Koopman, S. and Durbin, J. (2000). Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives Journal of the Royal Statistical Society. Series B. Statistical Methodology, 62:3--56.
19 Key Publications
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Boot, A. and Thakor, A. (2000). Can Relationship Banking Survive Competition? The Journal of Finance, 55(2):679--713. -
Lindeboom, M. and Kerkhofs, M. (2000). Multistate models for clustered duration data - An application to workplace effects on individual sickness absenteeism Review of Economics and Statistics, 82(4):668--684. -
Pradhan, M. and Ravallion, M. (2000). Measuring Poverty using Qualitative Perceptions of Consumption Adequacy Review of Economics and Statistics, 82(3):462--471. -
Houba, H. (2000). The Theory of Auctions: Volumes I and II [Review of: P. Klemperer (2000) The Theory of Auctions: Volumes I and II] Economic Journal, 1. -
Paap, R. and Franses, P.H. (2000). A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables Journal of Applied Econometrics, 15(6):717--744. -
Fafchamps, M., Gunning, J. and Oostendorp, R. (2000). Inventories and Risk in African Manufacturing Economic Journal, 110:861--893. -
Bos, CharlesS., Mahieu, RonaldJ. and Van Dijk, HermanK. (2000). Daily exchange rate behaviour and hedging of currency risk Journal of Applied Econometrics, 15(6):671--696. -
Hobijn, B. and Franses, P.H. (2000). Asymptotically perfect and relative convergence of productivity Journal of Applied Econometrics, 15:59--81. -
Harvey, A. and Koopman, S. (2000). Signal Extraction and the Formulation of Unobserved Components Models Econometrics Journal, 3:84--107.
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Lucas, A. (2000). A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior Journal of Business and Economic Statistics, 18(1):31--39. -
Wagstaff, A. and van Doorslaer, E. (2000). Measuring and testing for inequity in the delivery of health care Journal of Human Resources, 35(4):716--733. -
van Ours, J. (2000). Comment on 'Venture capital in Europe and the financing of innovative companies' Economic Policy, 34:263--266. -
Taylor, N., van Dijk, D., Franses, P.H. and Lucas, A.(. (2000). SETS, arbitrage activity, and stock price dynamics Journal of Banking and Finance, 24(8):1289--1306.
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Bartelsman, E. and Doms, M. (2000). Understanding Productivity: Lessons from Longitudinal Microdata Journal of Economic Literature, 83(3):569--594. -
Wakker, P. (2000). Book Review Journal of Economic Literature, 38:638--639. -
Tol, R. (2000). Mathematical modeling in economics, ecology and the environment Economic Journal. -
van Ours, J. (2000). Comment on Economic Policy, 30:128--129. -
Franses, P.H. and Taylor, A. (2000). Determining the order of differencing in seasonal time series processes Econometrics Journal, 3(2):250--264.