Lumsdaine, R. (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.
11 Key Publications
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Peters, H. and Wakker, P. (1996). Cycle-Preserving Extension of Demand Functions to New Commodities Journal of Mathematical Economics, 25:281--290. -
van den Berg, G. and van Ours, J.C. (1996). Unemployment dynamics and duration dependence Journal of Labor Economics, 14:100--125. -
van Ours, J.C. and van den Berg, J. (1996). Unemployment dynamics and duration depence Journal of Labor Economics, 14:100--125. -
Wakker, P. (1996). The Sure-Thing Principle and the Comonotonic Sure-Thing Principle: An Axiomatic Analysis Journal of Mathematical Economics, 25:213--227. -
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. -
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. -
Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160. -
Bauwens, L., Polasek, W. and van Dijk, H. (1996). Bayes, Bernoullis and Basel, editors' introduction Journal of Econometrics, 75:1--5. -
Beetsma, R. (1996). Servicing the public debt: The role of expectations: Comment American Economic Review, 86(3):675--679. -
Offerman, T., Sonnemans, J. and Schram, A. (1996). Value orientations, expectations and voluntary contributions in public goods Economic Journal, 106(437):817--845.