| A guide to modern econometrics M Verbeek John Wiley & Sons, 2017 | 7276 | 2017 |
| Testing for selectivity bias in panel data models M Verbeek, T Nijman International Economic Review, 681-703, 1992 | 705 | 1992 |
| Can cohort data be treated as genuine panel data? M Verbeek, T Nijman Panel data analysis, 9-23, 1992 | 483 | 1992 |
| The economic value of predicting stock index returns and volatility W Marquering, M Verbeek Journal of Financial and Quantitative Analysis 39 (2), 407-429, 2004 | 425 | 2004 |
| Selecting copulas for risk management E Kole, K Koedijk, M Verbeek Journal of Banking & Finance 31 (8), 2405-2423, 2007 | 401 | 2007 |
| Pseudo-panels and repeated cross-sections M Verbeek The Econometrics of Panel Data: Fundamentals and recent developments in …, 2008 | 370 | 2008 |
| Survival, look-ahead bias, and persistence in hedge fund performance G Baquero, J Ter Horst, M Verbeek Journal of Financial and Quantitative analysis 40 (3), 493-517, 2005 | 357 | 2005 |
| Estimating and interpreting models with endogenous treatment effects F Vella, M Verbeek Journal of Business & Economic Statistics 17 (4), 473-478, 1999 | 349 | 1999 |
| 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 | 314 | 1999 |
| 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 | 296 | 2011 |
| 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 | 293 | 1992 |
| Estimating dynamic models from repeated cross-sections M Verbeek, F Vella Journal of econometrics 127 (1), 83-102, 2005 | 257 | 2005 |
| Incomplete panels and selection bias M Verbeek, T Nijman The econometrics of panel data: A handbook of the theory with applications …, 1996 | 245* | 1996 |
| 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 | 184 | 1993 |
| Cross-sectional learning and short-run persistence in mutual fund performance J Huij, M Verbeek Journal of Banking & Finance 31 (3), 973-997, 2007 | 164 | 2007 |
| 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 | 164 | 1998 |
| Pseudo panel data M Verbeek The Econometrics of Panel Data: A Handbook of the Theory with Applications …, 1996 | 139* | 1996 |
| Do countries or industries explain momentum in Europe? T Nijman, L Swinkels, M Verbeek Journal of Empirical Finance 11 (4), 461-481, 2004 | 135 | 2004 |
| 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 | 113 | 2005 |
| 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 | 110 | 2001 |
Joop HuijAssociate Professor of Finance, Rotterdam School of ManagementVerified email at rsm.nl
