella, F. & Verbeek, M., 1992. "Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data," Papers 9232, Tilburg - Center for Economic Research.

    Cited by:

    1. Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.

  26. Nijman, T.E. & Verbeek, M.J.C.M. & van Soest, A.H.O., 1991. "The efficiency of rotating panel designs in an analysis of variance model," Other publications TiSEM 9cbb61cc-762f-4ab2-84f6-5, Tilburg University, School of Economics and Management.

    Cited by:

    1. Gonzalez, Patricio Aroca*Maloney, William F., 1999. "Logit analysis in a rotating panel context and an application to self-employment decisions," Policy Research Working Paper Series 2069, The World Bank.
    2. Van Soest, Arthur & Kooreman, Peter, 1990. "Coherency of the indirect translog demand system with binding nonnegativity constraints," Journal of Econometrics, Elsevier, vol. 44(3), pages 391-400, June.
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    4. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
    5. Kapteyn, A.J. & Kooreman, P., 1993. "Household labor supply : What kind of data can tell us how many decision makers there are?," Other publications TiSEM 16fc8598-a1e8-4cca-8e6e-8, Tilburg University, School of Economics and Management.
    6. Alogoskoufis, G.S. & van der Ploeg, F., 1992. "On budgetary policies, growth, and external deficits in an interdependent world," Other publications TiSEM 066c03d2-2211-4f00-8ce0-0, Tilburg University, School of Economics and Management.
    7. Barten, A.P., 1992. "The estimation of mixed demand systems," Other publications TiSEM 182f4296-e95b-4dea-aa8b-d, Tilburg University, School of Economics and Management.
    8. Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM cb1df340-6f44-4cb5-ae3b-4, Tilburg University, School of Economics and Management.
    9. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Other publications TiSEM 65401dae-613b-4e10-a8ae-c, Tilburg University, School of Economics and Management.
    10. Greenberg, J., 1993. "On the sensitivity of von Neuman and Morgenstern abstract stable sets : The stable and the individual stable bargaining set," Other publications TiSEM f8331cc7-3adf-4583-8921-0, Tilburg University, School of Economics and Management.
    11. Krebs, Tom & Maloney, William F., 1999. "Quitting and labor turnover : microeconomic evidence and macroeconomic consequences," Policy Research Working Paper Series 2068, The World Bank.
    12. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    13. Almas Heshmati, 1996. "On the single and multiple time trends representation of technical change," Applied Economics Letters, Taylor & Francis Journals, vol. 3(8), pages 495-499.
    14. Xin Liu & Wei-Guo Wang & Hai-Jun Liu, 2016. "The Efficiency of Split Panel Designs in an Analysis of Variance Model," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-20, May.

  27. Verbeek, M. & Nijman, T., 1990. "Can Cohort Data Be Treated As Genuine Panel Data," Papers 9064, Tilburg - Center for Economic Research.

    Cited by:

    1. Mairead de Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2019. "Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2019/01, Reserve Bank of New Zealand.
    2. Marine Guillerm, 2017. "Pseudo‑panel methods and an example of application to Household Wealth data," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 491-492, pages 109-130.
    3. McKenzie, D.J.David J., 2004. "Asymptotic theory for heterogeneous dynamic pseudo-panels," Journal of Econometrics, Elsevier, vol. 120(2), pages 235-262, June.
    4. Neagu, Ileana Cristina, 2009. "Career placement of skilled migrants in the U.S. labor market : a dynamic approach," Policy Research Working Paper Series 4891, The World Bank.
    5. Qingfeng Li & Amy O. Tsui, 2016. "Maternal Risk Exposure and Adult Daughters’ Health, Schooling, and Employment: A Constructed Cohort Analysis of 50 Developing Countries," Demography, Springer;Population Association of America (PAA), vol. 53(3), pages 835-863, June.
    6. Jagannadha Pawan Tamvada & Mili Shrivastava & Tapas Kumar Mishra, 2022. "Education, social identity and self-employment over time: evidence from a developing country," Small Business Economics, Springer, vol. 59(4), pages 1449-1468, December.
    7. Luis E. Arango & Luz A. Flórez & Laura D. Guerrero, 2020. "Minimum wage effects on informality across demographic groups in Colombia," Borradores de Economia 1104, Banco de la Republica de Colombia.
    8. Melanie K. Jones, 2009. "The Employment Effect of the Disability Discrimination Act: Evidence from the Health Survey for England," LABOUR, CEIS, vol. 23(2), pages 349-369, June.
    9. van Wijnbergen, S., 1993. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Other publications TiSEM dd672b28-6648-4b14-8ad3-8, Tilburg University, School of Economics and Management.
    10. Katsushi S. Imai & Samuel Kobina Annim & Raghav Gaiha & Veena S. Kulkarni, 2012. "Does Women's Empowerment Reduce Prevalence of Stunted and Underweight Children in Rural India?," Discussion Paper Series DP2012-11, Research Institute for Economics & Business Administration, Kobe University, revised Dec 2012.
    11. Charles Ackah, & Oliver Morrissey, & Simon Appleton, 2007. "Who Gains from Trade Protection in Ghana? A Household-Level Analysis," Discussion Papers 07/02, University of Nottingham, CREDIT.
    12. Dieter von Fintel, 2016. "Institutional wage-setting, labour demand and labour supply: causal estimates from a South African pseudo-panel," Working Papers 07/2016, Stellenbosch University, Department of Economics.
    13. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    14. Catherine Paul & Richard Nehring & David Banker & Agapi Somwaru, 2004. "Scale Economies and Efficiency in U.S. Agriculture: Are Traditional Farms History?," Journal of Productivity Analysis, Springer, vol. 22(3), pages 185-205, November.
    15. Francisca M. ANTMAN & Priti KALSI & Soohyung LEE, 2021. "Gender Norm Conflict and Marital Outcomes," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 87(4), pages 537-560, December.
    16. Oguiza Tovar, Ainhoa, 2003. "Análisis descriptivo de la población ocupada en la CAPV (1993-1999)," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    17. Raghbendra Jha, 2009. "Poverty, Undernutrition and Vulnerability in Rural India: Public Works versus Food Subsidy," Working Papers id:1907, eSocialSciences.
    18. Rossella Bardazzi & Maria Grazia Pazienza & Maria Eugenia Sanin, 2021. "Life-cycle Characteristics and Energy Practices in Developing Countries: the Case of Mexico," Working Papers - Economics wp2021_11.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    19. Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
    20. Imai, Katsushi S. & Annim, Samuel Kobina & Kulkarni, Veena S. & Gaiha, Raghav, 2014. "Women’s Empowerment and Prevalence of Stunted and Underweight Children in Rural India," World Development, Elsevier, vol. 62(C), pages 88-105.
    21. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2014. "Monnet’s Error?," LEQS – LSE 'Europe in Question' Discussion Paper Series 83, European Institute, LSE.
    22. Bussolo,Maurizio & Ezebuihe,Jessy Amarachi & Munoz Boudet,Ana Maria & Poupakis,Stavros & Rahman,Tasmia & Sarma,Nayantara, 2022. "Social Norms and Gender Equality : A Descriptive Analysis for South Asia," Policy Research Working Paper Series 10142, The World Bank.
    23. Ramón López & Gustavo Anríquez, 2004. "Poverty and Agricultural Growth: Chile in the 1990s," The Electronic Journal of Agricultural and Development Economics, Food and Agriculture Organization of the United Nations, vol. 1(1), pages 6-24.
    24. Aycan Koksal & Michael K. Wohlgenant, 2016. "How do smoking bans in restaurants affect restaurant and at-home alcohol consumption?," Empirical Economics, Springer, vol. 50(4), pages 1193-1213, June.
    25. Ana Flávia Machado & André Braz Golgher & Sibelle Diniz & Luiz Carlos Day Gama, 2017. "Consumption of cultural goods and services and time allocation in Brazil [Consumption of cultural goods and services and time allocation in Brazil]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 27(1), pages 35-63, January-A.
    26. Kasraian, Dena & Maat, Kees & van Wee, Bert, 2018. "Urban developments and daily travel distances: Fixed, random and hybrid effects models using a Dutch pseudo-panel over three decades," Journal of Transport Geography, Elsevier, vol. 72(C), pages 228-236.
    27. Verbeek, Marno & Vella, Francis, 2005. "Estimating dynamic models from repeated cross-sections," Journal of Econometrics, Elsevier, vol. 127(1), pages 83-102, July.
    28. Huang, Biao, 2007. "The Use of Pseudo Panel Data for Forecasting Car Ownership," MPRA Paper 7086, University Library of Munich, Germany.
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    251. Larson, Donald F. & Gurara, Daniel Zerfu, 2013. "A conceptual model of incomplete markets and the consequences for technology adoption policies in Ethiopia," Policy Research Working Paper Series 6681, The World Bank.
    252. Peter J. Danaher, 2002. "Optimal Pricing of New Subscription Services: Analysis of a Market Experiment," Marketing Science, INFORMS, vol. 21(2), pages 119-138, February.
    253. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    254. Axel Börsch‐Supan & Jens Köke, 2002. "An Applied Econometricians' View of Empirical Corporate Governance Studies," German Economic Review, Verein für Socialpolitik, vol. 3(3), pages 295-326, August.
    255. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
    256. Lee, Myoung-jae & Cho, Myeong-hyeon, 2002. "Validity of LSE for trimmed and differenced panel data due to absorbing attrition," Economics Letters, Elsevier, vol. 74(2), pages 251-256, January.
    257. Akay, Alpaslan & Tezic, Kerem, 2007. "Local Unemployment and the Earnings-Assimilation of Immigrant Men in Sweden: Evidence from Longitudinal Data, 1990-2000," Working Papers in Economics 277, University of Gothenburg, Department of Economics, revised 21 Jan 2007.
    258. Heather Brown & Justin Presseau, 2018. "Work Me Not Into Temptation: Exploring the Relationship between Work and Healthy Eating in Dieters Using Data from the HILDA Survey," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(3), pages 368-381, September.
    259. Andreas Stephan & Oleksandr Talavera & Andriy Tsapin, 2011. "Main bank power, Switching Costs, and Firm Performance. Evidence from Ukraine," University of East Anglia Applied and Financial Economics Working Paper Series 026, School of Economics, University of East Anglia, Norwich, UK..
    260. Lixin Cai, 2023. "The Steppingstone Effect of Casual Employment in Australia: A Re‐Examination," The Economic Record, The Economic Society of Australia, vol. 99(326), pages 385-409, September.
    261. John M. Abowd & Bruno Crepon & Francis Kramarz, 1997. "Moment Estimation with Attrition," NBER Technical Working Papers 0214, National Bureau of Economic Research, Inc.
    262. Giuseppe Moscarini & Francis Vella, 2002. "Aggregate worker reallocation and occupational mobility in the United States: 1971-2000," IFS Working Papers W02/18, Institute for Fiscal Studies.
    263. Fernando M. Aragon & Juan Jose Miranda & Paulina Oliva, 2016. "Particulate matter and labor supply: evidence from Peru," Discussion Papers dp16-01, Department of Economics, Simon Fraser University.
    264. Phimister, Euan, 2004. "Urban Effects On Participation And Wages: Are There Gender Differences?," Discussion Papers 31789, University of Aberdeen Business School, Centre for European Labour Market Research (CELMR).
    265. Cristian Bartolucci & Mathis Wagner & Claudia Villosio, 2013. "Who Migrates and Why?," Carlo Alberto Notebooks 333, Collegio Carlo Alberto.
    266. Emmanouil Mentzakis & Paul McNamee & Mandy Ryan, 2009. "Who cares and how much: exploring the determinants of co-residential informal care," Review of Economics of the Household, Springer, vol. 7(3), pages 283-303, September.
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    269. Rochelle Belkar & Lynne Cockerell & Rebecca Edwards, 2007. "Labour Force Participation and Household Debt," RBA Research Discussion Papers rdp2007-05, Reserve Bank of Australia.
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    271. Verbon, H.A.A. & Verhoeven, M.J.M., 1993. "Decision making on pension schemes under rational expectations," Other publications TiSEM c3143bc8-ccb5-473d-9a6b-3, Tilburg University, School of Economics and Management.
    272. Zimmer, David M., 2010. "The role of health insurance in labor supply decisions of divorced females," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 121-131, May.
    273. Fateh Belaïd & Christophe Rault & Camille Massié, 2021. "A Life-Cycle Analysis of French Household Electricity Demand," CESifo Working Paper Series 8814, CESifo.
    274. Stéfan Lollivier, 2000. "Récurrence du chômage dans l'insertion des jeunes : des trajectoires hétérogènes," Économie et Statistique, Programme National Persée, vol. 334(1), pages 49-63.
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    276. Bianchi, Milo & Luomaranta, Henri, 2021. "Agency Costs in Small Firms," TSE Working Papers 21-1252, Toulouse School of Economics (TSE).
    277. Hou, Jia, 2020. "Independence Status of Territories and the Estimated Trade Effects of Regional Trade Agreements," MPRA Paper 104040, University Library of Munich, Germany.
    278. Ricardo Pagán & Miguel Malo, 2009. "Job satisfaction and disability: lower expectations about jobs or a matter of health?," Spanish Economic Review, Springer;Spanish Economic Association, vol. 11(1), pages 51-74, March.
    279. Pagan, Ricardo, 2011. "Ageing and disability: Job satisfaction differentials across Europe," Social Science & Medicine, Elsevier, vol. 72(2), pages 206-215, January.
    280. Ha Trong Nguyen & Luke Brian Connelly, 2018. "Out of sight but not out of mind: Home countries' macroeconomic volatilities and immigrants' mental health," Health Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 189-208, January.
    281. Chrysanthou, Georgios Marios & Guilló, María Dolores, 2016. "The Dynamics of Heterogeneous Political Party Support and Egocentric Economic Evaluations: the Scottish Case," QM&ET Working Papers 16-3, University of Alicante, D. Quantitative Methods and Economic Theory.
    282. Silvia Bacci & Alessandro Cirillo & Donata Mussolino & Simone Terzani, 2018. "The influence of family ownership dispersion on debt level in privately held firms," Small Business Economics, Springer, vol. 51(3), pages 557-576, October.
    283. Amolegbe, Khadijat B. & Upton, Joanna & Bageant, Elizabeth & Blom, Sylvia, 2021. "Food price volatility and household food security: Evidence from Nigeria," Food Policy, Elsevier, vol. 102(C).
    284. Stefan Angel, 2016. "The Effect of Over-Indebtedness on Health: Comparative Analyses for Europe," Kyklos, Wiley Blackwell, vol. 69(2), pages 208-227, May.
    285. Christoph Riedl & Victor P. Seidel, 2018. "Learning from Mixed Signals in Online Innovation Communities," Organization Science, INFORMS, vol. 29(6), pages 1010-1032, December.
    286. Thomas Hutzschenreuter & Fabian Guenther, 2009. "Complexity as a constraint on firm expansion within and across industries," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(6), pages 373-392.
    287. Mohanty, Madhu S., 2009. "Effects of positive attitude on earnings: Evidence from the US longitudinal data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(2), pages 357-371, March.
    288. Mark Wooden & Ning Li, 2014. "Panel Conditioning and Subjective Well-being," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 117(1), pages 235-255, May.
    289. Yusep Suparman & Henk Folmer & Johan Oud, 2014. "Hedonic price models with omitted variables and measurement errors: a constrained autoregression–structural equation modeling approach with application to urban Indonesia," Journal of Geographical Systems, Springer, vol. 16(1), pages 49-70, January.
    290. Casasnovas, Valero L. & Aldanondo, Ana Maria, 2011. "Influence of Animal Feeding on Milk Supply in Navarre," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114316, European Association of Agricultural Economists.
    291. Jostarndt, Philipp & Sautner, Zacharias, 2008. "Financial distress, corporate control, and management turnover," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2188-2204, October.
    292. Hakan Özkaya & Şebnem Yaşar, 2023. "Working capital management in the food and beverage industry: Evidence from listed European companies," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(2), pages 78-88.

