224 Key Publications

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  Kleibergen, F. and \van Dijk\, \H.K.\ (1993). Non‐stationarity in garch models: A bayesian analysis Journal of Applied Econometrics, 8(1 S):S41--S61.

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  Harvey, \AndrewC.\ and Koopman, \.J. (1992). Diagnostic checking of unobserved- components time series models Journal of Business and Economic Statistics, 10(4):377--389.

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  Banerjee, A., Lumsdaine, R. and Stock, J. (1992). Recursive and sequential test of the unit root and trend break hypotheses: theory and international evidence Journal of Business and Economic Statistics, 10:271--288.

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  Lumsdaine, R., Stock, J. and Wise, D. (1990). Efficient Windows and Labor Force Reduction Journal of Public Economics, 43:131--159.