23 Key Publications

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

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  Goeree, J. and Offerman, T. (2002). Efficiency in Auctions with Private and Common Values: An Experimental Study American Economic Review, 92(3):625--643.

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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.

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  van Ours, J.C. (2002). Comment on 'Can training and employment subsidies combat European unemployment?' Economic Policy, 35:443--445.

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  van Ours, J.C. (2002). Comment on 'Unions and labour market institutions in Europe' Economic Policy, 35:403--404.

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  Franses, P.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424.

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  Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249.

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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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  Kleibergen, F.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249.

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  Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366.

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  van Dijk, F., Sonnemans, J. and van Winden, F.A.A.M. (2002). Social Ties in a public good experiment Journal of Public Economics, 85:275--299.

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  Perotti, E. and Biais, B. (2002). Machiavellian Privatization American Economic Review, 92(1):240--258.

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  van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165.

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  Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.

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  Koopman, S. and Hol Uspensky, E. (2002). The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets Journal of Applied Econometrics, 17:667--689.

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  Bekaert, G., Lumsdaine, R. and Harvey, C. (2002). Dating the integration of world equity markets Journal of Financial Economics, 21(3):295--350.

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  Gilboa, I., Schmeidler, D. and Wakker, P. (2002). Utility in Case-Based Decision Theory Journal of Economic Theory, 105:483--502.

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  Schinkel, M., Tuinstra, J. and Vermeulen, D. (2002). Convergence of Baysian Learning to General Equilibrium in Mis-specified Models Journal of Mathematical Economics, 38(4):483--508.

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  Kleibergen, F. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression Econometrica, 70:1781--1804.

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  Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140.