  29. Nijman, T.E. & Verbeek, M.J.C.M., 1989. "The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data," Discussion Paper 1989-36, Tilburg University, Center for Economic Research.

    Cited by:

    1. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Discussion Paper 1990-18, Tilburg University, Center for Economic Research.
    2. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
    3. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Other publications TiSEM 65401dae-613b-4e10-a8ae-c, Tilburg University, School of Economics and Management.
    4. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
    5. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Other publications TiSEM c11a8855-79ea-45ab-bc23-8, Tilburg University, School of Economics and Management.

  30. Nijman, T. & Verbeek, M., 1989. "The Nonresponse Bias In The Analysis Of The Determinants Of Total Expenditures Of Households Based On Panel Data," Papers 8936, Tilburg - Center for Economic Research.

    Cited by:

    1. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Discussion Paper 1990-18, Tilburg University, Center for Economic Research.
    2. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
    3. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Other publications TiSEM 65401dae-613b-4e10-a8ae-c, Tilburg University, School of Economics and Management.
    4. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
    5. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Other publications TiSEM c11a8855-79ea-45ab-bc23-8, Tilburg University, School of Economics and Management.

  31. Verbeek, M.J.C.M., 1989. "On the estimation of a fixed effects model with selective non-response," Research Memorandum FEW 376, Tilburg University, School of Economics and Management.

    Cited by:

    1. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Other publications TiSEM c11a8855-79ea-45ab-bc23-8, Tilburg University, School of Economics and Management.

  32. Nijman, T.E. & Verbeek, M.J.C.M., 1988. "Estimation of time dependent parameters in linear models using cross sections, panels or both," Research Memorandum FEW 302, Tilburg University, School of Economics and Management.

    Cited by:

    1. Verbeek, Marno & Nijman, Theo, 1992. "Can Cohort Data Be Treated as Genuine Panel Data?," Empirical Economics, Springer, vol. 17(1), pages 9-23.
    2. Bomhoff, E.J., 1991. "Between Price Reform and Privatization : Eastern Europe in Transition," Other publications TiSEM 8e6afe4e-3752-4fc2-8ab3-2, Tilburg University, School of Economics and Management.
    3. Nijman, T.E. & Verbeek, M.J.C.M. & van Soest, A.H.O., 1991. "The efficiency of rotating-panel designs in an analysis-of-variance model," Other publications TiSEM 3ed26750-8e6a-4695-aac5-9, Tilburg University, School of Economics and Management.
    4. Alain-Désiré Nimubona & Désiré Vencatachellum, 2007. "Intergenerational education mobility of black and white South Africans," Journal of Population Economics, Springer;European Society for Population Economics, vol. 20(1), pages 149-182, February.
    5. Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6. R. Bruno & M. Stampini, 2007. "Joining Panel Data with Cross-Sections for Efficiency Gains: an Application to a Consumption Equation for Nicaragua," Working Papers 619, Dipartimento Scienze Economiche, Universita' di Bologna.
    7. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Can cohort data be treated as genuine panel data?," Other publications TiSEM 17fd5894-9eef-426e-b402-0, Tilburg University, School of Economics and Management.
    8. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
    9. Randolph Luca Bruno & Laura Magazzini & Marco Stampini, 2018. "The Joint Estimate of Singleton and Longitudinal Observations: a GMM Approach for Improved Efficiency," Working Papers 04/2018, University of Verona, Department of Economics.
    10. Kevin B. Moore, 2004. "The effects of the 1986 and 1993 tax reforms on self-employment," Finance and Economics Discussion Series 2004-05, Board of Governors of the Federal Reserve System (U.S.).
    11. Bebonchu Atems & Jason Jones, 2015. "Income inequality and economic growth: a panel VAR approach," Empirical Economics, Springer, vol. 48(4), pages 1541-1561, June.
    12. Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM cb1df340-6f44-4cb5-ae3b-4, Tilburg University, School of Economics and Management.
    13. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Other publications TiSEM 65401dae-613b-4e10-a8ae-c, Tilburg University, School of Economics and Management.
    14. Kristen Monaco & Steven Yamarik, 2015. "Are there human capital externalities in U.S. states? Evidence from the Current Population Survey," Economics Bulletin, AccessEcon, vol. 35(4), pages 2345-2362.
    15. Verbeek, M.J.C.M., 1993. "Pseudo panel data," Other publications TiSEM a9fb068a-803b-472b-969d-2, Tilburg University, School of Economics and Management.
    16. Ryan H. Murphy & Colin O’Reilly, 2019. "Applying panel vector autoregression to institutions, human capital, and output," Empirical Economics, Springer, vol. 57(5), pages 1633-1652, November.
    17. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
    18. Hong, Junpyo, 2011. "The Role of Amenities in a Regional Economy: A Meta-Analysis Approach," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 34(5), pages 1-27, December.
    19. Xin Liu & Wei-Guo Wang & Hai-Jun Liu, 2016. "The Efficiency of Split Panel Designs in an Analysis of Variance Model," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-20, May.

