Lumsdaine, R. (1996). Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1) Econometrica, 64(3):575--596.
901 Key Publications
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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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Wakker, P. and Deneffe, D. (1996). Eliciting von Neumann-Morgenstern Utilities when Probabilities Are Distorted or Unknown Management Science, 42:1131--1150.
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van der Ploeg, F. and Bovenberg, A. (1996). Optimal taxation, public goods and environmental policy with involuntary unemployment Journal of Public Economics, 62:59--83.
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van Ours, J.C. (1995). The price elasticity of hard drugs; The case of opium in the Dutch East Indies (1923-1938) The Journal of Political Economy, 103(2):261--279.
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van Wijnbergen, S.J.G. (1995). Transition problems in economic reform: agriculture in the North American free trade agreement American Economic Review, 85(sep):738--742.
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Jones, A. and O'Donnell, O. (1995). Equivalence scales and the costs of disability Journal of Public Economics, 56(2):273--289.
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PC, F. and Wakker, P. (1995). The Invention of the Independence Condition for Preferences Management Science, 41:1130--1144.
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Kulatilaka, N. and Perotti, E. (1995). What is lost by waiting to invest The Journal of Finance, 50(3):990--991.
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Perotti, E. (1995). Credible privatization American Economic Review, 85(4):847--859.
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Tversky, A. and Wakker, P. (1995). Risk Attitudes and Decision Weights Econometrica, 63:1255--1280.
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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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van der Ploeg, F. (1995). Comment Economic Policy, 10(20):136--138.
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Franses, P.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.
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van Wijnbergen, S.J.G. (1995). Agriculture in the Mexico-US free trade agreement: Transition problems in economic reform American Economic Review, 85(4):738--754.
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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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van der Ploeg, F. (1995). Political economy of monetary and budgetary policy International Economic Review, 36(2):427--439.
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van der Ploeg, F. (1995). Solvency of counter-cyclical policy rules Journal of Public Economics, 57:45--65.
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Lanjouw, P. and Ravallion, M. (1995). Poverty and household size Economic Journal, 105(433):1415--1434.