840 Key Publications

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  Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.

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  Ginsburgh, V. and van Ours, J.C. (2003). Expert opinion and compensation American Economic Review, 93(1):289--296.

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  Lundbergh, S., Teräsvirta, T. and \van Dijk\, D. (2003). Time-varying smooth transition autoregressive models Journal of Business and Economic Statistics, 21(1):104--121.

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  Wagstaff, A., \van Doorslaer\, E. and Watanabe, N. (2003). On decomposing the causes of health sector inequalities with an application to malnutrition inequalities in Vietnam Journal of Econometrics, 31:207--223.

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  Lumsdaine, R. and Prasad, S. (2003). Identifying the common component in international economic fluctuations Economic Journal, 113:101--127.

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  Gautier, P. and Teulings, C. (2003). An empiriacal index for labour market density Review of Economics and Statistics, 85(4):901--908.

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  Koopman, S. and Hol Uspensky, E. (2002). The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets Journal of Applied Econometrics, 17:667--689.

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  Perotti, E. and Biais, B. (2002). Machiavellian Privatization American Economic Review, 92(1):240--258.

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  Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140.

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  Offerman, T., Potters, J. and Sonnemans, J. (2002). Imitation and Belief Learning in an Oligopoly Experiment Review of Economic Studies, 96:973--997.

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  van Veelen, M. (2002). An impossibility theorem concerning multilateral international comparison of volumes Econometrica, 70(1):369--375.

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  van Dijk, F., Sonnemans, J. and van Winden, F.A.A.M. (2002). Social Ties in a public good experiment Journal of Public Economics, 85:275--299.

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  Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280.

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  Cox, J., Offerman, T., Olson, M. and Schram, A. (2002). Competition For vs On the Rails: A Laboratory Experiment International Economic Review, 43:709--736.

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  Dittmann, I. and Granger, \.(. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133.

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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.

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  Bloemen, H. (2002). The relation between wealth and labour market transitions: an empirical study for the Netherlands Journal of Applied Econometrics, 17:249--268.

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  Franses, \.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366.

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  Franses, \.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424.

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  Bekaert, G., Lumsdaine, R. and Harvey, C. (2002). Dating the integration of world equity markets Journal of Financial Economics, 21(3):295--350.