Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249.
1047 Key Publications
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Kleibergen, F.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249. -
Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366. -
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. -
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. -
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. -
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. -
Bekaert, G., Lumsdaine, R. and Harvey, C. (2002). Dating the integration of world equity markets Journal of Financial Economics, 21(3):295--350. -
Perotti, E. and Biais, B. (2002). Machiavellian Privatization American Economic Review, 92(1):240--258. -
Gilboa, I., Schmeidler, D. and Wakker, P. (2002). Utility in Case-Based Decision Theory Journal of Economic Theory, 105:483--502. -
Schinkel, M., Tuinstra, J. and Vermeulen, D. (2002). Convergence of Baysian Learning to General Equilibrium in Mis-specified Models Journal of Mathematical Economics, 38(4):483--508. -
Kleibergen, F. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression Econometrica, 70:1781--1804. -
van Ours, J. (2002). Comment on 'Unions and labour market institutions in Europe' Economic Policy, 35:403--404. -
van Veelen, M. (2002). An impossibility theorem concerning multilateral international comparison of volumes Econometrica, 70(1):369--375. -
Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280. -
Droste, E., Hommes, C. and Tuinstra, J. (2002). Endogenous Fluctuations under Evolutionary Pressure in Cournot competition Games and Economic Behavior, 40:232--269.
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Lucas, A., Klaassens, P., Spreij, P. and Straetmans, S. (2002). Erratum: An analytic approach to credit risk of large corporate bond and loan portfolios (Journal of Banking and Finance 25, 9 (1635-1664) PII: S0378-4266(00)00147-3) Journal of Banking and Finance, 26(1):201--202.
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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. -
De Waegenaere, A. and Wakker, P. (2001). Nonmonotonic Choquet Integrals Journal of Mathematical Economics, 36:45--60. -
Brandts, J. and Schram, A. (2001). Cooperation and Noise in Public Goods Experiments: Applying the Contribution Function Approach Journal of Public Economics, 79(2):399--427.