Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309.
148 Key Publications
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Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562.
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Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290.
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van der Klaauw, B. and van den Berg, G.J. (2006). Counseling and monitoring of unemployed workers: Theory and evidence from a controlled social experiment International Economic Review, 47:895--936.
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Bloemen, H. (2005). Job Search, Search Intensity, and Labor Market Transitions: An Empirical Analysis Journal of Human Resources, 40:231--269.
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Boswijk, H. and Doornik, J. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors Journal of Applied Econometrics, 20(6):797--810.
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Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323.
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Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.
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Brock, W., Hommes, C. and Wagener, F. (2005). Evolutionary dynamics in markets with many trader types Journal of Mathematical Economics, 41(1/2):7--42.
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Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.
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Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.
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Bauwens, L., Bos, C.(., van Dijk, H. and van Oest, R.(. (2004). Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods Journal of Econometrics, 123(2):201--225.
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Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.
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van den Berg, G.J., van der Klaauw, B. and van Ours, J.C. (2004). Punitive sanctions and the transition rate from welfare to work Journal of Labor Economics, 22:211--241.
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Kleibergen, F. (2004). Testing Subsets of Structural Parameters in the IV Regression Model Review of Economics and Statistics, 86(1):418--423.
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Koopman, S. and Luginbuhl, R. (2004). Convergence in European GDP Series Journal of Applied Econometrics, 19(5):611--636.
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van der Klaauw, B. and Koning, R. (2003). Testing the normality assumption in the sample selection model with an application to travel demand Journal of Business and Economic Statistics, 21:31--42.
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van der Klaauw, B. and van Ours, J.C. (2003). From welfare to work: does the neighborhood matter? Journal of Public Economics, 87:957--985.
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Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.
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Paap, R. and van Dijk, H. (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income Journal of Business and Economic Statistics, 21(4):547--563.