Verhoef, E., Rouwendal, J. and Rietveld, P. (1999). Congestion caused by speed differences Journal of Urban Economics, 45:533--556.
627 key alumni publications
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van Ommeren, J.N., Rietveld, P. and Nijkamp, P. (1999). Job Moving, Residential Moving, and Commuting: A Search Perspective. Journal of Urban Economics, 46(3):230--253.
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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. -
Sandmann, G. and Koopman, S.J. (1998). Estimation of stochastic volatility models via Monte Carlo maximum likelihood Journal of Econometrics, 87(2):271--301. -
Frances, P. and Lucas, A. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468. -
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. -
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. -
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. -
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. -
Franses, P.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280. -
Durbin, J. and Koopman, S.J. (1997). Monte Carlo maximum likelihood estimation for non-Gaussian state space models Biometrika, 84(3):669--684.
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Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.
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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, .(., Stibora, J., de Vaal, A. and Viaene, .M. (1997). Producer services, comparative advantage and international trade patterns Journal of International Economics, 42:195--220. -
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. -
van Ommeren, J.N., Rietveld, P. and Nijkamp, P. (1997). Commuting: In Search of Jobs and Residences Journal of Urban Economics, 42(3):402--421.
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Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.
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Boswijk, H., Franses, P. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80(1):167--193. -
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.