509 key alumni publications

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  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.

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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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  Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.

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  Koopman, \.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638.

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  Franses, \.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.

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  Franses, \.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.

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  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.

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  \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.

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  Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.

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  Offerman, T., Sonnemans, J. and Schram, A. (1996). Value orientations, expectations and voluntary contributions in public goods Economic Journal, 106(437):817--845.

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  Frank Windmeijer (1996). R-squared measures for count data regression models with applications to health-care utilization Journal of Business and Economic Statistics.

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  Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.

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  Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.

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  Franses, \.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.

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  Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173.

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  Koning, P., Ridder, G. and \Van Den Berg\, \GerardJ.\ (1995). Structural and frictional unemployment in an equilibrium search model with heterogeneous agents Journal of Applied Econometrics, 10(1 S):S133--S151.

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  Shuangze Liu (1995). The heteroskedastic linear regression model and the Hadamard product a note Journal of Econometrics.

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  Hoek, H., Lucas, A. and \van Dijk\, \HermanK.\ (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69(1):27--59.

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  \van den Berg\, G.J., Lindeboom, M. and Ridder, G. (1994). Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour Journal of Applied Econometrics, 9(4):421--435.

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  Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60.