480 key alumni publications

• 

  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 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.

• 

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

• 

  Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249.

• 

  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.

• 

  Goeree, J. and Offerman, T. (2002). Efficiency in Auctions with Private and Common Values: An Experimental Study American Economic Review, 92(3):625--643.

• 

  Francesco Lippi (2001). Labour markets and monetary union: A strategic analysis Economic Journal.

• 

  Paul den Hek (2001). On sustained growth under uncertainty International Economic Review.

• 

  Sonnemans, J., Oosterbeek, H. and Sloof, R. (2001). On the relation between asset ownership and specific investments Economic Journal, 111(474):791--820.

• 

  Frank Windmeijer (2001). Two-part multiple spell models for health care demand Journal of Econometrics.

• 

  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.

• 

  Bos, CharlesS., Mahieu, RonaldJ. and Van Dijk, HermanK. (2000). Daily exchange rate behaviour and hedging of currency risk Journal of Applied Econometrics, 15(6):671--696.

• 

  Lindeboom, M. and Kerkhofs, M. (2000). Multistate models for clustered duration data - An application to workplace effects on individual sickness absenteeism Review of Economics and Statistics, 82(4):668--684.

• 

  Paap, R. and Franses, P.H. (2000). A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables Journal of Applied Econometrics, 15(6):717--744.

• 

  Hobijn, B. and Franses, P.H. (2000). Asymptotically perfect and relative convergence of productivity Journal of Applied Econometrics, 15:59--81.

• 

  Lucas, A. (2000). A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior Journal of Business and Economic Statistics, 18(1):31--39.

• 

  van Dijk, D., Franses, P. and Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.

• 

  Koopman, S., Shephard, N. and Doornik, J. (1999). Statistical algorithms for models in state space using SsPack 2.2 Journal of Econometrics, (2):113--166.

• 

  Paul den Hek (1999). On endogenous growth under uncertainty International Economic Review.