198 Key Publications

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  Boswijk, H. (1996). Testing identifiablility of cointegrating vectors Journal of Business and Economic Statistics, 14(2):153--160.

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  Bauwens, L., Polasek, W. and van Dijk, H. (1996). Bayes, Bernoullis and Basel, editors' introduction Journal of Econometrics, 75:1--5.

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  Lumsdaine, R. (1996). Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1) Econometrica, 64(3):575--596.

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  Lumsdaine, R. (1995). Finite sample properties of the maximum likelihood Estimator in GARCH (1,1) and IGARCH (1,1) models: A Monte Carlo investigation Journal of Business and Economic Statistics, 13:1--10.

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  Hoek, H., Lucas, A.(. and van Dijk, H. (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69:27--59.

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  Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173.

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  Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.

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  Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.

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  Franses, P.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.

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  Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60.

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  Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration Journal of Business and Economic Statistics, 12:471--478.

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  Kleibergen, F.(. and van Dijk, H. (1994). Direct cointegration testing in error-correction models Journal of Econometrics, 63:61--103.

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  Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.

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  Kiviet, J. and van Dijk, H. (1994). Structure and dynamics in econometrics, editor's introduction Journal of Econometrics, 63:1--5.

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  Banerjee, A., Lumsdaine, R. and Stock, J. (1992). Recursive and sequential test of the unit root and trend break hypotheses: theory and international evidence Journal of Business and Economic Statistics, 10:271--288.

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  Schotman, P. and van Dijk, H. (1991). On Bayesian routes to unit roots Journal of Applied Econometrics, 6:387--401.

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  Lumsdaine, R., Stock, J. and Wise, D. (1990). Efficient Windows and Labor Force Reduction Journal of Public Economics, 43:131--159.

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  Kooiman, P., van Dijk, H. and Thurik, R. (1985). Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services Journal of Econometrics, 29(1-2):121--148.