Articles

  1. Marno Verbeek, 2017. "Using linear regression to establish empirical relationships," IZA World of Labor, Institute of Labor Economics (IZA), pages 336-336, February.

    Cited by:

    1. Daniel, D. & Pande, Saket & Rietveld, Luuk, 2022. "Endogeneity in water use behaviour across case studies of household water treatment adoption in developing countries," World Development Perspectives, Elsevier, vol. 25(C).
    2. Feng Huang & Jie Gao, 2022. "Customer and Tax Avoidance: How Does Customer Geographic Proximity Affect a Supplier’s Tax Avoidance?," Sustainability, MDPI, vol. 14(22), pages 1-30, November.

  2. Hao Jiang & Marno Verbeek & Yu Wang, 2014. "Information Content When Mutual Funds Deviate from Benchmarks," Management Science, INFORMS, vol. 60(8), pages 2038-2053, August.

    Cited by:

    1. Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019. "Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, vol. 20(1), pages 15-30, February.
    2. Martin Rohleder & Dominik Schulte & Janik Syryca & Marco Wilkens, 2018. "Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading," Financial Management, Financial Management Association International, vol. 47(2), pages 309-347, June.
    3. Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 042015, Hong Kong Institute for Monetary Research.
    4. Jiang, Hao & Sun, Zheng, 2014. "Dispersion in beliefs among active mutual funds and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 114(2), pages 341-365.
    5. Qifei Zhu, 2020. "The Missing New Funds," Management Science, INFORMS, vol. 66(3), pages 1193-1204, March.
    6. George J. Jiang & Tong Yao & Gulnara R. Zaynutdinova, 2023. "The effect of investor service costs on mutual fund performance," The Financial Review, Eastern Finance Association, vol. 58(1), pages 91-115, February.
    7. Bartram, Söhnke M. & Grinblatt, Mark, 2018. "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, vol. 128(1), pages 125-147.
    8. Gimeno, Ruth & Andreu, Laura & Sarto, José Luis, 2022. "Fund trading divergence and performance contribution," International Review of Financial Analysis, Elsevier, vol. 83(C).
    9. William J. Hippler & M. Kabir Hassan & Luca Pezzo, 2021. "Partial adjustment towards performance‐based mutual fund returns: Evidence from U.S.‐based equity funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5864-5883, October.
    10. Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2020. "Eurozone regulation bias in the active share measure," International Review of Financial Analysis, Elsevier, vol. 72(C).
    11. Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2018. "Holding Horizon: A New Measure of Active Investment Management," CFR Working Papers 15-06, University of Cologne, Centre for Financial Research (CFR), revised 2018.
    12. Zhang, Jinhua & Wang, Guipu & Yan, Cheng, 2020. "Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China," Economic Modelling, Elsevier, vol. 90(C), pages 11-20.
    13. Laura Andreu & Lydia Mateos & José Luis Sarto, 2017. "The Value Added by Trading Based on Valuation Criteria," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 327-352, September.
    14. Li Xian Liu & Fuming Jiang & Jizhong Li & Omar Al Farooque, 2021. "Antecedents of Equity Fund Performance: A Contingency Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(01), pages 1-40, March.

  3. Verbeek, Marno & Wang, Yu, 2013. "Better than the original? The relative success of copycat funds," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3454-3471.

    Cited by:

    1. Stein, Roberto, 2023. "Are mutual fund managers good gamblers?," Journal of Financial Markets, Elsevier, vol. 64(C).
    2. Dyakov, Teodor & Verbeek, Marno, 2013. "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4931-4942.
    3. Alda, Mercedes & Muñoz, Fernando & Vargas, María, 2022. "Product differentiation in the socially responsible mutual fund industry," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
    4. Zhe Chen & David R. Gallagher & Adrian D. Lee & Tom Smith, 2017. "Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 113-129, March.
    5. Mingwen Yang & Zhiqiang (Eric) Zheng & Vijay Mookerjee, 2022. "How Much Is Financial Advice Worth? The Transparency-Revenue Tension in Social Trading," Management Science, INFORMS, vol. 68(7), pages 5252-5268, July.
    6. Roberto Stein, 2022. "‘Smart’ copycat mutual funds: on the performance of partial imitation strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-31, December.
    7. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.3], University of Cologne, Centre for Financial Research (CFR).
    8. Andrew Koch, 2017. "Herd Behavior and Mutual Fund Performance," Management Science, INFORMS, vol. 63(11), pages 3849-3873, November.
    9. Wang, Yaping & Paek, Miyoun & Ko, Kwangsoo, 2016. "Incubation and copying equity funds in China," Emerging Markets Review, Elsevier, vol. 28(C), pages 28-43.
    10. Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers 25/2016, Deutsche Bundesbank.
    11. Jiang, Hao & Verardo, Michela, 2018. "Does herding behavior reveal skill? An analysis of mutual fund performance," LSE Research Online Documents on Economics 86372, London School of Economics and Political Science, LSE Library.
    12. Shi, Zhen, 2017. "The impact of portfolio disclosure on hedge fund performance," Journal of Financial Economics, Elsevier, vol. 126(1), pages 36-53.
    13. Sean Shun Cao & Kai Du & Baozhong Yang & Alan L. Zhang, 2021. "Copycat Skills and Disclosure Costs: Evidence from Peer Companies’ Digital Footprints," Journal of Accounting Research, Wiley Blackwell, vol. 59(4), pages 1261-1302, September.
    14. Parida, Sitikantha & Teo, Terence, 2018. "The impact of more frequent portfolio disclosure on mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 427-445.
    15. Timmermann, Allan & Schmidt, Lawrence & , & Wermers, Russ, 2017. "Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis," CEPR Discussion Papers 11895, C.E.P.R. Discussion Papers.
    16. Gregory-Allen, Russell & Balli, Hatice Ozer & Thompson, Kathleen, 2019. "The impact of portfolio holdings disclosure on fund returns," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).

  4. Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno, 2013. "Short-term residual reversal," Journal of Financial Markets, Elsevier, vol. 16(3), pages 477-504.

    Cited by:

    1. Flori, Andrea & Regoli, Daniele, 2021. "Revealing Pairs-trading opportunities with long short-term memory networks," European Journal of Operational Research, Elsevier, vol. 295(2), pages 772-791.
    2. Cakici, Nusret & Zaremba, Adam, 2022. "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, vol. 146(2), pages 689-725.
    3. Xiang, Yun & He, Jiaxuan, 2022. "Pairs trading and asset pricing," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    4. Nguyen, Anh Duy, 2020. "Alternative reversal variable," Finance Research Letters, Elsevier, vol. 33(C).
    5. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    6. Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
    7. Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022. "Trading volume and liquidity provision in cryptocurrency markets," Working Paper Series 413, Sveriges Riksbank (Central Bank of Sweden).
    8. Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019. "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
    9. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, September.
    10. Anh Duy Nguyen, 2020. "Alternative reversal variable," Post-Print hal-02388743, HAL.
    11. Kentaro Imajo & Kentaro Minami & Katsuya Ito & Kei Nakagawa, 2020. "Deep Portfolio Optimization via Distributional Prediction of Residual Factors," Papers 2012.07245, arXiv.org.
    12. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, September.
    13. Li, Yan & Huo, Jiale & Xu, Yongan & Liang, Chao, 2023. "Belief-based momentum indicator and stock market return predictability," Research in International Business and Finance, Elsevier, vol. 64(C).
    14. Anh Duc Nguyen, 2020. "Residual return reversals: European evidences," Post-Print hal-02493457, HAL.
    15. Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021. "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
    16. Chae, Joon & Kim, Ryumi, 2020. "Contrarian profits of the firm-specific component on stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    17. Nguyen, Anh Duy, 2019. "Residual return reversals: European evidence," Research in International Business and Finance, Elsevier, vol. 50(C), pages 392-397.
    18. Shuai Zhao & Yunhai Tong & Zitian Wang & Shaohua Tan, 2016. "Identifying Key Drivers of Return Reversal with Dynamical Bayesian Factor Graph," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-20, November.
    19. Zhaobo Zhu & Licheng Sun & Chris Stivers, 2021. "Price anchors and short‐term reversals," Financial Management, Financial Management Association International, vol. 50(2), pages 425-454, June.
    20. Hannah Lea Hühn & Hendrik Scholz, 2018. "Alpha Momentum and Price Momentum," IJFS, MDPI, vol. 6(2), pages 1-28, May.

  5. Dyakov, Teodor & Verbeek, Marno, 2013. "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4931-4942.

    Cited by:

    1. Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Choi, Jaewon & Hoseinzade, Saeid & Shin, Sean Seunghun & Tehranian, Hassan, 2020. "Corporate bond mutual funds and asset fire sales," Journal of Financial Economics, Elsevier, vol. 138(2), pages 432-457.
    3. Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
    4. Wang, Yaping & Paek, Miyoun & Ko, Kwangsoo, 2016. "Incubation and copying equity funds in China," Emerging Markets Review, Elsevier, vol. 28(C), pages 28-43.

  6. Abe de Jong & Marno Verbeek & Patrick Verwijmeren, 2012. "Does Financial Flexibility Reduce Investment Distortions?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 35(2), pages 243-259, June.

