791 Key Publications

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  Koopman, S.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638.

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  Franses, P.H.B.F., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.

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  Kahneman, D., Wakker, P.P. and Sarin, R.K. (1997). Back to Bentham? Explorations of Experienced Utility Quarterly Journal of Economics, 112:375--405.

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  Kakwani, N., van Doorslaer, E.K.A. and Wagstaff, A. (1997). Socioeconomics inequalities in health: measurement, computation , and statistical inference Journal of Econometrics, (77):87--103.

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  Lumsdaine, R.L. and Papell, D.H. (1997). Multiple trend breaks and the unit root hypothesis Review of Economics and Statistics, LXXIX(2):212--218.

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  Ooms, M. and Franses, P.H.B.F. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment Journal of Business and Economic Statistics, 15(4):470--481.

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  Sarin, R.K. and Wakker, P.P. (1997). A Single-Stage Approach to Anscombe and Aumann's Expected Utility Review of Economic Studies, 64:399--409.

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  Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.

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  Beetsma, R. (1996). Servicing the public debt: The role of expectations: Comment American Economic Review, 86(3):675--679.

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  Offerman, T., Schram, A. and Sonnemans, J. (1996). Value Orientations, Expectations and Voluntary Contributions in Public Goods Economic Journal, 106:817--845.

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  Bauwens, L., Polasek, W. and van Dijk, H.K. (1996). Bayes, Bernoullis and Basel, editors' introduction Journal of Econometrics, 75:1--5.

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  Lumsdaine, R.L. (1996). Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1) Econometrica, 64(3):575--596.

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  Peters, H.J.M. and Wakker, P.P. (1996). Cycle-Preserving Extension of Demand Functions to New Commodities Journal of Mathematical Economics, 25:281--290.

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  van den Berg, G. and van Ours, J.C. (1996). Unemployment dynamics and duration dependence Journal of Labor Economics, 14:100--125.

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  van Ours, J.C. and van den Berg, J. (1996). Unemployment dynamics and duration depence Journal of Labor Economics, 14:100--125.

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  Wakker, P.P. (1996). The Sure-Thing Principle and the Comonotonic Sure-Thing Principle: An Axiomatic Analysis Journal of Mathematical Economics, 25:213--227.

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  Heijdra, B. and van der Ploeg, F. (1996). Keynsian multipliers and the cost of public funds under monopolistic competition Economic Journal, 106(438):1284--1296.

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  van der Ploeg, F. and Bovenberg, A. (1996). Optimal taxation, public goods and environmental policy with involuntary unemployment Journal of Public Economics, 62:59--83.

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  Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.

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  Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.