Droste, E., Hommes, C. and Tuinstra, J. (2002). Endogenous Fluctuations under Evolutionary Pressure in Cournot competition Games and Economic Behavior, 40:232--269.
624 key alumni publications
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Lucas, A., Klaassens, P., Spreij, P. and Straetmans, S. (2002). Erratum: An analytic approach to credit risk of large corporate bond and loan portfolios (Journal of Banking and Finance 25, 9 (1635-1664) PII: S0378-4266(00)00147-3) Journal of Banking and Finance, 26(1):201--202.
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Goeree, J. and Offerman, T. (2002). Efficiency in Auctions with Private and Common Values: An Experimental Study American Economic Review, 92(3):625--643. -
Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366. -
Franses, P.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424. -
Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616. -
van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165. -
Koopman, S. and Durbin, J. (2002). A simple and efficient smoother for state space time series analysis Biometrika, 89(3):603--616.
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Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280. -
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. -
Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249. -
Kleibergen, F.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249. -
Offerman, T., Potters, J. and Verbon, H. (2001). Cooperation in an Overlapping Generations Experiment Games and Economic Behavior, 36:264--275.
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Lucas, A., Spreij, P., Straetmans, S. and Klaassen, P. (2001). An analytical approach to credit risk of large corporate bond and loan portfolios Journal of Banking and Finance, 25(9):1635--1664.
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Verhoef, E. (2001). An integrated dynamic model of road traffic congestion based on simple car-following theory: exploring hypercongestion Journal of Urban Economics, 49:505--542.
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Frank Windmeijer (2001). Two-part multiple spell models for health care demand Journal of Econometrics.
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Paul den Hek (2001). On sustained growth under uncertainty International Economic Review.
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Francesco Lippi (2001). Labour markets and monetary union: A strategic analysis Economic Journal.
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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. -
Sonnemans, J., Oosterbeek, H. and Sloof, R. (2001). On the relation between asset ownership and specific investments Economic Journal, 111(474):791--820.