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7 key alumni publications

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  • van Dijk, D., Franses, P. and Lucas, A. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562.
  • 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.
  • van Dijk, D., Franses, P. and Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.
  • Plug, E., van Praag, B.M.S. and Hartog, J. (1999). If we knew ability, how would we tax individuals? Journal of Public Economics, 72(2):183--211.
  • Swank, O., Peletier, B. and Dur, R. (1999). Voting on the budget deficit: comment American Economic Review, (89):1377--1381.

  • Paul den Hek (1999). On endogenous growth under uncertainty International Economic Review.
  • Frances, P., Prof. Kloek, T. and Lucas, A. (1998). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89(1-2):293--315.