3410 Discussion Papers

• 99-027/4 - The Joint Estimation of Term Structures and Credit Spreads

  Authors: Patrick Houweling, Erasmus University Rotterdam; Jaap Hoek, Robeco Group; Frank Kleibergen, Erasmus University Rotterdam

  Date: April 14, 1999

• 99-026/1 - Potentials and Reduced Games for Share Functions

  Authors: René van den Brink, Tilburg University; Gerard van der Laan, Vrije Universiteit Amsterdam

  Date: March 31, 1999

• 99-025/1 - A Non-Cooperative Theory of Network Formation

  Authors: Venkatesh Bala, McGill University; Sanjeev Goyal, Econometric Institute, Erasmus University Rotterdam

  Date: March 31, 1999

• 99-024/4 - Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income

  Authors: Richard Paap, RIBES; Herman K. van Dijk, Econometric Institute, Erasmus University Rotterdam

  Date: March 31, 1999

• 99-023/2 - Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry

  Authors: Winfried Hallerbach, Erasmus University Rotterdam; Bert Menkveld, Erasmus University Rotterdam and KLM Schiphol

  Date: March 19, 1999

• 99-022/2 - Inflation Stabilization, Fiscal Deficits and Public Debt Management in Poland

  Authors: Sweder van Wijnbergen, University of Amsterdam, CEPR; Nina Budina, University of Amsterdam

  Date: March 19, 1999

• 99-021/2 - Endogenous Financial Structure and the Transmission of ECB Policy

  Authors: Ivo J.M. Arnold, Nijenrode University; Casper G. de Vries, Erasmus University Rotterdam and NIAS

  Date: March 19, 1999

• 99-020/2 - Optimal Education when Capital Markets are Integrated

  Authors: Jean-Marie Viaene, Erasmus University Rotterdam; Itzhak Zilcha, Tel-Aviv University

  Date: March 19, 1999

• 99-019/1 - Cooperation in an Overlapping Generations Experiment

  Authors: Theo Offerman, University of Amsterdam; Jan PottersHarry A.A. Verbon, Tilburg University; Harry A.A. Verbon, Tilburg University

  Date: March 09, 1999

• 99-018/1 - Hurting hurts more than Helping helps: The Role of the Self-serving Bias

  Author: Theo Offerman, University of Amsterdam

  Date: March 09, 1999

• 99-017/4 - Simple Robust Testing of Hypotheses in Non-Linear Models

  Authors: Hell Bunzel, Cornell University; Nicholas M. Kiefer, Cornell University; Timothy J. Vogelsang, Cornell University

  Date: March 09, 1999

• 99-016/4 - Testing for a Shift in Trend when Serial Correlation is of Unknown Form

  Author: Timothy J. Vogelsang, Cornell University

  Date: March 09, 1999

• 99-015/4 - Kernel-based Multistep-ahead Predictions of the US Short-term Interest Rate

  Authors: Jan G. de Gooijer, University of Amsterdam; Dawit Zerom, University of Amsterdam

  Date: March 09, 1999

• 99-014/4 - Omitting Superfluous Nonrespondent Observations in Binary Response Analysis

  Authors: J.S. Cramer, University of Amsterdam; P.H. Franses, Erasmus University Rotterdam

  Date: March 09, 1999

• 99-013/4 - Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors

  Authors: H. Peter Boswijk, University of Amsterdam; Jurgen A. Doornik, Nuffield College

  Date: February 18, 1999

• 99-012/4 - A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests

  Authors: H. Peter Boswijk, University of Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam; Nick Taylor, University of Manchester

  Date: February 18, 1999

• 99-011/3 - The Duration of Unemployment in Russia

  Authors: Louise Grogan, University of Amsterdam; Gerard J. van den Berg, Vrije Universiteit Amsterdam and CEPR

  Date: February 18, 1999

• 99-010/3 - Separations at the Firm Level

  Authors: Pieter A. Gautier, Netherlands Bureau for Economic Policy Analysis and Vrije Universiteit Amsterdam; Gerard J. van den Berg, Vrije Universiteit Amsterdam and CEPR; Jan C. van Ours, CentER, Tilburg University and CEPR; Geert Ridder, Johns Hopkins University

  Date: February 18, 1999

• 99-009/4 - Modelling Economic High-Frequency Time Series

  Authors: Stefan Lundbergh, Stockholm School of Economics; Timo Teräsvirta, Stockholm School of Economics

  Date: February 18, 1999

• 99-008/4 - Evaluating GARCH Models

  Authors: Stefan Lundbergh, Stockholm School of Economics; Timo Teräsvirta, Stockholm School of Economics

  Date: February 18, 1999