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 0 164 0 0 3 458
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence 0 0 0 34 0 0 2 159
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 0 0 0 451
Can cohort data be treated as genuine panal data? 0 0 2 17 0 1 4 48
Can cohort data be treated as genuine panel data? 1 1 3 20 1 2 5 86
Do Banks Influence the Capital Structure Choices of Firms? 0 0 0 327 0 0 0 806
Do Countries or Industries Explain Momentum in Europe? 0 0 0 148 0 0 1 556
Do Countries or Industries Explain Momentum in Europe? 0 0 1 5 0 0 1 44
Do Sophisticated Investors Believe in the Law of Small Numbers? 0 0 0 80 0 0 3 220
Do countries or industries explain momentum in Europe? 0 0 1 4 0 0 1 39
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 0 0 157 0 2 4 1,011
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 1 1 1 26
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 14 0 0 1 67
Estimating Dynamic Models from Repeated Cross-Sections 0 0 0 3 0 0 0 35
Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages 0 0 0 7 0 0 0 24
Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables 0 0 0 2 0 0 1 507
Estimating and testing simultaneous equation panel data models with censored endogenous variables 0 0 0 9 0 0 0 25
Estimating dynamic models from repeated cross-sections 0 0 0 45 0 1 1 136
Estimating short-run persistence in mutual fund performance 0 0 0 5 0 0 0 31
Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data 0 0 0 0 0 1 1 132
Estimating the impact of endogenous union choice on wages using panel data (Revised version) 0 0 0 2 0 0 0 13
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 0 0 11
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 0 258
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models 0 0 0 299 0 0 0 652
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 543 0 0 1 1,385
Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models 0 0 0 201 0 0 3 527
Evaluating portfolio value-at-risk using semi-parametric GARCH models 0 0 0 4 0 0 0 36
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 1 1 1 99 1 1 1 250
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 2 161
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry 0 0 0 136 0 2 3 814
Hedge fund flows and performance streaks: How investors weigh information 0 0 1 52 0 0 2 139
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 0 0 1 872
Incomplete panels and selection bias: A survey 0 0 1 41 0 0 3 77
Market Timing: A Decomposition of Mutual Fund Returns 0 0 0 7 0 0 1 49
Market timing: A decomposition of mutual fund returns 0 0 0 159 0 0 0 595
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 0 0 369
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections 0 0 0 9 0 0 1 31
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 15
Non-response in panel data: The impact on estimates of a life cycle consumption function 0 0 0 11 0 0 1 59
On the estimation of a fixed effects model with selective non-response 0 0 0 1 0 0 0 8
Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken 0 0 0 11 0 0 2 109
Predictive gains from forecast combinations using time-varying model weights 1 1 1 29 1 1 1 109
Real Estate Allocation in an ALM Framework 0 0 0 6 0 0 1 18
Selecting Copulas for Risk Management 0 0 2 660 0 0 2 1,595
Stress Testing with Student's t Dependence 0 0 0 138 0 0 0 510
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 0 341 0 0 2 972
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance 0 0 0 2 0 0 1 61
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 2 3 5 450
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 0 1 403
Testing for selectivity bias in panel data models 0 0 1 15 0 2 5 80
Testing for selectivity in panel data models 0 0 0 9 0 0 0 52
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 5 0 0 1 39
The Economic Value of Predicting Stock Index Returns and Volatility 0 0 0 600 0 0 0 1,280
The Economic Value of Predicting Stock Index Returns and Volatility 1 1 4 139 1 1 5 212
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 1 2 3 171
The efficiency of rotating panel designs in an analysis of variance model 0 0 0 4 0 0 0 21
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 0 14
The optimal choice of controls and pre-experimental observations 0 0 0 0 0 0 0 4
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 0 0 0 23
Two-step estimation of panel data models with censored endogenous variables and selection bias 1 1 1 29 1 1 5 117
Two-step estimation of simultaneous equation panel data models with censored endogenous variables 0 0 0 125 0 0 0 313
Total Working Papers 5 5 20 4,860 9 21 83 17,735


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 1 2 10 555 4 9 42 1,439
A multivariate nonparametric test for return and volatility timing 0 0 0 26 0 0 0 97
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence 0 0 0 18 0 0 0 71
Better than the original? The relative success of copycat funds 1 1 2 60 1 3 19 278
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 0 1 8 581
Cross-sectional learning and short-run persistence in mutual fund performance 0 1 1 70 1 2 5 235
DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS? 1 1 3 34 1 1 7 135
Do countries or industries explain momentum in Europe? 0 1 1 130 2 3 5 484
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 1 124 0 0 2 362
Estimating Short-Run Persistence In Mutual Fund Performance 0 0 0 76 0 0 1 285
Estimating and Interpreting Models with Endogenous Treatment Effects 0 0 0 0 1 3 9 778
Estimating dynamic models from repeated cross-sections 0 0 5 246 1 5 15 531
Estimating the returns to education for Australian youth via rank-order instrumental variables 0 0 2 73 1 3 8 269
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 0 1 138
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models 0 0 1 47 0 2 4 173
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree 0 0 6 259 2 6 22 983
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 2 217
Front-running of mutual fund fire-sales 0 0 0 22 0 1 6 121
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry 0 1 2 31 0 2 6 205
Information Content When Mutual Funds Deviate from Benchmarks 0 0 1 7 0 0 3 66
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 1 161 0 1 5 504
Missing measurements in econometric models with no auxiliary relations 0 0 0 4 0 0 0 35
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 1 241 0 0 3 535
On the Use of Multifactor Models to Evaluate Mutual Fund Performance 0 0 0 31 0 0 4 132
On the estimation of a fixed effects model with selectivity bias 0 0 1 69 0 0 1 156
Panel Data Models 2 3 17 358 3 8 44 769
Portfolio implications of systemic crises 0 0 0 38 0 0 0 136
Real Estate in an ALM Framework: The Case of Fair Value Accounting 0 1 2 34 0 1 4 156
Selecting copulas for risk management 2 2 13 178 2 3 22 496
Short-term residual reversal 0 3 8 56 1 8 27 279
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance 0 0 1 62 0 1 7 251
Testing for Selectivity Bias in Panel Data Models 0 0 10 698 0 1 32 1,815
The Economic Value of Predicting Stock Index Returns and Volatility 1 1 3 76 2 4 11 256
The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory 0 1 1 37 1 4 5 126
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 2 2 131
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 0 0 107
Two-step estimation of panel data models with censored endogenous variables and selection bias 0 0 3 435 4 12 31 957
Using linear regression to establish empirical relationships 1 1 3 23 2 2 9 94
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men 2 8 28 829 8 19 64 1,620
Total Journal Articles 11 27 127 5,266 37 107 436 16,003


Statistics updated 2024-05-04