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7 key alumni publications

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  • Martens, M., Kofman, P. and Vorst, A. (1998). A Threshold Error Correction Model for Intraday Futures and Index Returns Journal of Applied Econometrics, 13(3):245--263.
  • van den Berg, G.J. and Lindeboom, M. (1998). Attrition in panel survey data and the estimation of multi-state labor market models Journal of Human Resources, 33(2):458--478.
  • Sandmann, G. and Koopman, S.J. (1998). Estimation of stochastic volatility models via Monte Carlo maximum likelihood Journal of Econometrics, 87(2):271--301.
  • Frances, P. and Lucas, A. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468.
  • Franses, P.H. and Vogelsang, T. (1998). On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics, :231--240.
  • Koedijk, KeesG., Stork, PhilipA. and De Vries, CasperG. (1998). An EMS target zone model in discrete time Journal of Applied Econometrics, 13(1):31--48.
  • Emmerink, R., Verhoef, E., Nijkamp, P. and Rietveld, P. (1998). Information Effects in Transport with Stochastic Capacity and Uncertainty Costs International Economic Review, 39(1):89--110.