501 key alumni publications

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  Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.

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  Offerman, T., Sonnemans, J. and Schram, A. (1996). Value orientations, expectations and voluntary contributions in public goods Economic Journal, 106(437):817--845.

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  Frank Windmeijer (1996). R-squared measures for count data regression models with applications to health-care utilization Journal of Business and Economic Statistics.

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  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.

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

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  Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.

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  Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.

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  Franses, \.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.

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  Hoek, H., Lucas, A. and \van Dijk\, \HermanK.\ (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69(1):27--59.

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  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.

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

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

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  Franses, \.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.

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  Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60.

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  Albert Jolink (1993). Economic Equilibrium in the History of Science: Reviewing the Invisible Hand The Economic Journal.

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

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

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  \den Butter\, F.A.G. and Mourik, T. (1990). Seasonal adjustment using structural time series models; an application and a comparison with the Census X-11 method Journal of Business and Economic Statistics, 8(4):385--394.