18 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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  Atkinson, A.C., Koopman, S.J. and Shephard, N. (1997). Detecting shocks: Outliers and breaks in time series Journal of Econometrics, 80(2):387--422.

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  Tol, R. (1997). -- [Review of: S. Fankhauser. Valuing Climate Change: The Economics of the Greenhouse] Economic Journal, 107(444):1586--1588.

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  Franses, P.H., Boswijk, H. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression Journal of Econometrics, 80:167--193.

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  Ooms, M.(. and Franses, P.H. (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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  Houba, H. (1997). The policy bargaining model Journal of Mathematical Economics, 28:1--27.

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

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  Harvey, A., Koopman, S.J. and Riani, M. (1997). The modeling and seasonal adjustment of weekly observations Journal of Business and Economic Statistics, 15(3):354--368.

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  Pradhan, M. and van Soest, A. (1997). Household labor supply in urban areas of Bolivia Review of Economics and Statistics, 79(2):300--310.

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  Boot, A. and Thakor, A. (1997). Financial System Architecture. Review of Financial Studies, 10(3):693--733.

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

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  Bloemen, H. (1997). Job search theory, labour supply and unemployment duration Journal of Econometrics, 79(2):305--325.

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

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  Boot, A. and Thakor, A. (1997). Banking Scope and Financial Innovation. Review of Financial Studies, 10(4):1099--1131.

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

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  Houba, H. and Bennett, E. (1997). Odd man out. The proposal making model Journal of Mathematical Economics, 28:375--396.

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  Brock, W. and Hommes, C. (1997). A rational route to randomness Econometrica, 65:1059--1095.

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