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Home | Alumni | Key Alumni Publications

Alumni types

Year

628 key alumni publications

  • Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.
  • Boswijk, H., Franses, P. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80(1):167--193.
  • Verhoef, E., Nijkamp, P. and Rietveld, P. (1996). Second-best congestion pricing: The case of an untolled alternative Journal of Urban Economics, 40(3):279--302.

  • 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. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.
  • Offerman, T., Sonnemans, J. and Schram, A. (1996). Value orientations, expectations and voluntary contributions in public goods Economic Journal, 106(437):817--845.
  • 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.
  • 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.
  • 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.

  • Shuangze Liu (1995). The heteroskedastic linear regression model and the Hadamard product a note Journal of Econometrics.
  • Boswijk, H. and Franses, P. (1995). Periodic cointegration: Representation and inference Review of Economics and Statistics, LXXVII:436--454.
  • 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.
  • 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, HermanK. (1994). Direct cointegration testing in error correction models Journal of Econometrics, 63(1):61--103.
  • Boswijk, H., Neudecker, H. and Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation Biometrika, 81(1):216--218.
  • Lindeboom, M. and van den Berg, G.J. (1994). Heterogeneity in Models for Bivariate Survival: the imortance of the mixing distribution Journal of the Royal Statistical Society. Series B. Statistical Methodology, 56:49--60.
  • 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.
  • Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.