Details about Franz C. Palm

E-mail:
Homepage:	http://www.personeel.unimaas.nl/f.palm/
Workplace:	Vakgroep Kwantitatieve Economie (Department of Quantitative Economics), School of Business and Economics, Maastricht University, (more information at EDIRC)

Access statistics for papers by Franz C. Palm.

Last updated 2019-04-22. Update your information in the RePEc Author Service.

Short-id: ppa461

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Working Papers

2020

1. A dynamic factor model approach to incorporate Big Data in state space models for official statistics
   Papers, arXiv.org

2016

2. On the Univariate Representation of BEKK Models with Common Factors
   Post-Print, HAL View citations (6)
   Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2012) View citations (4)
   See also Journal Article in Journal of Time Series Econometrics (2016)
3. Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach
   Post-Print, HAL View citations (35)
   See also Journal Article in Computational Statistics & Data Analysis (2016)

2014

4. Microeconometric Evidence of Financing Frictions and Innovative Activity
   CESifo Working Paper Series, CESifo
   Also in CIRANO Working Papers, CIRANO (2012)
   MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2012)

2013

5. Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   Also in MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2013) View citations (8)
   CIRANO Working Papers, CIRANO (2013) View citations (8)
   CESifo Working Paper Series, CESifo (2013) View citations (8)
   See also Journal Article in European Economic Review (2015)
6. Microeconometric evidence of financing frictions and innovative activity - a revision
   MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT)
7. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
   Post-Print, HAL View citations (4)
   Also in Working Papers, HAL (2012) View citations (4)
8. Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes
   SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP) View citations (1)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) View citations (7)
9. Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis
   CESifo Working Paper Series, CESifo
   Also in CREPP Working Papers, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège (2011) View citations (1)
   See also Journal Article in De Economist (2014)

2011

10. Common intraday periodicity
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (11)
    See also Journal Article in The Journal of Financial Econometrics (2011)
11. Modelling Financial Crises Mutation
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (1)
12. On the univariate representation of multivariate volatility models with common factors
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)

2010

13. Banking and Debt Crisis in Europe: The Dangerous Liaisons?
    CESifo Working Paper Series, CESifo View citations (7)
    See also Journal Article in De Economist (2010)

2009

14. Central bank FOREX interventions assessed using realized moments
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2004) View citations (7)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)
15. Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics
    CESifo Working Paper Series, CESifo View citations (13)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2009) View citations (12)
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2009) View citations (11)
    CIRANO Working Papers, CIRANO (2009) View citations (12)

2008

16. Cross-sectional dependence robust block bootstrap panel unit root tests
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (16)
    See also Journal Article in Journal of Econometrics (2011)
17. Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity?
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) View citations (98)
    Also in CESifo Working Paper Series, CESifo (2008) View citations (102)
    See also Journal Article in De Economist (2008)
18. Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
    CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
    See also Journal Article in Journal of Econometrics (2009)

2007

19. Central Bank intervention and exchange rate volatility: its continuous and jump components
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (49)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (49)
    See also Journal Article in International Journal of Finance & Economics (2007)
20. Central bank intervention in the foreign exchange markets assessed using realized moments
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
21. Financial Constraint and R&D Investment: Evidence from CIS
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) View citations (31)
22. Macro-panels and reality
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
    See also Journal Article in Economics Letters (2008)
23. On the information value of (un)embedded network ties
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)
24. Studying co-movements in large multivariate models without multivariate modelling
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (8)
25. The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models
    CESifo Working Paper Series, CESifo View citations (12)
    Also in MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2007) View citations (11)
    CIRANO Working Papers, CIRANO (2007) View citations (12)

2006

26. Bootstrap unit root tests: comparison and extensions
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2008)
27. Persistence of Innovation in Dutch Manufacturing: Is it Spurious?
    CESifo Working Paper Series, CESifo View citations (22)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2006) View citations (20)
    CIRANO Working Papers, CIRANO (2006) View citations (20)
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2006) View citations (20)
    See also Journal Article in The Review of Economics and Statistics (2010)

