11 key alumni publications

• 

  Harvey, A., Koopman, S.J. and Riani, M. (1997). The modeling and seasonal adjustment of weekly observations Journal of Business and Economic Statistics, 15(3):354--368.

• 

  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.

• 

  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.

• 

  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.

• 

  Atkinson, A.C., Koopman, S.J. and Shephard, N. (1997). Detecting shocks: Outliers and breaks in time series Journal of Econometrics, 80(2):387--422.

• 

  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.

• 

  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.