van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.
171 Key Publications
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Perotti, E. and Kulatilaka, N. (1998). Strategic Growth Options Management Science, 44(8):1021--1031. -
Franses, P.H. and Lucas, A.(. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468. -
Boot, A. and Thakor, A. (1997). Banking Scope and Financial Innovation. Review of Financial Studies, 10(4):1099--1131. -
Boot, A. and Thakor, A. (1997). Financial System Architecture. Review of Financial Studies, 10(3):693--733. -
Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173. -
Perotti, E. (1995). Credible privatization American Economic Review, 85(4):847--859. -
Kulatilaka, N. and Perotti, E. (1995). What is lost by waiting to invest The Journal of Finance, 50(3):990--991. -
Hoek, H., Lucas, A. and van Dijk, HermanK. (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69(1):27--59. -
Berglof, E. and Perotti, E. (1994). The governance structure of the Japanese financial keiretsu Journal of Financial Economics, 36(2):259--284. -
Perotti, E. and Spier, K. (1993). Capital structure as a bargaining tool : the role of leverage in contract renegotiation American Economic Review, 83(5):1131--1141.