2005

28. Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing
    Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT)
    Also in CIRANO Working Papers, CIRANO (2005)
    See also Chapter (2006)
29. Machine scheduling with resource dependent processing times
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (9)

2004

30. An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications
    CESifo Working Paper Series, CESifo View citations (9)
    Also in CIRANO Working Papers, CIRANO (2004) View citations (8)
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2004) View citations (4)
    Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT) (2004) View citations (8)
31. Have sequential interventions of Central Banks in foreign exchange been effective ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
32. Stochastic Online Scheduling on Parallel Machines
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (18)

2002

33. Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features
    CESifo Working Paper Series, CESifo View citations (28)
    See also Journal Article in Econometric Reviews (2002)
34. Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (9)

2001

35. Testing for Common Cyclical Features in Var Models with Cointegration
    CESifo Working Paper Series, CESifo View citations (29)

2000

36. Testing for Common Cyclical Features in Nonstationary Panel Data Models
    CESifo Working Paper Series, CESifo View citations (6)

1996

37. Labor market dynamics when effort depends on wage growth comparisons
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
    See also Journal Article in Empirical Economics (2000)
38. Stochastic implications of the life cycle consumption model under rational habit formation
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)

1993

39. A Dynamic Contracting Model for Wages and Employment in three European Economies
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
    See also Journal Article in European Economic Review (1996)
40. Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (58)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1992) View citations (6)
    See also Journal Article in Review of Economic Studies (1993)
41. Inflation Differentials and Excess Returns in the European Monetary System
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX. View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1997)
42. Premia in forward foreign exchange as unobserved components
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (20)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (3)
    Working Papers, Tilburg - Center for Economic Research (1991) View citations (3)
43. The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry
    MPRA Paper, University Library of Munich, Germany View citations (1)

1992

44. To Combine or not to Combine? Issues of Combining Forecasts
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (84)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1991) View citations (10)

1991

45. Generalized least squares estimation of linear models containing rational future expectations
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (10)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1989)
    Working Papers, Tilburg - Center for Economic Research (1989)
    See also Journal Article in International Economic Review (1991)
46. Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
47. Recent Developments in Modeling Volatility in Financial Data
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991)

1990

48. ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
49. Parameter identification in ARMA-processes in the presence of regular but incomplete sampling
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (9)
    See also Journal Article in Journal of Time Series Analysis (1990)
50. Predictive accuracy gain from disaggregate sampling in ARIMA models
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (22)
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1987)
    See also Journal Article in Journal of Business & Economic Statistics (1990)

1989

51. The effectiveness of the international coffee agreement: a simulation study using a quarterly model of the world coffee market
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1988

52. Consistent estimation of regression models with incompletely observed exogenous variables
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1987)
    See also Journal Article in Annals of Economics and Statistics (1988)
53. Efficiency gains due to using missing data procedures in regression models
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Research Memorandum, Tilburg University, School of Economics and Management (1986)

1987

54. The life cycle consumption model under structural changes in income and moving planning horizons
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1986

55. A short run econometric analysis of the international coffee market
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (3)
    See also Journal Article in European Review of Agricultural Economics (1986)
56. Consistent estimation of rational expectation models
    Research Memorandum, Tilburg University, School of Economics and Management
57. The stochastic life cycle consumption model: theoretical results and empirical evidence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (2)

1985

58. An econometric analysis of the short-run demand for coffee
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
59. Computing wald criteria for nested hypotheses
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (1)
60. On econometric modelling of incomplete data
    Other publications TiSEM, Tilburg University, School of Economics and Management
61. Séries temporelles incomplètes en modélisation macroéconomique
    Other publications TiSEM, Tilburg University, School of Economics and Management
62. The construction and use of approximations for missing quarterly observations: A model-based approach
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article in Journal of Business & Economic Statistics (1986)

