3385 Discussion Papers

• 05-092/4 - Outlier Detection in GARCH Models

  Authors: Jurgen A. Doornik, Nuffield College, University of Oxford; Marius Ooms, Department of Econometrics, Vrije Universiteit Amsterdam

  Date: October 13, 2005

• 05-091/4 - Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices

  Authors: Siem Jan Koopman, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Marius Ooms, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; M. Angeles Carnero, Dpt. Fundamentos del Analisis Economico, University of Alicante

  Date: October 12, 2005

• 05-090/3 - The WTP for Facilities at the Amsterdam Zuidas

  Authors: Thomas de Graaff, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Henri L.F. de Groot, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Caroline A. Rodenburg, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, and Ernst & Young; Erik T. Verhoef, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: October 12, 2005

• 05-089/4 - Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?

  Authors: Michiel de Pooter, Faculty of Economics, Erasmus Universiteit Rotterdam; Martin Martens, Faculty of Economics, Erasmus Universiteit Rotterdam; Dick van Dijk, Faculty of Economics, Erasmus Universiteit Rotterdam

  Date: October 12, 2005

• 05-088/3 - Identification of 'Wasteful Commuting' using Search Theory

  Authors: Jos Van Ommeren, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Willemijn Van der Straaten, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: September 26, 2005

• 05-087/2 - Total Factor Productivity and the Mongolian Transition

  Authors: Antonio G. Chessa, University of Amsterdam; Marije C. Schouwstra, University of Amsterdam

  Date: September 22, 2005

• 05-086/4 - Series Expansions for Finite-State Markov Chains

  Authors: Bernd Heidergott, Faculty of Economics, Vrije Universiteit Amsterdam; Arie Hordijk, Leiden University, Mathematical Institute; Miranda van Uitert, Faculty of Economics, Vrije Universiteit Amsterdam

  Date: September 20, 2005

• 05-085/1 - Network Asymmetries and Access Pricing in Cellular Telecommunications

  Author: Viktória Kocsis, Corvinus University of Budapest

  Date: September 16, 2005

• 05-084/4 - Omitted Variables and Misspecified Disturbances in the Logit Model

  Author: J.S. Cramer, University of Amsterdam

  Date: September 15, 2005

• 05-083/2 - Level-Slope-Curvature - Fact or Artefact?

  Authors: Roger Lord, Erasmus Universiteit Rotterdam, and Rabobank International, Utrecht.; Antoon Pelsser, Erasmus Universiteit Rotterdam, and ING Group, Amsterdam.

  Date: September 08, 2005

• 05-082/3 - Second-best Road Pricing Through Highway Franchising

  Author: Erik T. Verhoef, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: August 16, 2005

• 05-081/4 - Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series

  Authors: Siem Jan Koopman, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Kai Ming Lee, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: August 15, 2005

• 05-080/1 - Party Governance and the Selection of Parliamentarians

  Author: Klaas J. Beniers, Faculty of Economics, Erasmus Universiteit Rotterdam

  Date: August 10, 2005

• 05-079/2 - The Construction and Interpretation of Combined Cross-Section and Time-Series Inequality Datasets

  Authors: Joseph F. Francois, Faculty of Economics, Erasmus Universiteit Rotterdam; Hugo Rojas-Romagosa, Faculty of Economics, Erasmus Universiteit Rotterdam

  Date: August 10, 2005

• 05-078/2 - Social Identity Strategies in Recent Economics

  Author: John B. Davis, Faculty of Economics and Econometrics, University of Amsterdam

  Date: August 10, 2005

• 05-077/2 - Debt Non-Neutrality, Policy Interactions, and Macroeconomic Stability

  Authors: Ludger Linnemann, University of Cologne; Andreas Schabert, Faculty of Economics and Econometrics, University of Amsterdam

  Date: August 03, 2005

• 05-076/1 - Nonparametric Tests for Serial Independence Based on Quadratic Forms

  Authors: Cees Diks, CeNDEF, Faculty of Economics, University of Amsterdam; Valentyn Panchenko, CeNDEF, Faculty of Economics, University of Amsterdam

  Date: August 02, 2005

• 05-075/1 - The Importance of Emotions for the Effectiveness of Social Punishment

  Authors: Astrid Hopfensitz, Faculty of Economics and Econometrics, University of Amsterdam; Ernesto Reuben, Faculty of Economics and Econometrics, University of Amsterdam

  Date: August 02, 2005

• 05-074/3 - Cultural and Institutional Determinants of Bilateral Trade Flows

  Authors: Gert-Jan M. Linders, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Arjen Slangen, Rotterdam School of Management, Erasmus Universiteit Rotterdam; Henri L.F. de Groot, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Sjoerd Beugelsdijk, Radboud University Nijmegen

  Date: July 10, 2005

• 05-073/2 - Preference Erosion and Multilateral Trade Liberalization

  Authors: J. Francois, Faculty of Economics, Erasmus Universiteit Rotterdam, and CEPR; B. Hoekman, World Bank, Institut d'Etudes Politiques, Paris, and CEPR; M. Manchin, Faculty of Economics, Erasmus Universiteit Rotterdam

  Date: July 07, 2005