    Cited by:

    1. Fliers, Philip T., 2019. "What is the relation between financial flexibility and dividend smoothing?," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 98-111.
    2. Enrico Santarelli & Hien Thu Tran, 2018. "The interaction of institutional quality and human capital in shaping the dynamics of capital structure in Vietnam," WIDER Working Paper Series wp-2018-66, World Institute for Development Economic Research (UNU-WIDER).
    3. Saona, Paolo & Vallelado, Eleuterio & San Martín, Pablo, 2020. "Debt, or not debt, that is the question: A Shakespearean question to a corporate decision," Journal of Business Research, Elsevier, vol. 115(C), pages 378-392.
    4. Anna Białek‐Jaworska, 2022. "Revenue diversification and municipally owned companies’ role in shaping the debt of municipalities," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 93(4), pages 931-975, December.
    5. Yung, Kenneth & Li, DeQing Diane & Jian, Yi, 2015. "The value of corporate financial flexibility in emerging countries," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 25-41.
    6. Anastassiadis, Friederike & Liebe, Ulf & Mußhoff, Oliver, 2015. "Financial Flexibility in agricultural investment decisions: A discrete choice experiment," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 16(1), pages 1-12.
    7. Machokoto, Michael & Areneke, Geofry, 2020. "Does innovation and financial constraints affect the propensity to save in emerging markets?," Research in International Business and Finance, Elsevier, vol. 52(C).
    8. Anshu Agrawal, 2020. "Modified Total Interpretive Structural Model of Corporate Financial Flexibility," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 21(4), pages 369-388, December.
    9. Machokoto, Michael & Chipeta, Chimwemwe & Ibeji, Ngozi, 2021. "The institutional determinants of peer effects on corporate cash holdings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    10. Chien, Chih-Chung & Chen, Shikuan & Chang, Ming-Jen, 2023. "Financial constraints on credit ratings and cash-flow sensitivity," International Review of Financial Analysis, Elsevier, vol. 88(C).
    11. Katsutoshi Shimizu & Kim Cuong Ly & Weihan Cui, 2018. "Why do firms choose negative net debt policy?," Working Papers 2018-32, Swansea University, School of Management.
    12. Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan, 2014. "Financial flexibility, corporate investment and performance: evidence from financial crises," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 211-250, February.
    13. Lijuan Xiao & Min Bai & Yafeng Qin & Lingyun Xiong & Lijuan Yang, 2021. "Financial Slack and Inefficient Investment Decisions in China," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 920-941, June.
    14. Gregory, Richard P., 2020. "Political risk and financial flexibility in BRICS countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 166-174.
    15. Islam, Md. Rashidul & Hossain, Monirul Alam & Uddin, Mohammad Shamsu & Bahta, Dawit Teclemariam, 2020. "Does Financial Flexibility foster Investment Efficiency? Evidence from an Emerging Market," Asian Business Review, Asian Business Consortium, vol. 10(2), pages 121-136.
    16. Chortareas, Georgios & Noikokyris, Emmanouil, 2021. "Investment, firm-specific uncertainty, and financial flexibility," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 25-35.
    17. Dang, Viet Anh, 2013. "An empirical analysis of zero-leverage firms: New evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 189-202.
    18. Annalisa Ferrando & Maria†Teresa Marchica & Roberto Mura, 2017. "Financial Flexibility and Investment Ability Across the Euro Area and the UK," European Financial Management, European Financial Management Association, vol. 23(1), pages 87-126, January.
    19. Mercatanti, Andrea & Mäkinen, Taneli & Silvestrini, Andrea, 2019. "The role of financial factors for European corporate investment," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 246-258.
    20. Root, Andrew & Yung, Kenneth, 2022. "Resolving agency and product market views of cash holdings," Research in International Business and Finance, Elsevier, vol. 59(C).
    21. Cuong, Ly Kim & Shimizu, Katsutoshi & Cui, Weihan, 2021. "The determinants of negative net leverage policy: New evidence from Japan," Economic Modelling, Elsevier, vol. 97(C), pages 449-460.
    22. Morais, Flávio & Serrasqueiro, Zélia & Ramalho, Joaquim J.S., 2020. "The zero-leverage phenomenon: A bivariate probit with partial observability approach," Research in International Business and Finance, Elsevier, vol. 53(C).
    23. Rehana Naheed & Muhammad Jawad & Munazza Naz & Bushra Sarwar & Rukhsana Naheed, 2021. "Managerial ability and investment decisions: Evidence from Chinese market," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 985-997, June.
    24. Lee, Chien-Chiang & Wang, Chih-Wei & Chiu, Wan-Chien & Tien, Te-Sheng, 2018. "Managerial ability and corporate investment opportunity," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 65-76.
    25. Bessler, Wolfgang & Drobetz, Wolfgang & Haller, Rebekka & Meier, Iwan, 2013. "The international zero-leverage phenomenon," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 196-221.
    26. Hang (Robin) Luo & Abu Reza Mohammad Islam & Rui Wang, 2021. "Financing Constraints and Investment Efficiency in Canadian Real Estate and Construction Firms: A Stochastic Frontier Analysis," SAGE Open, , vol. 11(3), pages 21582440211, July.

  7. de Jong, Abe & Verbeek, Marno & Verwijmeren, Patrick, 2011. "Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1303-1314, May.

    Cited by:

    1. Marco Botta & Luca Colombo, 2016. "Macroeconomic and Institutional Determinants of Capital Structure Decisions," DISCE - Working Papers del Dipartimento di Economia e Finanza def038, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    2. Xun Liu & Xiaoliang Yu & Simon Gao, 2019. "A quantitative study of financing efficiency of low‐carbon companies: A three‐stage data envelopment analysis," Business Strategy and the Environment, Wiley Blackwell, vol. 28(5), pages 858-871, July.
    3. Sorin Gabriel Anton & Anca Elena Afloarei Nucu, 2020. "The Impact of Working Capital Management on Firm Profitability: Empirical Evidence from the Polish Listed Firms," JRFM, MDPI, vol. 14(1), pages 1-14, December.
    4. Zhu, Xiaoquan & Peng, Hongfeng & Zhang, Zijian, 2020. "The nexus of judicial efficiency, social burden and default risk: Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
    5. Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015. "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers 172015, Hong Kong Institute for Monetary Research.
    6. Campbell, Gareth & Rogers, Meeghan, 2018. "Capital structure volatility in Europe," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 128-139.
    7. Cynthia Sin Tian Ho & Björn Berggren, 2020. "The effect of bank branch closures on new firm formation: the Swedish case," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(2), pages 319-350, October.
    8. Tappeiner, Florian & Howorth, Carole & Achleitner, Ann-Kristin & Schraml, Stephanie, 2012. "Demand for private equity minority investments: A study of large family firms," Journal of Family Business Strategy, Elsevier, vol. 3(1), pages 38-51.
    9. Jorge A. Munoz Mendoza & Carlos L. Delgado Fuentealba & Carmen L. Veloso Ramos & Sandra M. Sepúlveda Yelpo & Edinson E. Cornejo Saavedra & Diego A. Erices Olivera, 2023. "Capital structure adjustment in Latin American firms: An empirical test based on the Error Correction Model," Estudios Gerenciales, Universidad Icesi, vol. 39(166), pages 50-66, March.
    10. Blazquez, Jorge & Galeotti, Marzio & Martin-Moreno, Jose M., 2021. "Green recovery packages for a post-Covid-19 world: A lesson from the collapse of Spanish wind farms in the past financial crisis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 151(C).
    11. Valcacer, Santiago & José de Moura, Heber & Lopes , David & Amorim , Vinicius, 2017. "Capital structure management differences in Latin American and US firms after 2008 crisis," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 22(42), pages 51-74.
    12. Maciej Stradomski & Katarzyna Schmidt, 2020. "Firm specific determinants of capital structure in European advanced developing countries," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 263-292.
    13. Hess, Dieter & Immenkötter, Philipp, 2014. "How much is too much? Debt capacity and financial flexibility," CFR Working Papers 14-03, University of Cologne, Centre for Financial Research (CFR).
    14. Marco Botta & Luca Vittorio Angelo Colombo, 2022. "Non‐linear capital structure dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1897-1928, October.
    15. Kuo‐Cheng Kuo & Wen‐Min Lu & Thanh Nhan Dinh, 2020. "Firm performance and ownership structure: Dynamic network data envelopment analysis approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(4), pages 608-623, June.
    16. Elif Acar & Gamze Vural & Emin Hüseyin Çetenak, 2020. "Evidence for Financial Hierarchy Theory in Capital Structure Decisions: Data from BIST Companies," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 34(1), pages 29-50.
    17. Zeidan, Rodrigo & Galil, Koresh & Shapir, Offer Moshe, 2018. "Do ultimate owners follow the pecking order theory?," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 45-50.
    18. Mai, Nhat Chi, 2012. "Market timing, taxes and capital structure: evidence from Vietnam," OSF Preprints t3mvs, Center for Open Science.
    19. Khawaja, Mohsin & Bhatti, M. Ishaq & Ashraf, Dawood, 2019. "Ownership and control in a double decision framework for raising capital," Emerging Markets Review, Elsevier, vol. 41(C).
    20. M. E. Bontempi & L. Bottazzi & R. Golinelli, 2015. "Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity," Working Papers wp988, Dipartimento Scienze Economiche, Universita' di Bologna.
    21. Löffler, Gunter & Maurer, Alina, 2011. "Incorporating the dynamics of leverage into default prediction," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3351-3361.
    22. Vandana Bhama & Pramod Kumar Jain & Surendra Singh Yadav, 2019. "Pecking Order Test at Varying Debt Levels: A Comparative Study of Indian and Chinese Firms," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2), pages 237-261, August.
    23. Nguyen Thi Phuong Nhung & Nguyen Phuong Lien & Dang Thi Thu Hang, 2017. "Analyze the Determinants of Capital Structure for Vietnamese Real Estate Listed Companies," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 270-282.
    24. Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017. "Capital Raising in the Arab World," Working Papers 1095, Economic Research Forum, revised 05 2017.
    25. Liang, Woan-lih, 2012. "Information content of repurchase signals: Tangible or intangible information?," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 261-274.
    26. Lee, Chi-Chuan & Lee, Chien-Chiang & Xiao, Shunyi, 2021. "Policy-related risk and corporate financing behavior: Evidence from China’s listed companies," Economic Modelling, Elsevier, vol. 94(C), pages 539-547.
    27. Chauhan, Gaurav Singh & Huseynov, Fariz, 2018. "Corporate financing and target behavior: New tests and evidence," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 840-856.
    28. Viet Anh Dang, 2011. "Testing Capital Structure Theories Using Error Correction Models: Evidence From The Uk, France And Germany," Post-Print hal-00732527, HAL.
    29. Haroon ur Rashid Khan & Waqas Bin Khidmat & Sadia Awan, 2021. "Board diversity, financial flexibility and corporate innovation: evidence from China," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 303-326, June.
    30. Andrea Mina & Henry Lahr, 2018. "The pecking order of innovation finance," LEM Papers Series 2018/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    31. Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020. "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, vol. 64(C).
    32. Abdullah, Hariem & Tursoy, Turgut, 2021. "Capital structure and firm performance: a panel causality test," MPRA Paper 105871, University Library of Munich, Germany.
    33. Růčková Petra & Heryán Tomáš, 2015. "The Capital Structure Management in Companies of Selected Business Branches of Building in Conditions of the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(6), pages 699-714.
    34. Remco Mocking & Joep Steegmans, 2017. "Capital structure determinants and adjustment speed: An empirical analysis of Dutch SMEs," CPB Discussion Paper 357, CPB Netherlands Bureau for Economic Policy Analysis.

