23 Key Publications

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  Giordani, P., Kohn, R. and van Dijk, D. (2007). A unified approach to nonlinearity, structural change, and outliers Journal of Econometrics, 137(1):112--133.

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  van den Brink, J.R. (2007). Null or Nullifying Players: The Difference between the Shapley Value and Equal Division Solutions Journal of Economic Theory, 136:767--775.

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  Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255.