Lumsdaine, R.L. and Ng, S.G. (1999). Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean Journal of Econometrics, 93(2):257--279.
733 Key Publications
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Swank, O.H., Peletier, B.D. and Dur, A.J. (1999). Voting on the budget deficit: comment American Economic Review, (89):1377--1381. -
van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562. -
van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235. -
Wagstaff, A., van Doorslaer, E.K.A., van der Burg, H., Calonge, S., Christiansen, T., Citoni, G., Gerdtham, U.G. and Gerfin, M. (1999). Redistributive effect, progressivity and differential tax treatment: Personal income taxes in twelve OECD countries Journal of Public Economics, 72:73--98. -
Wakker, P.P. and Zank, H. (1999). A Unified Derivation of Classical Subjective Expected Utility Models through Cardinal Utility Journal of Mathematical Economics, 32:1--19. -
Beetsma, R. and Uhlig, H. (1999). An analysis of the Stability and Growth Pact Economic Journal, 109(458 - October):546--571. -
Beetsma, R. and Jensen, H. (1999). Optimal inflation targets, 'conservative' central banks, and linear inflation contracts: Comment American Economic Review, (89):342--347. -
Collier, P. and Gunning, J. (1999). Why Has Africa Grown Slowly? Journal of Economic Perspectives, 13:3--22. -
Tol, R. (1999). Review of 'The Environmental Consequences of Growth: Steady-State Economics as an Alternative to Ecological Decline [Review of: D.E. Booth (1999) Review of 'The Environmental Consequences of Growth: Steady-State Economics as an Alternative to Ecological Decline] Economic Journal, 109(453):F247--F252. -
van den Berg, G.J. and Lindeboom, M. (1998). Attrition in panel survey data and the estimation of multi-state labor market models Journal of Human Resources, 33(2):458--478. -
Sandmann, G. and Koopman, S.J. (1998). Estimation of stochastic volatility models via Monte Carlo maximum likelihood Journal of Econometrics, 87(2):271--301. -
Beetsma, R. and Bovenberg, A. (1998). Monetary union without fiscal coordination may discipline policymakers Journal of International Economics, 45(2):239--258. -
Franses, P.H.B.F. and Vogelsang, T.J. (1998). On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics, :231--240. -
Franses, P.H.B.F. and Lucas, A. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468. -
Koedijk, K., Nwaghodoh, Emmanuel and de Vries, C.G. (1998). An EMS target zone model in discrete time Journal of Applied Econometrics, 13(1):31--48. -
Lumsdaine, R.L., Jones, C.M. and Lamont, O. (1998). Macroeconomic news and bond market volatility Journal of Financial Economics, 47(3):315--337. -
Lumsdaine, R.L. and Bai, J. (1998). Testing for and dating common breaks in multivariate time series Review of Economic Studies, 65(3):395--432. -
van Ours, J.C. and van den Berg, G. (1998). On the detection of state dependence using aggregate outflow data; Comments on previous studies Economic Journal, 108(450):1422--1430. -
Houba, H. (1997). The policy bargaining model Journal of Mathematical Economics, 28:1--27.