  8. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    See citations under working paper version above.
  9. Dirk Brounen & Melissa Porras Prado & Marno Verbeek, 2010. "Real Estate in an ALM Framework: The Case of Fair Value Accounting," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(4), pages 775-804, Winter.

    Cited by:

    1. Martin Hoesli & Elias Oikarinen, 2012. "Are REITs real estate? Evidence from international sector level data," ERES eres2012_232, European Real Estate Society (ERES).
    2. Martin Hoesli & Eva Liljeblom & Anders Löflund, 2012. "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," Swiss Finance Institute Research Paper Series 12-22, Swiss Finance Institute.
    3. Michael Heinrich & Thomas Schreck, 2017. "Effects of Solvency II on Portfolio Efficiency, The Case of Real Estate and Infrastructure Investments," LARES lares_2017_paper_8, Latin American Real Estate Society (LARES).

  10. Abe De Jong & Marno Verbeek & Patrick Verwijmeren, 2010. "The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory," Financial Management, Financial Management Association International, vol. 39(2), pages 733-756, June.

    Cited by:

    1. Huu Manh Nguyen & Thi Huong Giang Vuong & Thi Huong Nguyen & Yang-Che Wu & Wing-Keung Wong, 2020. "Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms," Sustainability, MDPI, vol. 12(9), pages 1-25, May.
    2. Amiyatosh Purnanandam & Uday Rajan, 2018. "Growth Option Exercise and Capital Structure [Illiquidity and stock returns: cross-section and time series effects]," Review of Finance, European Finance Association, vol. 22(1), pages 177-206.
    3. Wang, Xu & Deng, Shengliang & Alon, Ilan, 2021. "Women executives and financing pecking order of GEM-listed companies: Moderating roles of social capital and regional institutional environment," Journal of Business Research, Elsevier, vol. 136(C), pages 466-478.
    4. Elif Acar & Gamze Vural & Emin Hüseyin Çetenak, 2020. "Evidence for Financial Hierarchy Theory in Capital Structure Decisions: Data from BIST Companies," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 34(1), pages 29-50.
    5. de Jong, Abe & Verbeek, Marno & Verwijmeren, Patrick, 2011. "Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1303-1314, May.
    6. Vandana Bhama & Pramod Kumar Jain & Surendra Singh Yadav, 2019. "Pecking Order Test at Varying Debt Levels: A Comparative Study of Indian and Chinese Firms," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2), pages 237-261, August.
    7. Andrew Vivian & Bin Xu, 2018. "Time-varying managerial overconfidence and pecking order preference," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 799-835, April.
    8. Charlie Tatenda Mukaro & Abraham Deka & Sylvester Rukani, 2023. "The influence of intellectual capital on organizational performance," Future Business Journal, Springer, vol. 9(1), pages 1-14, December.
    9. Grundy, Bruce D. & Verwijmeren, Patrick, 2020. "The external financing of investment," Journal of Corporate Finance, Elsevier, vol. 65(C).
    10. Viet Anh Dang, 2011. "Testing Capital Structure Theories Using Error Correction Models: Evidence From The Uk, France And Germany," Post-Print hal-00732527, HAL.
    11. Vandana Bhama & P.K. Jain & Surendra S. Yadav, 2017. "Pecking Order among Select Industries from India and China," Vision, , vol. 21(1), pages 63-75, March.
    12. Chen, Dar-Hsin & Chen, Chun-Da & Chen, Jianguo & Huang, Yu-Fang, 2013. "Panel data analyses of the pecking order theory and the market timing theory of capital structure in Taiwan," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 1-13.
    13. Djaoudath Alidou, 2012. "Employees Equity Issue and Asymmetric Information:Evidence from France - Augmentations de capital réservées aux salariés et Asymétrie d’information:Cas de la France," Working Papers CREGO 1120901, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    14. Shen, Carl Hsin-han, 2014. "Pecking order, access to public debt market, and information asymmetry," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 291-306.
    15. Keasey, Kevin & Martinez, Beatriz & Pindado, Julio, 2015. "Young family firms: Financing decisions and the willingness to dilute control," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 47-63.

  11. Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
    See citations under working paper version above.
  12. Joop Huij & Marno Verbeek, 2009. "On the Use of Multifactor Models to Evaluate Mutual Fund Performance," Financial Management, Financial Management Association International, vol. 38(1), pages 75-102, March.

    Cited by:

    1. Borgers, A.C.T., 2014. "Responsible investing : New insights into performance and tastes," Other publications TiSEM 587e777f-c242-4a44-968e-7, Tilburg University, School of Economics and Management.
    2. Andrew Clare, 2022. "Is there a boutique asset management premium? Evidence from the European fund management industry," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 19-32, February.
    3. Erik Kole & Reza Brink, "undated". "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers 19-029/IV, Tinbergen Institute.
    4. Wagner, Niklas & Winter, Elisabeth, 2013. "A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 69-85.
    5. Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2016. "UK equity mutual fund alphas make a comeback," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 98-110.
    6. Achim Backhaus & Aliya Zhakanova Isiksal & Matthias Bausch, 2022. "What Financial Conditions Affect Dynamic Equity Risk Factor Allocation?," Economies, MDPI, vol. 10(2), pages 1-21, February.
    7. Agyei-Ampomah, Sam & Clare, Andrew & Mason, Andrew & Thomas, Stephen, 2015. "On luck versus skill when performance benchmarks are style-consistent," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 127-145.
    8. Romana Bangash, 2011. "Evaluation of European Mutual funds Performance," Post-Print halshs-00658484, HAL.
    9. Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork, 2016. "Investing in Systematic Factor Premiums," European Financial Management, European Financial Management Association, vol. 22(2), pages 193-234, March.
    10. Bianchi, Daniele & Babiak, Mykola, 2021. "On the Performance of Cryptocurrency Funds," Working Paper Series 408, Sveriges Riksbank (Central Bank of Sweden).
    11. Anastasia Petraki & Anna Zalewska, 2017. "Jumping over a low hurdle: personal pension fund performance," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 153-190, January.
    12. Daniel Buncic & Jon E. Eggins & Robert J. Hill & David Gallagher, 2015. "Measuring fund style, performance and activity: a new style-profiling approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 29-55, March.
    13. Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021. "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin 1937, DIW Berlin, German Institute for Economic Research.
    14. Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016. "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 31-40.
    15. Koedijk, Kees & ter Horst, Jenke & Borgers, Arian & Derwall, Jeroen, 2015. "Do Social Factors Influence Investment Behaviour and Performance? Evidence from Mutual Fund Holdings," CEPR Discussion Papers 10740, C.E.P.R. Discussion Papers.
    16. Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2015. "Do social factors influence investment behavior and performance? Evidence from mutual fund holdings," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 112-126.
    17. Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014. "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 58-77.

  13. Verbeek, Marno, 2007. "A Guide to Modern Econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 125-132.

    Cited by:

    1. Eugene Ezebilo, 2014. "Maintenance of public amenity to improve access to nature area: does distance and expected economic benefits matter?," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 4(3), pages 240-249, September.
    2. Wan, Alan T.K. & Zhang, Xinyu & Wang, Shouyang, 2014. "Frequentist model averaging for multinomial and ordered logit models," International Journal of Forecasting, Elsevier, vol. 30(1), pages 118-128.
    3. Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00320378, HAL.
    4. Yu, Dalei & Ding, Chang & He, Na & Wang, Ruiwu & Zhou, Xiaohua & Shi, Lei, 2019. "Robust estimation and confidence interval in meta-regression models," Computational Statistics & Data Analysis, Elsevier, vol. 129(C), pages 93-118.
    5. Rinaldo Dito & Puspita Vina Anggilia, 2020. "Independent Parties in Minimizing Agency Problem in Indonesia: An Alternative Model," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 11(1), pages 13-28, April.
    6. Onno Kuik & Luke Brander & Richard S. J. Tol, 2008. "Marginal Abatement Costs of Carbon-Dioxide Emissions: A Meta-Analysis," Papers WP248, Economic and Social Research Institute (ESRI).
    7. Jienwatcharamongkhol, Viroj, 2013. "Distance Sensitivity of Export: A Firm-Product Level Approach," Ratio Working Papers 220, The Ratio Institute.
    8. Hossam ELdin Mohammed Abdelkader, 2015. "Political Instability, Uncertainty, Democracy, and Economic Growth in Egypt," Working Papers 953, Economic Research Forum, revised Oct 2015.
    9. Xinyu Zhang & Dalei Yu & Guohua Zou & Hua Liang, 2016. "Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1775-1790, October.
    10. Mohammed Ziaul Hoque & Mohammad Akter Hossan, 2020. "Understanding the Influence of Belief and Belief Revision on Consumers’ Purchase Intention of Liquid Milk," SAGE Open, , vol. 10(2), pages 21582440209, May.
    11. Degryse, H.A. & de Goeij, P. C. & Kappert, P., 2009. "The Impact of Firm and Industry Characteristics on Small Firms' Capital Structure : Evidence from Dutch Panel Data," Discussion Paper 2009-21, Tilburg University, Center for Economic Research.
    12. Richard Kneller, & Mauro Pisu, 2007. "Export Barriers: What Are They and Who Do They Matter To?," Discussion Papers 07/12, University of Nottingham, GEP.
    13. Eugene E. Ezebilo & Mattias Boman & Leif Mattsson & Anders Lindhagen & Werner Mbongo, 2015. "Preferences and willingness to pay for close to home nature for outdoor recreation in Sweden," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 58(2), pages 283-296, February.
    14. Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Post-Print halshs-00320378, HAL.
    15. Jienwatcharamongkhol, Viroj, 2012. "Distance Sensitivity of Export: A Firm-Product Level Approach," Ratio Working Papers 201, The Ratio Institute.

  14. Jenke Ter Horst & Marno Verbeek, 2007. "Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry," Review of Finance, European Finance Association, vol. 11(4), pages 605-632.
    See citations under working paper version above.
  15. Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 973-997, March.

