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Gatheral, J., & Oomen, R. C. A. (2010). Zero-intelligence realized variance estimation. Finance and Stochastics, 14(2), 249-283. https://doi.org/10.1007/s00780-009-0120-1
Bun, M., & de Haan, M. (2010). Weak instruments and the first stage F-statistic in IV models with a nonscalar error covariance structure. (UvA-Econometrics discussion paper; No. 2010/02). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/4B840C85A8D090FFC12576B8003112EF/$file/1002.pdf
Kiviet, J. F., & Niemczyk, J. (2010). Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (UvA-Econometrics discussion paper; No. 2010/01). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E6DB400464FCCFD3C12576AA003ACF2C/$file/1001.pdf
Volgenant, A., & Duin, C. W. (2010). Improved polynomial algorithms for robust bottleneck problems with interval data. Computers & Operations Research, 37(5), 909-915. https://doi.org/10.1016/j.cor.2009.03.013
Gong, H., Tang, L., & Duin, C. W. (2010). A two-stage flow shop scheduling problem on a batching machine and a discrete machine with blocking and shared setup times. Computers & Operations Research, 37(5), 960-969. https://doi.org/10.1016/j.cor.2009.08.001
Jager, H., & Klaassen, F. (2010). Exchange market pressure. In S. N. Durlauf, & L. E. Blume (Eds.), The new Palgrave dictionary of economics online. - 2nd ed. Palgrave Macmillan. https://doi.org/10.1057/9780230226203.1927
Beetsma, R. (2010). Faillissement Griekenland haalt euro niet onderuit. Web publication or website, Me Judice. http://www.mejudice.nl/artikelen/detail/faillissement-griekenland-haalt-euro-niet-onderuit
Beetsma, R. (2010). Faillissement Griekenland is een bedreiging voor ons allemaal. Web publication or website, Me Judice. http://www.mejudice.nl/artikelen/detail/faillissement-griekenland-is-een-bedreiging-voor-ons-allemaal
Bun, M. J. G., & Windmeijer, F. (2010). The weak instrument problem of the system GMM estimator in dynamic panel data models. The Econometrics Journal, 13(1), 95-126. https://doi.org/10.1111/j.1368-423X.2009.00299.x
den Haan, W. J., Judd, K. L., & Juillard, M. (2010). Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty. Journal of Economic Dynamics & Control, 34(1), 1-3. https://doi.org/10.1016/j.jedc.2009.07.001

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