Marno Verbeek
Marno Verbeek
Professor of Finance, Rotterdam School of Management, Erasmus University
Verified email at rsm.nl - Homepage
Title
Cited by
Cited by
Year
A guide to modern econometrics
M Verbeek
John Wiley & Sons, 2008
54602008
Testing for selectivity bias in panel data models
M Verbeek, T Nijman
International Economic Review, 681-703, 1992
5881992
Can cohort data be treated as genuine panel data?
M Verbeek, T Nijman
Panel data analysis, 9-23, 1992
3781992
The economic value of predicting stock index returns and volatility
W Marquering, M Verbeek
Journal of Financial and Quantitative Analysis, 407-429, 2004
3262004
Survival, look-ahead bias, and persistence in hedge fund performance
G Baquero, J Horst, M Verbeek
Journal of Financial and Quantitative analysis, 493-517, 2005
3112005
Selecting copulas for risk management
E Kole, K Koedijk, M Verbeek
Journal of Banking & Finance 31 (8), 2405-2423, 2007
3012007
Estimating and interpreting models with endogenous treatment effects
F Vella, M Verbeek
Journal of Business & Economic Statistics 17 (4), 473-478, 1999
2871999
Two-step estimation of panel data models with censored endogenous variables and selection bias
F Vella, M Verbeek
Journal of Econometrics 90 (2), 239-263, 1999
2821999
Nonresponse in panel data: The impact on estimates of a life cycle consumption function
T Nijman, M Verbeek
Journal of Applied Econometrics 7 (3), 243-257, 1992
2561992
Pseudo-panels and repeated cross-sections
M Verbeek
The econometrics of panel data, 369-383, 2008
2472008
Incomplete panels and selection bias
M Verbeek, T Nijman
The econometrics of panel data, 449-490, 1996
209*1996
Estimating dynamic models from repeated cross-sections
M Verbeek, F Vella
Journal of econometrics 127 (1), 83-102, 2005
1942005
Firms’ debt–equity decisions when the static tradeoff theory and the pecking order theory disagree
A De Jong, M Verbeek, P Verwijmeren
Journal of Banking & Finance 35 (5), 1303-1314, 2011
1782011
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
M Verbeek, T Nijman
Journal of Econometrics 59 (1-2), 125-136, 1993
1471993
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men
F Vella, M Verbeek
Journal of Applied Econometrics 13 (2), 163-183, 1998
1411998
Cross-sectional learning and short-run persistence in mutual fund performance
J Huij, M Verbeek
Journal of Banking & Finance 31 (3), 973-997, 2007
1312007
Pseudo panel data
M Verbeek
The econometrics of panel data, 280-292, 1996
117*1996
A portrait of hedge fund investors: Flows, performance and smart money
G Baquero, M Verbeek
ERIM Report Series Reference No. ERS-2005-068-F&A, 2005
972005
Eliminating look-ahead bias in evaluating persistence in mutual fund performance
JR Ter Horst, TE Nijman, M Verbeek
Journal of Empirical Finance 8 (4), 345-373, 2001
962001
Do countries or industries explain momentum in Europe?
T Nijman, L Swinkels, M Verbeek
Journal of Empirical Finance 11 (4), 461-481, 2004
952004
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