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.
448 key alumni publications
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van Giersbergen, N.P.A. and Kiviet, J. (2002). How to implement the bootstrap in static or stable dynamic regression models Journal of Econometrics, 108:133--156.
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Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249.
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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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Bosman, R. and van Winden, F.A.A.M. (2002). Emotional Hazard in a Power-to-Take Experiment Economic Journal, 112:147--169.
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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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Frank Windmeijer (2002). Individual effects and dynamics in count data models Journal of Econometrics.
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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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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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Franses, P.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, P.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424.
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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.
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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.
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Frank Windmeijer (2001). Two-part multiple spell models for health care demand Journal of Econometrics.
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Paul den Hek (2001). On sustained growth under uncertainty International Economic Review.
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Francesco Lippi (2001). Labour markets and monetary union: A strategic analysis Economic Journal.
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Sonnemans, J., Oosterbeek, H. and Sloof, R. (2001). On the relation between asset ownership and specific investments Economic Journal, 111(474):791--820.
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van der Klaauw, B. and van den Berg, G.J. (2001). Combining Micro and Macro Unemployment Duration Data Journal of Econometrics, 102(2):271--309.