• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • (CANCELED) Econometrics and Data Science Methods
      • Networks in Micro- and Macroeconomics
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
  • Alumni
  • Times
Home | Alumni | Key alumni publications

Alumni types

Year

469 key alumni publications

filtered by:

  • Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.

  • Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.

  • Jan Potters (1997). An experiment on risk taking and evaluation periods Quarterly Journal of Economics.
  • Koopman, S.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638.
  • Franses, P.H.B.F., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.
  • Franses, P.H.B.F. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.
  • Ooms, M. and Franses, P.H.B.F. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment Journal of Business and Economic Statistics, 15(4):470--481.
  • van Marrewijk, J.G.M., Stibora, J.J., de Vaal, A. and Viaene, J.M.A. (1997). Producer services, comparative advantage and international trade patterns Journal of International Economics, 42:195--220.
  • Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.
  • Offerman, T., Schram, A. and Sonnemans, J. (1996). Value Orientations, Expectations and Voluntary Contributions in Public Goods Economic Journal, 106:817--845.

  • Frank Windmeijer (1996). R-squared measures for count data regression models with applications to health-care utilization Journal of Business and Economic Statistics.
  • Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.
  • Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.
  • Boswijk, H. and Franses, P. (1995). Periodic cointegration: Representation and inference Review of Economics and Statistics, LXXVII:436--454.
  • Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173.
  • Koning, P., Ridder, G. and Van Den Berg, GerardJ. (1995). Structural and frictional unemployment in an equilibrium search model with heterogeneous agents Journal of Applied Econometrics, 10(1 S):S133--S151.

  • Shuangze Liu (1995). The heteroskedastic linear regression model and the Hadamard product a note Journal of Econometrics.

  • Wilko Bolt (1995). Striking for a bargain between two completely informed agents American Economic Review.

  • Marcel Boumans (1995). Frisch on testing of business cycle theories Journal of Econometrics.
  • Hoek, H., Lucas, A. and van Dijk, H.K. (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69:27--59.