505 key alumni publications

• 

  Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140.

• 

  Offerman, T., Potters, J. and Sonnemans, J. (2002). Imitation and Belief Learning in an Oligopoly Experiment Review of Economic Studies, 96:973--997.

• 

  \van Veelen\, M. (2002). An impossibility theorem concerning multilateral international comparison of volumes Econometrica, 70(1):369--375.

• 

  Koopman, S. and \Hol Uspensky\, E. (2002). The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets Journal of Applied Econometrics, 17:667--689.

• 

  Schinkel, M., Tuinstra, J. and Vermeulen, D. (2002). Convergence of Baysian Learning to General Equilibrium in Mis-specified Models Journal of Mathematical Economics, 38(4):483--508.

• 

  Kleibergen, F. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression Econometrica, 70:1781--1804.

• 

  \van Dijk\, D., Franses, \.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165.

• 

  Franses, \.H., \van der Leij\, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.

• 

  Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280.

• 

  Kleibergen, \.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249.

• 

  \van der Klaauw\, B. and \van den Berg\, G.J. (2001). Combining Micro and Macro Unemployment Duration Data Journal of Econometrics, 102(2):271--309.

• 

  Paul den Hek (2001). On sustained growth under uncertainty International Economic Review.

• 

  Frank Windmeijer (2001). Two-part multiple spell models for health care demand Journal of Econometrics.

• 

  Francesco Lippi (2001). Labour markets and monetary union: A strategic analysis Economic Journal.

• 

  Sonnemans, J., Oosterbeek, H. and Sloof, R. (2001). On the relation between asset ownership and specific investments Economic Journal, 111(474):791--820.

• 

  Hobijn, B. and Franses, \.H. (2000). Asymptotically perfect and relative convergence of productivity Journal of Applied Econometrics, 15:59--81.

• 

  Paap, R. and Franses, \.H. (2000). A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables Journal of Applied Econometrics, 15(6):717--744.

• 

  Bos, \CharlesS.\, Mahieu, \RonaldJ.\ and \Van Dijk\, \HermanK.\ (2000). Daily exchange rate behaviour and hedging of currency risk Journal of Applied Econometrics, 15(6):671--696.

• 

  Lindeboom, M. and Kerkhofs, M. (2000). Multistate models for clustered duration data - An application to workplace effects on individual sickness absenteeism Review of Economics and Statistics, 82(4):668--684.

• 

  Lucas, A. (2000). A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior Journal of Business and Economic Statistics, 18(1):31--39.