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Home | Alumni | Key alumni publications

Alumni types

Year

6 key alumni publications

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  • Koopman, S., Shephard, N. and Doornik, J. (1999). Statistical algorithms for models in state space using SsPack 2.2 Journal of Econometrics, (2):113--166.
  • Franses, P.H.B.F., Kloek, T. and Lucas, A. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89:293--315.
  • Swank, O.H., Peletier, B.D. and Dur, A.J. (1999). Voting on the budget deficit: comment American Economic Review, (89):1377--1381.
  • van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562.
  • van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.
  • Paul den Hek (1999). On endogenous growth under uncertainty International Economic Review.