    Cited by:

    1. Singal, Vijay & Xu, Zhaojin, 2011. "Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2704-2718, October.
    2. Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski, 2011. "The Short and Long Term Performance Persistence in the Central European Banking Industry," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 5(4), December.
    3. Xiaohong Huang & Ronald Mahieu, 2012. "Performance Persistence of Dutch Pension Funds," De Economist, Springer, vol. 160(1), pages 17-34, March.
    4. Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi, 2018. "A new perspective on performance persistence: evidence using portfolio holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 91-125, March.
    5. Yee Loon, 2011. "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 153-205, February.
    6. Chen, Hsuan-Chi & Lai, Christine W., 2010. "Reputation stretching in mutual fund starts," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 193-207, January.
    7. Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2014. "Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America," MPRA Paper 59119, University Library of Munich, Germany.
    8. Huang, Rong & Pilbeam, Keith & Pouliot, William, 2021. "Do actively managed US mutual funds produce positive alpha?," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 472-492.
    9. Grose, Chris & Dasilas, Apostolos & Alexakis, Christos, 2014. "Performance persistence in fixed interest funds: With an eye on the post-debt crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 155-182.
    10. Herrmann, Ulf & Scholz, Hendrik, 2013. "Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2314-2328.
    11. Khalid Zaman, 2015. "Measurement Issues of Income and Non-Income Welfare Indicators: Assessment of Pakistan's Pro-Poor Growth," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 802-811.
    12. Bessler, Wolfgang & Blake, David & Lückoff, Peter & Tonks, Ian, 2010. "Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes," MPRA Paper 34185, University Library of Munich, Germany.
    13. Ioannis D Vrontos & Loukia Meligkotsidou & Spyridon D Vrontos, 2011. "Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility," Journal of Asset Management, Palgrave Macmillan, vol. 12(4), pages 292-307, September.
    14. Filip Dariusz & Rogala Tomasz, 2021. "Analysis of Polish mutual funds performance: a Markovian approach," Statistics in Transition New Series, Polish Statistical Association, vol. 22(1), pages 115-130, March.
    15. Gökçen, Umut & Yalçın, Atakan, 2015. "The case against active pension funds: Evidence from the Turkish Private Pension System," Emerging Markets Review, Elsevier, vol. 23(C), pages 46-67.
    16. Phalippou, Ludovic, 2010. "Venture capital funds: Flow-performance relationship and performance persistence," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 568-577, March.
    17. Xiaoshuang Yang & Xingyu Chen & Jiaxin Xie, 2021. "Factor Investment: Evaluating Persistence Effect for Investment Performance and Sustainability Exposure," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(6), pages 143-143, June.
    18. Nan-Yu Wang & Chih-Jen Huang & Ying-Lin Hsu & Shian-Chang Huang, 2015. "Using Stepwise Reality Check to Analyze Open-end Fund Investors'Herding Redemption in Taiwan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 260-272.
    19. Muhammad Zeeshan & Jiabin Han & Alam Rehman & Kashif Saleem & Raza Ullah Shah & Amir Ishaque & Naveed Farooq & Arif Hussain, 2020. "Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 151-157.
    20. Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork, 2016. "Investing in Systematic Factor Premiums," European Financial Management, European Financial Management Association, vol. 22(2), pages 193-234, March.
    21. Bianchi, Daniele & Babiak, Mykola, 2021. "On the Performance of Cryptocurrency Funds," Working Paper Series 408, Sveriges Riksbank (Central Bank of Sweden).
    22. Ignashkina, Anna & Rinne, Kalle & Suominen, Matti, 2022. "Short-term reversals, returns to liquidity provision and the costs of immediacy," Journal of Banking & Finance, Elsevier, vol. 138(C).
    23. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012. "Revisiting Mutual Fund Performance Evaluation," MPRA Paper 36644, University Library of Munich, Germany.
    24. Ying-Fen Fu, 2014. "Individual Fund Manager Sentiment, Fund Performance and Performance Persistence," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 870-885.
    25. Diana P. Budiono & Martin Martens, 2010. "Mutual Funds Selection Based On Funds Characteristics," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(3), pages 249-265, September.
    26. Berkowitz, Jason P. & Schorno, Patrick J. & Shapiro, Dmitry A., 2017. "Characteristics of mutual funds with extreme performance," Review of Financial Economics, Elsevier, vol. 34(C), pages 50-60.
    27. Chris GROSE & Theodoros KARGIDIS, 2012. "Persistence In Performance For Mutual Funds In Periods Of Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(1), pages 85-98.
    28. Matallín-Sáez, Juan Carlos & Soler-Domínguez, Amparo & Tortosa-Ausina, Emili, 2016. "On the robustness of persistence in mutual fund performance," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 192-231.
    29. Gaurav Singh Chauhan, 2019. "Performance attribution of mutual funds in India: outperformance or mis‐representation?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 383-409, April.
    30. Frino, Alex & Lepone, Andrew & Wong, Brad, 2009. "Derivative use, fund flows and investment manager performance," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 925-933, May.
    31. Krzysztof Jackowicz, 2009. "Determinants of winning and losing persistence in the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, vol. 40(3), pages 5-23.
    32. Keyi Zhang & Ramazan Gençay, 2019. "Mutual Fund Performance In Developing And Advanced World Networks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 399-421, March.
    33. Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks, 2018. "Fund Flows, Manager Changes, and Performance Persistence [Does motivation matter when assessing trade performance? An analysis of mutual funds]," Review of Finance, European Finance Association, vol. 22(5), pages 1911-1947.
    34. Zhou, Zhongbao & Xiao, Helu & Jin, Qianying & Liu, Wenbin, 2018. "DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure," European Journal of Operational Research, Elsevier, vol. 269(1), pages 111-131.
    35. Stanisław Urbański, 2017. "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 343-374.
    36. Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014. "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 58-77.

  16. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007. "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2405-2423, August.
    See citations under working paper version above.
  17. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2006. "Portfolio implications of systemic crises," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2347-2369, August.

    Cited by:

    1. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
    2. Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas, 2014. "Impact of the financial crisis on bank run risk – Danger of the days after," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 522-533.
    3. Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
    4. Zhou, Chunyang & Wu, Chongfeng & Wang, Yudong, 2019. "Dynamic portfolio allocation with time-varying jump risk," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 113-124.
    5. Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009. "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1996-2012, November.
    6. Branger, Nicole & Kraft, Holger & Meinerding, Christoph, 2014. "Partial information about contagion risk, self-exciting processes and portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 18-36.
    7. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
    8. Cho, Sungjun & Hyde, Stuart & Nguyen, Ngoc, 2015. "Time-varying regional and global integration and contagion: Evidence from style portfolios," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 109-131.
    9. Konermann, Patrick & Meinerding, Christoph & Sedova, Olga, 2013. "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, Elsevier, vol. 22(1), pages 36-46.
    10. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2014. "Firm return volatility and economic gains: The role of oil prices," Economic Modelling, Elsevier, vol. 38(C), pages 142-151.
    11. Yunker, James A. & Melkumian, Alla A., 2010. "The effect of capital wealth on optimal diversification: Evidence from the Survey of Consumer Finances," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 90-98, February.
    12. Bernd Scherer, 2020. "Alternative risk premia: contagion and portfolio choice," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 178-191, May.
    13. Mili, Mehdi, 2012. "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers 2012-33, Kiel Institute for the World Economy (IfW Kiel).
    14. Ramírez, Carlos D., 2009. "Bank fragility, "money under the mattress", and long-run growth: US evidence from the "perfect" Panic of 1893," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2185-2198, December.
    15. Martín González-Rozada & Luis Pereiro, 2013. "Forecasting Prices in Regime-Switching Markets," Department of Economics Working Papers 2013_2, Universidad Torcuato Di Tella.
    16. Marcel Prokopczuk, 2011. "Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 34(2), pages 141-168, November.
    17. Di Zhang & Roderick V. N. Melnik, 2009. "First passage time for multivariate jump‐diffusion processes in finance and other areas of applications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(5), pages 565-582, September.

  18. Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005. "Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(3), pages 493-517, September.
    See citations under working paper version above.
  19. Verbeek, Marno & Vella, Francis, 2005. "Estimating dynamic models from repeated cross-sections," Journal of Econometrics, Elsevier, vol. 127(1), pages 83-102, July.
    See citations under working paper version above.
  20. Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
    See citations under working paper version above.
  21. Marquering, Wessel & Verbeek, Marno, 2004. "A multivariate nonparametric test for return and volatility timing," Finance Research Letters, Elsevier, vol. 1(4), pages 250-260, December.

    Cited by:

    1. Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, University Library of Munich, Germany.
    2. Chou, Cheng & Chu, Chia-Shang J., 2011. "Market timing: Recent development and a new test," Economics Letters, Elsevier, vol. 111(2), pages 105-109, May.
    3. Chu, Chia-Shang & Lu, Liping & Shi, Zhentao, 2009. "Pitfalls in market timing test," Economics Letters, Elsevier, vol. 103(3), pages 123-126, June.

  22. Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
    See citations under working paper version above.
  23. ter Horst, Jenke R. & Nijman, Theo E. & Verbeek, Marno, 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 345-373, September.
    See citations under working paper version above.
  24. Jenke Ter Horst & Marno Verbeek, 2000. "Estimating Short-Run Persistence In Mutual Fund Performance," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 646-655, November.
    See citations under working paper version above.
  25. Vella, Francis & Verbeek, Marno, 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Journal of Econometrics, Elsevier, vol. 90(2), pages 239-263, June.
    See citations under working paper version above.
  26. Rummery, Sarah & Vella, Francis & Verbeek, Marno, 1999. "Estimating the returns to education for Australian youth via rank-order instrumental variables," Labour Economics, Elsevier, vol. 6(4), pages 491-507, November.

    Cited by:

    1. Andrew Leigh & Chris Ryan, 2005. "Estimating Returns to Education: Three Natural Experiment Techniques Compared," CEPR Discussion Papers 493, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    2. François-Charles Wolff & Dale Squires & Patrice Guillotreau, 2013. "The Firm's Management in Production: Management, Firm, and Time Effects in an Indian Ocean Tuna Fishery," Post-Print hal-03914271, HAL.
    3. Roger Klein & Francis Vella, 2009. "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 735-762.
    4. Roger Klein & Francis Vella, 2005. "Estimating a class of triangular simultaneous equations models without exclusion restrictions," CeMMAP working papers CWP08/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Lídia Farré & Roger Klein & Francis Vella, 2013. "A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY," Empirical Economics, Springer, vol. 44(1), pages 111-133, February.
    6. Andrew Leigh, 2008. "Returns To Education In Australia," Economic Papers, The Economic Society of Australia, vol. 27(3), pages 233-249, September.
    7. Prono, Todd, 2011. "When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models," MPRA Paper 33593, University Library of Munich, Germany.
    8. Skalli, Ali, 2007. "Are successive investments in education equally worthwhile? Endogenous schooling decisions and non-linearities in the earnings-schooling relationship," Economics of Education Review, Elsevier, vol. 26(2), pages 215-231, April.
    9. Vincent (Vincent Peter) Hogan & Roberto Rigobon, 2002. "Using heteroscedasticity to estimate the returns to education," Open Access publications 10197/1100, School of Economics, University College Dublin.
    10. Fernando Barceinas, 2003. "Endogeneidad y rendimientos de la educación," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(1), pages 79-131.
    11. Joseph J. Sabia, 2007. "Reading, Writing, And Sex: The Effect Of Losing Virginity On Academic Performance," Economic Inquiry, Western Economic Association International, vol. 45(4), pages 647-670, October.
    12. Roger Klein & Francis Vella, 2009. "Estimating the Return to Endogenous Schooling Decisions via Conditional Second Moments," Journal of Human Resources, University of Wisconsin Press, vol. 44(4).
    13. Klein, Roger & Vella, Francis, 2006. "Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments," IZA Discussion Papers 2407, Institute of Labor Economics (IZA).
    14. Deng, Binbin, 2010. "Schooling and Wage Revisited: Does Higher IQ Really Give You Higher Income?," MPRA Paper 23206, University Library of Munich, Germany.
    15. George Psacharopoulos & Harry Anthony Patrinos, 2004. "Returns to investment in education: a further update," Education Economics, Taylor & Francis Journals, vol. 12(2), pages 111-134.

