Dittmann, I. and Granger, C.(. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133.
807 Key Publications
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Goeree, J. and Offerman, T. (2002). Efficiency in Auctions with Private and Common Values: An Experimental Study American Economic Review, 92(3):625--643. -
Bloemen, H. (2002). The relation between wealth and labour market transitions: an empirical study for the Netherlands Journal of Applied Econometrics, 17:249--268. -
Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366. -
Franses, P.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424. -
Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616. -
Gilboa, I., Schmeidler, D. and Wakker, P. (2002). Utility in Case-Based Decision Theory Journal of Economic Theory, 105:483--502. -
Bekaert, G., Lumsdaine, R. and Harvey, C. (2002). Dating the integration of world equity markets Journal of Financial Economics, 21(3):295--350. -
van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165. -
van Ours, J.C. (2002). Comment on 'Can training and employment subsidies combat European unemployment?' Economic Policy, 35:443--445. -
van Ours, J.C. (2002). Comment on 'Unions and labour market institutions in Europe' Economic Policy, 35:403--404. -
Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249. -
Kleibergen, F.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249. -
Boot, A. and Thakor, A. (2001). The Many Faces of Information Disclosure Review of Financial Studies, 14(4):1021--1057. -
Houba, H. (2001). Game Theory Evolving: a Problem-centered Introduction to Modeling Stratgeic Behavior [Review of: H. Gintis (2000) Game Theory Evolving: a Problem-centered Introduction to Modeling Strategic Behavior] Economic Journal, online:. -
Baily, M., Bartelsman, E. and Haltiwanger, J. (2001). Labor Productivity: Structural Change and Cyclical Dynamics Review of Economics and Statistics, 83(3):420--433. -
Bloemen, H. and Stancanelli, E. (2001). Individual wealth, reservation wages, and transitions into employment Journal of Labor Economics, 19(2):400--439. -
Leuven, E. and Oosterbeek, H. (2001). Firm-Specific Human Capital as a Shared Investment: Comment American Economic Review, 91(1):342--347. -
Houba, H. (2001). Bargaining Theory with Applications [Review of: A. Muthoo (1999) Bargaining Theory with Applications] Journal of Economic Literature, 39:128--130. -
Klaassen, F. and Magnus, J. (2001). Are Points in Tennis Independent and Identically Distributed? Evidence from a Dynamic Binary Panel Data Model Journal of the American Statistical Association, 96:500--509.