Access Statistics for Marno Verbeek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money 0 0 5 160 4 9 25 436
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 1 34 1 1 4 153
Basel methodological heterogeneity and banking system stability: The case of the Netherlands 0 0 0 18 0 0 5 20
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 0 1 6 444
Can cohort data be treated as genuine panal data? 0 0 1 9 0 4 11 28
Can cohort data be treated as genuine panel data? 0 0 3 16 0 1 15 70
Do Banks Influence the Capital Structure Choices of Firms? 0 0 2 326 1 2 10 800
Do Countries or Industries Explain Momentum in Europe? 0 0 1 148 2 7 14 544
Do Countries or Industries Explain Momentum in Europe? 1 1 1 4 2 4 10 39
Do Sophisticated Investors Believe in the Law of Small Numbers? 0 0 0 80 1 3 8 214
Do countries or industries explain momentum in Europe? 0 0 0 3 1 2 8 33
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 2 11 151 4 25 74 858
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 1 2 5 0 1 3 22
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 12 2 3 8 52
Estimating Dynamic Models from Repeated Cross-Sections 0 0 0 3 0 2 3 28
Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages 0 0 2 7 0 0 6 24
Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables 0 0 0 2 1 1 6 504
Estimating and testing simultaneous equation panel data models with censored endogenous variables 0 0 0 6 0 0 1 18
Estimating dynamic models from repeated cross-sections 0 0 2 42 3 4 15 122
Estimating short-run persistence in mutual fund performance 0 0 1 5 0 0 5 23
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data 0 0 0 0 1 1 5 128
Estimating the impact of endogenous union choice on wages using panel data (Revised version) 0 0 0 1 0 0 4 12
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 0 3 9
Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages 0 0 0 0 0 0 7 256
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models 0 0 0 298 1 3 6 644
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 2 541 2 4 9 1,376
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 1 1 201 2 5 8 515
Evaluating portfolio value-at-risk using semi-parametric GARCH models 0 0 0 4 2 4 7 31
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 96 0 0 8 240
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 93 3 3 6 154
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry 0 1 1 136 1 4 13 803
Hedge fund flows and performance streaks: How investors weigh information 0 0 2 44 0 0 7 109
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 2 2 4 861
Incomplete panels and selection bias: A survey 0 1 4 37 1 2 8 62
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 1 2 9 42
Market timing: A decomposition of mutual fund returns 0 0 0 158 3 5 12 591
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 2 2 5 364
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections 0 0 4 8 0 0 6 22
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 0 0 3 0 0 1 13
Non-response in panel data: The impact on estimates of a life cycle consumption function 0 0 2 11 1 3 12 55
On the estimation of a fixed effects model with selective non-response 0 0 0 1 0 0 0 5
Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken 0 0 0 11 0 2 4 101
Predictive gains from forecast combinations using time-varying model weights 0 0 2 27 2 3 7 98
Real Estate Allocation in an ALM Framework 0 0 0 5 0 0 2 15
Selecting Copulas for Risk Management 0 0 1 654 2 2 9 1,574
Stress Testing with Student's t Dependence 0 0 0 136 1 3 6 503
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 1 2 1 3 21 54
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 3 340 2 4 17 945
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 0 1 13 409
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 1 1 3 401
Testing for selectivity bias in panel data models 0 0 3 10 0 1 15 59
Testing for selectivity in panel data models 0 0 0 9 0 0 6 44
The Economic Value of Predicting Stock Index Returns and Volatility 1 2 2 133 3 7 13 190
The Economic Value of Predicting Stock Index Returns and Volatility 0 1 2 5 2 4 11 29
The Economic Value of Predicting Stock Index Returns and Volatility 1 1 2 599 3 6 13 1,264
The effects of systemic crises when investors can be crisis ignorant 0 0 0 30 2 5 11 163
The efficiency of rotating panel designs in an analysis of variance model 0 0 0 4 0 0 0 18
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data 0 0 0 2 0 0 4 11
The optimal choice of controls and pre-experimental observations 0 0 0 0 0 0 1 4
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 1 0 0 8 21
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 3 23 1 3 12 67
Two-step estimation of simultaneous equation panel data models with censored endogenous variables 0 1 5 122 1 5 22 296
Total Working Papers 3 12 72 4,786 65 160 575 16,990


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Guide to Modern Econometrics 3 5 30 466 6 24 122 1,096
A multivariate nonparametric test for return and volatility timing 0 0 0 26 0 2 7 97
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence 0 0 0 17 0 2 5 66
Better than the original? The relative success of copycat funds 2 3 9 47 2 7 34 164
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 1 3 16 548
Cross-sectional learning and short-run persistence in mutual fund performance 1 2 4 61 1 2 14 195
DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? 0 0 1 24 0 0 10 102
Do countries or industries explain momentum in Europe? 0 0 0 128 1 4 12 460
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 120 0 0 5 344
Estimating Short-Run Persistence In Mutual Fund Performance 0 0 0 76 0 1 4 279
Estimating and Interpreting Models with Endogenous Treatment Effects 0 0 0 0 1 3 16 758
Estimating dynamic models from repeated cross-sections 1 1 5 215 2 8 23 447
Estimating the returns to education for Australian youth via rank-order instrumental variables 0 0 0 69 1 1 10 256
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 1 62 0 1 2 132
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 0 44 1 4 9 166
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree 0 4 18 220 4 13 56 836
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 2 45 1 1 12 207
Front-running of mutual fund fire-sales 0 1 1 20 0 2 11 93
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry 0 0 0 25 1 3 8 177
Information Content When Mutual Funds Deviate from Benchmarks 0 0 0 1 0 3 14 30
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 1 2 6 154 1 4 15 472
Missing measurements in econometric models with no auxiliary relations 0 0 0 4 0 0 4 35
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 1 4 232 3 5 20 506
On the Use of Multifactor Models to Evaluate Mutual Fund Performance 0 0 1 21 0 2 18 96
On the estimation of a fixed effects model with selectivity bias 0 1 1 68 0 1 2 147
Panel Data Models 2 10 33 299 6 19 73 569
Portfolio implications of systemic crises 0 0 0 37 0 1 6 132
Real Estate in an ALM Framework: The Case of Fair Value Accounting 0 1 1 32 0 1 9 136
Selecting copulas for risk management 1 1 7 140 4 5 25 412
Short-term residual reversal 4 4 8 32 8 15 30 168
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance 0 0 0 52 3 7 20 209
Testing for Selectivity Bias in Panel Data Models 1 5 29 636 4 20 80 1,595
The Economic Value of Predicting Stock Index Returns and Volatility 1 2 5 54 4 11 31 189
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory 0 0 2 32 0 1 10 111
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 0 1 122
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 0 4 104
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 1 13 390 1 6 39 781
Using linear regression to establish empirical relationships 0 1 2 13 0 2 12 39
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men 3 7 29 701 4 13 49 1,364
Total Journal Articles 20 52 213 4,610 60 197 838 13,640


Statistics updated 2020-09-04