  27. Marquering, Wessel & Verbeek, Marno, 1999. "An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence," Journal of Empirical Finance, Elsevier, vol. 6(3), pages 243-265, September.
    See citations under working paper version above.
  28. Vella, Francis & Verbeek, Marno, 1999. "Estimating and Interpreting Models with Endogenous Treatment Effects," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 473-478, October.

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    1. Calzolari, Giorgio & Di Pino, Antonino, 2009. "Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables," MPRA Paper 22984, University Library of Munich, Germany.
    2. Kossi Assimaidou & Youssouf Kiendrebeogo & Abdoulaye Tall, 2013. "Social Protection for Poverty Reduction in Times of Crisis," Working Papers halshs-00843010, HAL.
    3. Bratti, Massimiliano & Naylor, Robin & Smith, Jeremy, 2006. "Different returns to different degrees? Evidence from the British Cohort Study 1970," Economic Research Papers 269754, University of Warwick - Department of Economics.
    4. Colombo, Massimo G. & Grilli, Luca, 2010. "On growth drivers of high-tech start-ups: Exploring the role of founders' human capital and venture capital," Journal of Business Venturing, Elsevier, vol. 25(6), pages 610-626, November.
    5. Roger Bandick & Holger Görg, 2009. "Foreign Acquisitions, Plant Survival, and Employment Growth," Discussion Papers 09/13, University of Nottingham, GEP.
    6. Flabbi, Luca & Paternostro, Stefano & Tiongson, Erwin R., 2007. "Returns to education in the economic transition : a systematic assessment using comparable data," Policy Research Working Paper Series 4225, The World Bank.
    7. Mr. Youssouf Kiendrebeogo, 2013. "How Do Banking Crises Affect Bilateral Exports?," IMF Working Papers 2013/150, International Monetary Fund.
    8. Baktash, Mehrzad B. & Heywood, John S. & Jirjahn, Uwe, 2021. "Performance Pay and Alcohol Use in Germany," IZA Discussion Papers 14205, Institute of Labor Economics (IZA).
    9. René Algesheimer & Sharad Borle & Utpal M. Dholakia & Siddharth S. Singh, 2010. "The Impact of Customer Community Participation on Customer Behaviors: An Empirical Investigation," Marketing Science, INFORMS, vol. 29(4), pages 756-769, 07-08.
    10. Bertoni, Fabio & Colombo, Massimo G. & Grilli, Luca, 2011. "Venture capital financing and the growth of high-tech start-ups: Disentangling treatment from selection effects," Research Policy, Elsevier, vol. 40(7), pages 1028-1043, September.
    11. Steffen Mueller, 2009. "Are the firm owners really worse off with a works council?," Working Papers 081, Bavarian Graduate Program in Economics (BGPE).
    12. Mahdi Tajeddin & Michael Carney, 2019. "African Business Groups: How Does Group Affiliation Improve SMEs’ Export Intensity?," Entrepreneurship Theory and Practice, , vol. 43(6), pages 1194-1222, November.
    13. Claudio A. Piga & Giuseppe Medda, 2007. "Technological Spillovers and Productivity in Italian Manufacturing Firms," Discussion Paper Series 2007_17, Department of Economics, Loughborough University, revised Jul 2007.
    14. James, Harvey S., Jr., 2002. "The Effect Of Trust On Public Support For Biotechnology: Evidence From The U.S. Biotechnology Study, 1997-1998," Working Papers 26041, University of Missouri Columbia, Department of Agricultural Economics.
    15. Gorodnichenko Yury & Grigorenko Yegor & Ostanin Dmytro, 2006. "Relative property rights in transition economies: Can the oligarchs be productive?," EERC Working Paper Series 06-04e, EERC Research Network, Russia and CIS.
    16. Eleonora Bertoni & Giorgio Ricchiuti, 2017. "A Multilevel Analysis of Unemployment in Egypt," LABOUR, CEIS, vol. 31(4), pages 494-514, December.
    17. Elizabeth Plummer, 2014. "The Effects of Property Tax Protests on the Assessment Uniformity of Residential Properties," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(4), pages 900-937, December.
    18. FOUARGE Didier & MUFFELS Ruud & PAVLOPOULOS Dimitris & VERMUNT Jeroen K., 2007. "Who benefits from a job change: The dwarfs or the giants?," IRISS Working Paper Series 2007-16, IRISS at CEPS/INSTEAD.
    19. José Marti & Anita Quas, 2018. "A beacon in the night : government certification of SMEs towards banks," Post-Print hal-02311972, HAL.
    20. John K. Dagsvik & Torbjørn Hægeland & Arvid Raknerud, 2006. "Estimation of Earnings- and Schooling Choice Relations: A Likelihood Approach," Discussion Papers 486, Statistics Norway, Research Department.
    21. Salazar Idana & Galve Górriz Carmen, 2011. "Determinants of the Differences in the Downstream Vertical Integration and Efficiency Implications in Agricultural Cooperatives," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-26, February.
    22. Gabel, Sebastian & Guhl, Daniel, 2022. "Comparing the effectiveness of rewards and individually targeted coupons in loyalty programs," Journal of Retailing, Elsevier, vol. 98(3), pages 395-411.
    23. Abdulbaki Bilgic & Wojciech Florkowski, 2009. "The impact of license regulation on the number of recreation trips: is it worth considering?," Journal of Regulatory Economics, Springer, vol. 35(1), pages 45-69, February.
    24. Fabrizio Antolini, 2016. "The Evolution of National Accounting and New Statistical Information: Happiness and Gross Domestic Product, Can We Measure It?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 129(3), pages 1075-1092, December.
    25. Giorgio Calzolari & Maria Gabriella Campolo & Antonino Pino & Laura Magazzini, 2023. "Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 659-679, June.
    26. Renwick, A. & Ma, W. & Nie, P. & Tang, J., 2018. "The Joint Effects of Off-farm Work and Smartphone Use on Household Income in Rural China," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277304, International Association of Agricultural Economists.
    27. Sergio de Nardis & Carmine Pappalardo, 2009. "Export, Productivity and Product Switching: The Case of Italian Manufacturing Firms," ISAE Working Papers 110, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    28. Kamhon Kan & Yen-Ling Lin, 2009. "The labor market effects of national health insurance: evidence from Taiwan," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(2), pages 311-350, April.
    29. Bandick, Roger, 2019. "Global sourcing, firm size and export survival," Economics Discussion Papers 2019-62, Kiel Institute for the World Economy (IfW Kiel).
    30. Reinowski, Eva & Sauermann, Jan, 2008. "Hat die Befristung von Arbeitsverträgen einen Einfluss auf die berufliche Weiterbildung geringqualifiziert beschäftigter Personen? (Does temporary employment affect the work-related training of low-sk," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 41(4), pages 489-499.
    31. Masoud Kamalahmadi & Qiuping Yu & Yong-Pin Zhou, 2021. "Call to Duty: Just-in-Time Scheduling in a Restaurant Chain," Management Science, INFORMS, vol. 67(11), pages 6751-6781, November.
    32. R. Bellio & E. Gori, 2003. "Impact evaluation of job training programmes: Selection bias in multilevel models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(8), pages 893-907.
    33. Avi Dor & Joseph Sudano & David W. Baker, 2003. "The Effects of Private Insurance on Measures of Health: Evidence from the Health and Retirement Study," NBER Working Papers 9774, National Bureau of Economic Research, Inc.
    34. Raju Ghimire & Wen-Chi Huang, 2016. "Adoption Pattern and Welfare Impact of Agricultural Technology," Journal of South Asian Development, , vol. 11(1), pages 113-137, April.
    35. Bratti, Massimiliano & Naylor, Robin & Smith, Jeremy, 2005. "Variations in the Wage Returns to a First Degree: Evidence from the British Cohort Study 1970," IZA Discussion Papers 1631, Institute of Labor Economics (IZA).
    36. Michael Klien, 2014. "Corporatization and the Behavior of Public Firms: How Shifting Control Rights Affects Political Interference in Water Prices," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 44(4), pages 393-422, June.
    37. Bolwig, Simon & Gibbon, Peter & Jones, Sam, 2009. "The Economics of Smallholder Organic Contract Farming in Tropical Africa," World Development, Elsevier, vol. 37(6), pages 1094-1104, June.
    38. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2006. "Is there a Causal Effect of High School Math on Labor Market Outcomes?," Economics Working Papers 2006-11, Department of Economics and Business Economics, Aarhus University.
    39. Colombo, Massimo G. & D’Adda, Diego & Pirelli, Lorenzo H., 2016. "The participation of new technology-based firms in EU-funded R&D partnerships: The role of venture capital," Research Policy, Elsevier, vol. 45(2), pages 361-375.
    40. Rutherford, R.C. & Springer, T.M. & Yavas, A., 2005. "Conflicts between principals and agents: evidence from residential brokerage," Journal of Financial Economics, Elsevier, vol. 76(3), pages 627-665, June.
    41. Alain Carpentier & Celine Nauges & Arnaud Reynaud & Alban Thomas, 2006. "Effets de la délégation sur le prix de l'eau potable en France. Une analyse à partir de la littérature sur les "effets de traitement"," Post-Print hal-01931551, HAL.
    42. Colombo, Massimo G. & Grilli, Luca, 2005. "Founders' human capital and the growth of new technology-based firms: A competence-based view," Research Policy, Elsevier, vol. 34(6), pages 795-816, August.
    43. Andrén, Thomas & Gustafsson, Björn, 2002. "Income Effects from Labor Market Training Programs in Sweden During the 80’s and 90’s," Working Papers in Economics 81, University of Gothenburg, Department of Economics.
    44. Gensler, Sonja & Leeflang, Peter & Skiera, Bernd, 2013. "Comparing methods to separate treatment from self-selection effects in an online banking setting," Journal of Business Research, Elsevier, vol. 66(9), pages 1272-1278.
    45. Csengodi, Sandor & Jungnickel, Rolf & Urban, Dieter, 2005. "Foreign Takeovers and Wages: Theory and Evidence from Hungary," Discussion Paper Series 26278, Hamburg Institute of International Economics.
    46. Barbara Mueller & Juerg Schweri, 2012. "The returns to occupation-specific human capital - Evidence from mobility after training," Economics of Education Working Paper Series 0081, University of Zurich, Department of Business Administration (IBW).
    47. Reinowski, Eva & Sauermann, Jan, 2008. "Hat die Befristung von Arbeitsverträgen einen Einfluss auf die Weiterbildung geringqualifiziert beschäftigter Personen?," IWH Discussion Papers 2/2008, Halle Institute for Economic Research (IWH).
    48. Michael Fertig, 2007. "The effectiveness of qualification measures for employed workers - an evaluation study for Saxony," Applied Economics, Taylor & Francis Journals, vol. 39(18), pages 2279-2301.
    49. Hongbin Cai & J. Vernon Henderson & Qinghua Zhang, 2009. "China's Land Market Auctions: Evidence of Corruption," NBER Working Papers 15067, National Bureau of Economic Research, Inc.
    50. Benfratello, Luigi & Sembenelli, Alessandro, 2006. "Foreign ownership and productivity: Is the direction of causality so obvious?," International Journal of Industrial Organization, Elsevier, vol. 24(4), pages 733-751, July.
    51. Desrieux, Claudine & Chong, Eshien & Saussier, Stéphane, 2013. "Putting all one's eggs in one basket: Relational contracts and the management of local public services," Journal of Economic Behavior & Organization, Elsevier, vol. 89(C), pages 167-186.
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    1. Koevoets, Wim, 2007. "Union wage premiums in Great Britain: Coverage or membership?," Labour Economics, Elsevier, vol. 14(1), pages 53-71, January.
    2. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
    3. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Donado, Alejandro, 2013. "Why Do Unionized Workers Have More Nonfatal Occupational Injuries?," Working Papers 0551, University of Heidelberg, Department of Economics.
    5. Michael Beckmann & Thomas Cornelissen & Matthias Kräkel, 2015. "Self-Managed Working Time and Employee Effort: Theory and Evidence," SOEPpapers on Multidisciplinary Panel Data Research 768, DIW Berlin, The German Socio-Economic Panel (SOEP).
    6. Trottmann, Maria & Zweifel, Peter & Beck, Konstantin, 2012. "Supply-side and demand-side cost sharing in deregulated social health insurance: Which is more effective?," Journal of Health Economics, Elsevier, vol. 31(1), pages 231-242.
    7. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    8. van Praag, Bernard M. S., 2015. "A New View on Panel Econometrics: Is Probit Feasible After All?," IZA Discussion Papers 9345, Institute of Labor Economics (IZA).
    9. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
    10. Hielke Buddelmeyer & Kenneth Troske, 2004. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Econometric Society 2004 North American Winter Meetings 334, Econometric Society.
    11. Michael Beckmann & Thomas Cornelissen, 2014. "Self-Managed Working Time and Employee Effort: Microeconometric Evidence," SOEPpapers on Multidisciplinary Panel Data Research 636, DIW Berlin, The German Socio-Economic Panel (SOEP).
    12. Gong, X. & van Soest, A.H.O. & Villagomez, E., 2000. "Mobility in the Urban Labor Market : A Panel Data Analysis for Mexico," Discussion Paper 2000-46, Tilburg University, Center for Economic Research.
    13. Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
    14. Georgios Marios Chrysanthou, 2007. "Determinants of Trade Union Membership in Great Britain During 1991-2003," Discussion Papers 07/01, Department of Economics, University of York.
    15. Yonghui Zhang & Qiankun Zhou, 2017. "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics," Departmental Working Papers 2017-12, Department of Economics, Louisiana State University.
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    17. Jean-Francois Richard, 2007. "Efficient High-Dimensional Importance Sampling," Working Paper 321, Department of Economics, University of Pittsburgh, revised Jan 2007.
    18. Christian M. Dahl & Daniel le Maire & Jakob R. Munch, 2011. "Wage Dispersion and Decentralization of Wage Bargaining," CREATES Research Papers 2011-48, Department of Economics and Business Economics, Aarhus University.
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    21. Óscar Landerretche & Nicolás Lillo & Esteban Puentes, 2011. "The Union Effect on Wages in Chile: A Two-Stage Approach Using Panel Data," Working Papers wp332, University of Chile, Department of Economics.
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    24. Kabátek, Jan, 2015. "Essays on public policy and household decision making," Other publications TiSEM 8cdb178e-ad98-42e5-a7e1-b, Tilburg University, School of Economics and Management.
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    27. João Carlos Cerejeira da Silva, 2004. "Estimating the employer size-wage premium in a panel data model with comparative advantage and non-random selection," NIPE Working Papers 6/2004, NIPE - Universidade do Minho.
    28. Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers 18/02, Institute for Fiscal Studies.
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    31. Thi Thu Tra Pham & Thai Vu Hong Nguyen & Son Kien Nguyen & Hieu Thi Hoang Nguyen, 2023. "Does planned innovation promote financial access? Evidence from Vietnamese SMEs," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 281-307, June.
    32. Jason Abrevaya & Yu-Chin Hsu, 2021. "Partial effects in non-linear panel data models with correlated random effects," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 519-535.
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    36. Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.
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    40. Tavneet Suri, 2006. "Selection and Comparative Advantage in Technology Adoption," Working Papers 944, Economic Growth Center, Yale University.
    41. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    42. Chrysanthou, Georgios Marios, 2014. "Heterogeneity, Endogeneity, Measurement Error and Identification of the Union Wage Impact," QM&ET Working Papers 14-4, University of Alicante, D. Quantitative Methods and Economic Theory, revised 05 Nov 2014.
    43. Andini, Corrado, 2014. "Persistence Bias and Schooling Returns," IZA Discussion Papers 8143, Institute of Labor Economics (IZA).
    44. Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics 0502008, University Library of Munich, Germany.
    45. Maria Jepsen, 2001. "Évaluation des différentiels salariaux en Belgique : hommes – femmes et temps partiel – temps plein," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(1), pages 51-63.
    46. de Boer, Henk-Wim & Jongen, Egbert L. W., 2020. "Analysing Tax-Benefit Reforms in the Netherlands: Using Structural Models and Natural Experiments," IZA Discussion Papers 12892, Institute of Labor Economics (IZA).
    47. Wang, Qiuyan & Findeis, Jill L., 2004. "Do Women Earn Less In Rural Areas? An Empirical Analysis Of The Female Rural-Urban Wage Differential," 2004 Annual meeting, August 1-4, Denver, CO 19982, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    48. Sheng-Kai Chang, 2012. "State dependence, serial correlation and heterogeneity in the union membership dynamics," Applied Economics, Taylor & Francis Journals, vol. 44(26), pages 3453-3460, September.
    49. Corrado Andini, 2013. "How well does a dynamic Mincer equation fit NLSY data? Evidence based on a simple wage-bargaining model," Empirical Economics, Springer, vol. 44(3), pages 1519-1543, June.
    50. Peter Ebbes, 2007. "A non-technical guide to instrumental variables and regressor-error dependencies (in Russian)," Quantile, Quantile, issue 2, pages 3-20, March.
    51. Carfora, A. & Pansini, R.V. & Romano, A.A. & Scandurra, G., 2018. "Renewable energy development and green public policies complementarities: The case of developed and developing countries," Renewable Energy, Elsevier, vol. 115(C), pages 741-749.
    52. Maria Elena Bontempi & Jan Ditzen, 2023. "GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications," Papers 2312.00399, arXiv.org, revised Dec 2023.
    53. Andrea Vaona, 2010. "A survival analysis approach to the duration of union membership in Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1089-1093.

