1047 Key Publications

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  van den Berg, G.J., Lindeboom, M. and Ridder, G. (1994). Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour Journal of Applied Econometrics, 9(4):421--435.

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  Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration Journal of Business and Economic Statistics, 12:471--478.
• Boswijk, H., Neudecker, H. and Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation Biometrika, 81(1):216--218.

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  Bartelsman, EricJ., Caballero, R. and Lyons, RichardK. (1994). Customer and Supplier Driven Externalities American Economic Review, 38(84-4):1075--1084.

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  Quiggin, J. and Wakker, P. (1994). The Axiomatic Basis of Anticipated Utility; A Clarification Journal of Economic Theory, 64:486--499.

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  Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.

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  Kleibergen, F. and van Dijk, HermanK. (1994). Direct cointegration testing in error correction models Journal of Econometrics, 63(1):61--103.

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  Wakker, P. (1993). Additive Representations on Rank-Ordered Sets II. The Topological Approach Journal of Mathematical Economics, 22:1--26.

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  Chew, S., Epstein, L. and Wakker, P. (1993). A Unifying Approach to Axiomatic Non-Expected Utility Theories: Correction and Comment Journal of Economic Theory, 59:183--188.

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  Harvey, A. and Koopman, S.J. (1993). Forecasting hourly electricity demand using time–varying splines Journal of the American Statistical Association, 88(424):1228--1236.

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  Perotti, E. and Spier, K. (1993). Capital structure as a bargaining tool : the role of leverage in contract renegotiation American Economic Review, 83(5):1131--1141.
• Koopman, S.J. (1993). Disturbance smoother for state space models Biometrika, 80(1):117--126.

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  Wakker, P. (1993). Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance Review of Economic Studies, 60:487--493.

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  Chateauneuf, A. and Wakker, P. (1993). From Local to Global Additive Representation Journal of Mathematical Economics, 22:523--545.

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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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  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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  van Ours, J. and Ridder, G. (1992). Vacancies and recruitment of new employees Journal of Labor Economics, 10(2):138--155.
• Koopman, S.J. (1992). Miscellanea: Exact score for time series models in state space form Biometrika, 79(4):823--826.

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

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  Sarin, R. and Wakker, P. (1992). A Simple Axiomatization of Nonadditive Expected Utility Econometrica, 60:1255--1272.