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478 key alumni publications

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  • 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.
  • Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140.
  • Offerman, T., Potters, J. and Sonnemans, J. (2002). Imitation and Belief Learning in an Oligopoly Experiment Review of Economic Studies, 96:973--997.
  • van Veelen, M. (2002). An impossibility theorem concerning multilateral international comparison of volumes Econometrica, 70(1):369--375.
  • 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.

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

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

  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • Frances, P., Prof. Kloek, T. and Lucas, A. (1998). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89(1-2):293--315.
  • Swank, O., Peletier, B. and Dur, R. (1999). Voting on the budget deficit: comment American Economic Review, (89):1377--1381.
  • 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.
  • Plug, E., van Praag, B.M.S. and Hartog, J. (1999). If we knew ability, how would we tax individuals? Journal of Public Economics, 72(2):183--211.