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Home | Alumni | Key alumni publications

Alumni types

Year

496 key alumni publications

  • Sandmann, G. and Koopman, S.J. (1998). Estimation of stochastic volatility models via Monte Carlo maximum likelihood Journal of Econometrics, 87(2):271--301.
  • 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.
  • Franses, \.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.
  • Frances, P. and Lucas, A. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468.
  • Franses, \.H., Boswijk, H. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression Journal of Econometrics, 80:167--193.
  • 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.
  • 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.

  • Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.

  • Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.
  • 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.
  • Franses, \.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.
  • Franses, \.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.
  • Ooms, \.(. and Franses, \.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.
  • Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.
  • Offerman, T., Sonnemans, J. and Schram, A. (1996). Value orientations, expectations and voluntary contributions in public goods Economic Journal, 106(437):817--845.

  • Frank Windmeijer (1996). R-squared measures for count data regression models with applications to health-care utilization Journal of Business and Economic Statistics.
  • Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.
  • Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.