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492 key alumni publications

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  • Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.
  • Kleibergen, F. and van Dijk, HermanK. (1994). Direct cointegration testing in error correction models Journal of Econometrics, 63(1):61--103.
  • Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.
  • 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.
  • Franses, P.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.
  • Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60.
  • 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.
  • Harvey, A. and Koopman, S.J. (1993). Forecasting hourly electricity demand using time–varying splines Journal of the American Statistical Association, 88(424):1228--1236.

  • Albert Jolink (1993). Economic Equilibrium in the History of Science: Reviewing the Invisible Hand The Economic Journal.
  • Harvey, AndrewC. and Koopman, S.J. (1992). Diagnostic checking of unobserved- components time series models Journal of Business and Economic Statistics, 10(4):377--389.
  • 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.
  • Kooiman, P., van Dijk, H. and Thurik, R. (1985). Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services Journal of Econometrics, 29(1-2):121--148.