179 Key Publications

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

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  Boswijk, H. and Franses, P. (1995a). Periodic cointegration: Representation and inference. Review of Economics and Statistics, LXXVII:436-454.

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  Lucas, A. (1995a). An outlier robust unit root test with an application to the extended nelson-plosser data. Journal of Econometrics, 66(1-2):153-173.

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  Hoek, H., Lucas, A., and van Dijk, H. (1995). Classical and Bayesian aspects of robust unit root inference. Journal of Econometrics, 69(1):27-59.

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  Lumsdaine, R. (1995). Finite sample properties of the maximum likelihood estimator in garch (1,1) and igarch (1,1) models: A monte carlo investigation. Journal of Business and Economic Statistics, 13:1-10.

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  Hartog, J. and van Ophem, J. (1994). On-the-job search and the cyclical sensitivity of job mobility. European Economic Review, 38(3-4):802-808.

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  Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models. Journal of Econometrics, 63(1):37-60.

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  Kiviet, J. and van Dijk, H. (1994). Structure and dynamics in econometrics (editors' introduction). Journal of Econometrics, 63:1-5.

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  Franses, P. (1994c). A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63:133-151.

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  Franses, P. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics, 12:471-478.

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  Kleibergen, F. and van Dijk, H. (1994a). Direct cointegration testing in error-correction models. Journal of Econometrics, 63:61-103.

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  van Ophem, J. (1993). A modified switching regression model for earnings differentials between the public and the private sectors in the Netherlands. Review of Economics and Statistics, 75(2):215-224.

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  Hartog, J., van Ophem, J., and Vijverberg, W. (1993). Job complexity and wages. International Economic Review, 34(4):853-872.

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  Lumsdaine, R., Banerjee, A., and Stock, J. (1992). Recursive and sequential test of the unit root and trend break hypotheses: theory and international evidence. Journal of Business and Economic Statistics, 10:271-288.

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  van Ophem, J. (1991). Wages, non-wage job characteristics and the search behavior of employees. Review of Economics and Statistics, 73(1):145-151.

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  Schotman, P. and van Dijk, H. (1991). On Bayesian routes to unit roots. Journal of Applied Econometrics, 6:387-401.

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  Lumsdaine, R., Stock, J., and Wise, D. (1990). Efficient windows and labor force reduction. Journal of Public Economics, 43:131-159.

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  Kooiman, P., van Dijk, H., and Thurik, A. (1985). Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services. Journal of Econometrics, 29(1-2):121-148.

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  Boswijk, H., Franses, P., and van Dijk, D. (2010b). Twenty years of cointegration. Journal of Econometrics, 158(1):1-2.