Franses, \.H., \van der Leij\, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.
841 Key Publications
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Franses, \.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424. -
Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249. -
Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140. -
Offerman, T., Potters, J. and Sonnemans, J. (2002). Imitation and Belief Learning in an Oligopoly Experiment Review of Economic Studies, 96:973--997. -
van Veelen, M. (2002). An impossibility theorem concerning multilateral international comparison of volumes Econometrica, 70(1):369--375. -
Franses, \.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366. -
van Dijk, F., Sonnemans, J. and van Winden, F.A.A.M. (2002). Social Ties in a public good experiment Journal of Public Economics, 85:275--299. -
Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280. -
Kleibergen, \.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249. -
Bassett, W. and Lumsdaine, R. (2001). Probability limits: are subjective assessments adequately accurate? Journal of Human Resources, 36(2):327--363. -
Houba, H. (2001). Game Theory Evolving: a Problem-centered Introduction to Modeling Stratgeic Behavior [Review of: H. Gintis (2000) Game Theory Evolving: a Problem-centered Introduction to Modeling Strategic Behavior] Economic Journal, online:. -
Baily, M., Bartelsman, E. and Haltiwanger, J. (2001). Labor Productivity: Structural Change and Cyclical Dynamics Review of Economics and Statistics, 83(3):420--433. -
Oosterbeek, H. and Leuven, E. (2001). Shorter Papers - Comment - Firm-Specific Human Capital as a Shared Investment. American Economic Review, 91(1):342--347. -
Houba, H. (2001). Bargaining Theory with Applications [Review of: A. Muthoo (1999) Bargaining Theory with Applications] Journal of Economic Literature, 39:128--130. -
Bloemen, H. and Stancanelli, E. (2001). Individual wealth, reservation wages, and transitions into employment Journal of Labor Economics, 19(2):400--439. -
Leuven, E. and Oosterbeek, H. (2001). Firm-Specific Human Capital as a Shared Investment: Comment American Economic Review, 91(1):342--347. -
Klaassen, F. and Magnus, J. (2001). Are Points in Tennis Independent and Identically Distributed? Evidence from a Dynamic Binary Panel Data Model Journal of the American Statistical Association, 96:500--509. -
Cherian, J. and Perotti, E. (2001). Option pricing and foreign investment under political risk Journal of International Economics, 55(2):359--377. -
Beetsma, R. and Schotman, P. (2001). Measuring Risk Attitudes in a Natural Experiment: Data from the Television Game Show LINGO Economic Journal, 111(474):821--848.