23 Key Publications

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  Dittmann, I. and Granger, \.(. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133.

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  Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280.

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  Bloemen, H. (2002). The relation between wealth and labour market transitions: an empirical study for the Netherlands Journal of Applied Econometrics, 17:249--268.