1984

63. Consistent estimation using proxy-variables in models with unobserved variables
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (1)
64. Missing observations in a quarterly model for the aggregate labor market in the Netherlands
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
65. Missing observations in the dynamic regression model
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (34)
    Also in Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (1982) View citations (2)
    See also Journal Article in Econometrica (1984)

1983

66. Consistent estimation using proxy-variables in models with missing observations
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1982

67. Computing wald criteria for nested hypotheses with Econometric Applications
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (1)
68. Linear regression using both temporally aggregated and temporally disaggregated data
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (8)
    Also in Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (1981) View citations (1)
    See also Journal Article in Journal of Econometrics (1982)

1981

69. Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
70. Structural econometric modelling and time series analysis towards an integrated approach
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (1)
71. Structural econometric modelling and time series analysis: an integrated approach
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (2)

1980

72. Efficient estimation of the geometric distributed lag model: some Monte Carlo results on small sample properties
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (7)
    See also Journal Article in International Economic Review (1984)

1979

73. The aggregate demand for money in the Netherlands: a new look at a study of the Bank of the Netherlands
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (5)

1978

74. Large sample estimation and testing procedures for dynamic equation systems
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
    See also Journal Article in Journal of Econometrics (1981)

1977

75. On univariate time series methods and simultaneous equation econometric models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (8)
    See also Journal Article in Journal of Econometrics (1977)

1976

76. Analyse chronologique. Spécification de modèles dynamiques à équations simultanées
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
77. Testing the dynamic specification of an econometric model with an application to Belgian data
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
    See also Journal Article in European Economic Review (1976)

1975

78. Time series and structural analysis of monetary models of the U.S. economy
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)

1974

79. Time series analysis and simultaneous equation econometric models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (135)
    See also Journal Article in Journal of Econometrics (1974)

1972

80. La demande d'engrais chimiques en Belgique: une approche bayésienne
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2017

1. Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey
   Journal of the Royal Statistical Society Series A, 2017, 180, (4), 1281-1308 View citations (1)

2016

2. Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns
   Journal of the Royal Statistical Society Series A, 2016, 179, (2), 377-402 View citations (3)
3. On the Univariate Representation of BEKK Models with Common Factors
   Journal of Time Series Econometrics, 2016, 8, (2), 91-113 View citations (8)
   See also Working Paper (2016)
4. Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach
   Computational Statistics & Data Analysis, 2016, 100, (C), 383-400 View citations (43)
   See also Working Paper (2016)

2015

5. Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing
   European Economic Review, 2015, 78, (C), 285-306 View citations (56)
   See also Working Paper (2013)
6. Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation
   Management Science, 2015, 61, (9), 2185-2202 View citations (6)

2014

7. Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis
   De Economist, 2014, 162, (1), 19-40 View citations (7)
   See also Working Paper (2013)

2011

8. Common Intraday Periodicity
   The Journal of Financial Econometrics, 2011, 10, (2), 325-353 View citations (5)
   See also Working Paper (2011)
9. Cross-sectional dependence robust block bootstrap panel unit root tests
   Journal of Econometrics, 2011, 163, (1), 85-104 View citations (49)
   See also Working Paper (2008)
10. Factor structures for panel and multivariate time series data
    Journal of Econometrics, 2011, 163, (1), 1-3 View citations (1)
11. Obituary
    Journal of Empirical Finance, 2011, 18, (1), 1-1

2010

12. Banking and Debt Crises in Europe: The Dangerous Liaisons?
    De Economist, 2010, 158, (1), 81-99 View citations (34)
    See also Working Paper (2010)
13. Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot
    Journal of Empirical Finance, 2010, 17, (2), 177-179 View citations (1)
14. Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons?
    De Economist, 2010, 158, (3), 337-340 View citations (20)
15. Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
    Econometric Reviews, 2010, 29, (2), 111-145 View citations (49)
16. Persistence of Innovation in Dutch Manufacturing: Is It Spurious?
    The Review of Economics and Statistics, 2010, 92, (3), 495-504 View citations (190)
    See also Working Paper (2006)

