7 Key Publications

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  Boswijk, H. and Doornik, J. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors Journal of Applied Econometrics, 20(6):797--810.

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  Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323.

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  Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.

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  Boswijk, H. and Franses, P. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.

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  Fok, D., van Dijk, D.J.C. and Franses, P.H.B.F. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.

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  van Dijk, D.J.C., van Dijk, H.K. and Franses, P.H.B.F. (2005). On the dynamics of business cycle analysis; Editors' introduction Journal of Applied Econometrics, 20(2):147--150.

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  Vogelsang, T.J. and Franses, P.H.B.F. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24.