191 Key Publications

• 

  Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63(1):37--60.

• 

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

• 

  Franses, P.H.B.F. 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.

• 

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

• 

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

• 

  Harvey, A. and Koopman, S.J. (1993). Forecasting hourly electricity demand using time–varying splines Journal of the American Statistical Association, 88(424):1228--1236.

• 

  Harvey, AndrewC. and Koopman, S.J. (1992). Diagnostic checking of unobserved- components time series models Journal of Business and Economic Statistics, 10(4):377--389.

• 

  Lumsdaine, R.L., Banerjee, A. and Stock, J.H. (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.

• 

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

• 

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

• 

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