2009

17. Central bank FOREX interventions assessed using realized moments
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 112-127 View citations (17)
    See also Working Paper (2009)
18. Studying co-movements in large multivariate data prior to multivariate modelling
    Journal of Econometrics, 2009, 148, (1), 25-35 View citations (21)
    See also Working Paper (2008)

2008

19. Bootstrap Unit‐Root Tests: Comparison and Extensions
    Journal of Time Series Analysis, 2008, 29, (2), 371-401 View citations (39)
    See also Working Paper (2006)
20. Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?
    De Economist, 2008, 156, (2), 201-214 View citations (99)
    See also Working Paper (2008)
21. Information gathering through alliances
    Journal of Economic Behavior & Organization, 2008, 66, (2), 176-194 View citations (23)
22. Macro-panels and reality
    Economics Letters, 2008, 99, (3), 537-540 View citations (5)
    See also Working Paper (2007)
23. Martin M.G. Fase Retires from the Board of the Editors
    De Economist, 2008, 156, (1), 1-2
24. Regret aversion and annuity risk in defined contribution pension plans
    Insurance: Mathematics and Economics, 2008, 42, (3), 1050-1061 View citations (1)

2007

25. Central bank intervention and exchange rate volatility, its continuous and jump components
    International Journal of Finance & Economics, 2007, 12, (2), 201-223 View citations (44)
    See also Working Paper (2007)

2006

26. A Classification of Dutch Manufacturing based on a Model of Innovation
    De Economist, 2006, 154, (1), 85-105 View citations (7)
27. Cointegration Testing in Panels with Common Factors*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 683-719 View citations (80)
28. Common cyclical features analysis in VAR models with cointegration
    Journal of Econometrics, 2006, 132, (1), 117-141 View citations (65)
29. Introduction to the special issue on International Finance
    Journal of Empirical Finance, 2006, 13, (4-5), 393-395

2004

30. Introduction to the special issue on behavioral finance
    Journal of Empirical Finance, 2004, 11, (4), 423-427 View citations (1)

2002

31. Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands
    Review of Industrial Organization, 2002, 21, (3), 283-303 View citations (10)
32. SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
    Econometric Reviews, 2002, 21, (3), 273-307 View citations (30)
    See also Working Paper (2002)

2000

33. Labor market dynamics when effort depends on wage growth comparisons
    Empirical Economics, 2000, 25, (3), 393-419 View citations (7)
    See also Working Paper (1996)
34. Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates
    Journal of Business & Economic Statistics, 2000, 18, (3), 274-83 View citations (32)

1998

35. Sources of asymmetry in production factor dynamics
    Journal of Econometrics, 1998, 82, (2), 361-392 View citations (9)

1997

36. Inflation differentials and excess returns in the European Monetary System
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (1), 1-20 View citations (1)
    See also Working Paper (1993)
37. Statistical Demand Functions for Food in the USA and the Netherlands
    Journal of Applied Econometrics, 1997, 12, (5), 615-37 View citations (16)
38. Statistical Demand Functions for Food in the USA and the Netherlands: Reply
    Journal of Applied Econometrics, 1997, 12, (5), 643-45 View citations (12)

1996

39. A dynamic contracting model for wages and employment in three European economies
    European Economic Review, 1996, 40, (2), 429-448 View citations (17)
    See also Working Paper (1993)

1995

40. Bayesian model selection and prediction with empirical applications comments
    Journal of Econometrics, 1995, 69, (1), 333-335 View citations (1)
41. Unraveling Trend and Stationary Components of Total Factor Productivity
    Annals of Economics and Statistics, 1995, (39), 67-92 View citations (4)