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    Cited by:

    1. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Testing for selectivity bias in panel data models," Other publications TiSEM 45c3a75b-eb19-456f-ba92-a, Tilburg University, School of Economics and Management.
    2. Norris Bruce & Preyas Desai & Richard Staelin, 2006. "Enabling the Willing: Consumer Rebates for Durable Goods," Marketing Science, INFORMS, vol. 25(4), pages 350-366, 07-08.
    3. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
    4. Stéphane Robin & Chialin Chang, 2006. "Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries," Post-Print hal-03691818, HAL.
    5. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    6. Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
    7. Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar, 2018. "Heterogeneous credit union production technologies with endogenous switching and correlated effects," Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1095-1119, November.
    8. Han, Chirok & Lee, Goeun, 2022. "Bias correction for within-group estimation of panel data models with fixed effects and sample selection," Economics Letters, Elsevier, vol. 220(C).
    9. Anindya Ghose & Sang Pil Han, 2011. "An Empirical Analysis of User Content Generation and Usage Behavior on the Mobile Internet," Management Science, INFORMS, vol. 57(9), pages 1671-1691, September.
    10. E. Michael Foster & Leonard Bickman, 1996. "An Evaluator's Guide To Detecting Attrition Problems," Evaluation Review, , vol. 20(6), pages 695-723, December.
    11. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CESifo Working Paper Series 1992, CESifo.
    12. Lechner, Michael, 1993. "The dynamics of self-employment in East Germany: an empirical analysis using panel data and allowing for state dependence and endogenous attrition," ZEW Discussion Papers 93-24, ZEW - Leibniz Centre for European Economic Research.
    13. Rainer Pischner, 1993. "Quer- und Längsschnittgewichtung des Sozio-ökonomischen Panels," Discussion Papers of DIW Berlin 69, DIW Berlin, German Institute for Economic Research.
    14. Andreas Stephan & Andriy Tsapin & Oleksandr Talavera, 2009. "Why Do Firms Switch Their Main Bank?: Theory and Evidence from Ukraine," Discussion Papers of DIW Berlin 894, DIW Berlin, German Institute for Economic Research.
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