12 key alumni publications

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  Boswijk, H., Franses, P. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80(1):167--193.

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  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.

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  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.
• van Ommeren, J.N., Rietveld, P. and Nijkamp, P. (1997). Commuting: In Search of Jobs and Residences Journal of Urban Economics, 42(3):402--421.

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  Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.

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  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.

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  Franses, P.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.

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  Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.

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  Ooms, M.(. and Franses, P.H. (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.

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  Franses, P.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.
• Durbin, J. and Koopman, S.J. (1997). Monte Carlo maximum likelihood estimation for non-Gaussian state space models Biometrika, 84(3):669--684.

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  van Marrewijk, .(., Stibora, J., de Vaal, A. and Viaene, .M. (1997). Producer services, comparative advantage and international trade patterns Journal of International Economics, 42:195--220.