3 Key Publications

• 

  Franses, P.H.B.F., Kloek, T. and Lucas, A. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89:293--315.

• 

  van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562.

• 

  van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.