Marno Verbeek

Available identifiers

Publication	Date of Publication	Type
Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds*	2021-08-18	Paper
Estimating dynamic models from repeated cross-sections	2016-03-30	Paper
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights	2011-01-06	Paper
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry*	2008-01-23	Paper
https://portal.mardi4nfdi.de/entity/Q4791760	2003-02-03	Paper
Two-step estimation of panel data models with censored endogenous variables and selection bias	2000-04-03	Paper
Alternative transformations to eliminate fixed effects	1995-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q4834772	1995-08-30	Paper
Missing measurements in econometric models with no auxiliary relations	1994-04-12	Paper
Testing for Selectivity Bias in Panel Data Models	1993-01-16	Paper

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