1993

42. Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry
    Empirical Economics, 1993, 18, (4), 639-71 View citations (8)
43. Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors
    Review of Economic Studies, 1993, 60, (2), 397-412 View citations (69)
    See also Working Paper (1993)
44. Premia in Forward Foreign Exchange as Unobserved Components: A Note
    Journal of Business & Economic Statistics, 1993, 11, (3), 361-65 View citations (19)
45. Statement by the editors
    Journal of Empirical Finance, 1993, 1, (1), 1-2
46. The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps
    Journal of Business & Economic Statistics, 1993, 11, (3), 351-60 View citations (126)

1992

47. Report of the chairman of the standing committee for Students' Affairs
    European Economic Review, 1992, 36, (2-3), 730-730

1991

48. Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations
    International Economic Review, 1991, 32, (2), 383-89 View citations (10)
    See also Working Paper (1991)

1990

49. Asymptotic Least-Squares Estimation Efficiency Considerations and Applications
    Journal of Applied Econometrics, 1990, 5, (3), 229-43 View citations (41)
50. Economic Theory and Structural Time Series Models for Aggregate Consumption
    Annals of Economics and Statistics, 1990, (18), 25-43
51. Interrelated Demand Rational Expectations Models for Two Types of Labour
    Oxford Bulletin of Economics and Statistics, 1990, 52, (1), 45-68 View citations (7)
52. PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING
    Journal of Time Series Analysis, 1990, 11, (3), 239-248 View citations (9)
    See also Working Paper (1990)
53. Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models
    Journal of Business & Economic Statistics, 1990, 8, (4), 405-15 View citations (22)
    See also Working Paper (1990)

1988

54. Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables
    Annals of Economics and Statistics, 1988, (12), 151-175 View citations (1)
    See also Working Paper (1988)

1987

55. A Parametric Test of the Negativity of the Substitution Matrix
    Journal of Applied Econometrics, 1987, 2, (3), 227-35 View citations (10)

1986

56. A Short-run Econometric Analysis of the International Coffee Market
    European Review of Agricultural Economics, 1986, 13, (4), 451-76 View citations (4)
    See also Working Paper (1986)
57. The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach
    Journal of Business & Economic Statistics, 1986, 4, (1), 47-58 View citations (12)
    See also Working Paper (1985)
58. Wald Criteria for Jointly Testing Equality and Inequality Restriction s
    Econometrica, 1986, 54, (5), 1243-48 View citations (558)

1984

59. Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties
    International Economic Review, 1984, 25, (3), 579-601
    See also Working Paper (1980)
60. Missing Observations in the Dynamic Regression Model
    Econometrica, 1984, 52, (6), 1415-35 View citations (33)
    See also Working Paper (1984)

1982

61. Linear regression using both temporally aggregated and temporally disaggregated data
    Journal of Econometrics, 1982, 19, (2-3), 333-343 View citations (8)
    See also Working Paper (1982)

1981

62. Large sample estimation and testing procedures for dynamic equation systems
    Journal of Econometrics, 1981, 17, (1), 131-138
    Also in Journal of Econometrics, 1980, 12, (3), 251-283 (1980) View citations (3)
    See also Working Paper (1978)

1977

63. On univariate time series methods and simultaneous equation econometric models
    Journal of Econometrics, 1977, 5, (3), 379-388 View citations (11)
    See also Working Paper (1977)

1976

64. Testing the dynamic specification of an econometric model with an application to Belgian data
    European Economic Review, 1976, 8, (3), 269-289 View citations (2)
    See also Working Paper (1976)

1974

65. Time series analysis and simultaneous equation econometric models
    Journal of Econometrics, 1974, 2, (1), 17-54 View citations (169)
    See also Working Paper (1974)

Edited books

2011

1. The Structural Econometric Time Series Analysis Approach
   Cambridge Books, Cambridge University Press

2004

2. The Structural Econometric Time Series Analysis Approach
   Cambridge Books, Cambridge University Press View citations (28)

Chapters

2006

1. Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing
   Chapter 4 in National Innovation, Indicators and Policy, 2006
   See also Working Paper (2005)

Editor

1. Journal of Empirical Finance
   Elsevier