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478 key alumni publications

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  • Frances, P., Prof. Kloek, T. and Lucas, A. (1998). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89(1-2):293--315.

  • Paul den Hek (1999). On endogenous growth under uncertainty International Economic Review.
  • van den Berg, G.J. and Lindeboom, M. (1998). Attrition in panel survey data and the estimation of multi-state labor market models Journal of Human Resources, 33(2):458--478.
  • Sandmann, G. and Koopman, S.J. (1998). Estimation of stochastic volatility models via Monte Carlo maximum likelihood Journal of Econometrics, 87(2):271--301.
  • Martens, M., Kofman, P. and Vorst, A. (1998). A Threshold Error Correction Model for Intraday Futures and Index Returns Journal of Applied Econometrics, 13(3):245--263.
  • Franses, P.H. and Vogelsang, T. (1998). On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics, :231--240.
  • Koedijk, KeesG., Stork, PhilipA. and De Vries, CasperG. (1998). An EMS target zone model in discrete time Journal of Applied Econometrics, 13(1):31--48.
  • Franses, P.H. and Lucas, A.(. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468.
  • Emmerink, R., Verhoef, E., Nijkamp, P. and Rietveld, P. (1998). Information Effects in Transport with Stochastic Capacity and Uncertainty Costs International Economic Review, 39(1):89--110.
  • Koopman, S.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638.
  • Atkinson, A.C., Koopman, S.J. and Shephard, N. (1997). Detecting shocks: Outliers and breaks in time series Journal of Econometrics, 80(2):387--422.
  • Harvey, A., Koopman, S.J. and Riani, M. (1997). The modeling and seasonal adjustment of weekly observations Journal of Business and Economic Statistics, 15(3):354--368.

  • Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.
  • Franses, P.H., Boswijk, H. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression Journal of Econometrics, 80:167--193.

  • Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.
  • Ooms, M.(. and Franses, P.H. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment Journal of Business and Economic Statistics, 15(4):470--481.
  • van Marrewijk, J.(., Stibora, J., de Vaal, A. and Viaene, J.M. (1997). Producer services, comparative advantage and international trade patterns Journal of International Economics, 42:195--220.
  • Franses, P.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.
  • Franses, P.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.
  • Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.