| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Dynamic Contracting Model for Wages and Employment in three European Economies |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
378 |
| A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
294 |
| A dynamic factor model approach to incorporate Big Data in state space models for official statistics |
1 |
2 |
3 |
3 |
1 |
5 |
11 |
11 |
| A short run econometric analysis of the international coffee market |
0 |
0 |
2 |
58 |
0 |
2 |
6 |
136 |
| ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
34 |
| An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
223 |
| An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications |
0 |
0 |
0 |
158 |
0 |
2 |
5 |
936 |
| An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications |
0 |
0 |
0 |
87 |
0 |
0 |
6 |
417 |
| An econometric analysis of the short-run demand for coffee |
1 |
1 |
3 |
56 |
1 |
2 |
8 |
99 |
| An emprically-based taxonomy of Dutch manufacturing: innovation policy implications |
0 |
0 |
0 |
34 |
0 |
1 |
6 |
208 |
| Analyse chronologique. Spécification de modèles dynamiques à équations simultanées |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
| Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors |
0 |
0 |
0 |
8 |
0 |
1 |
6 |
188 |
| Banking and Debt Crisis in Europe: The Dangerous Liaisons? |
0 |
0 |
0 |
412 |
0 |
0 |
4 |
1,148 |
| Bootstrap unit root tests: comparison and extensions |
1 |
1 |
1 |
234 |
2 |
2 |
6 |
696 |
| Central Bank Forex Interventions Assessed Using Realized Moments |
0 |
0 |
0 |
155 |
0 |
1 |
4 |
780 |
| Central Bank forex interventions assessed using realized moments |
0 |
0 |
0 |
17 |
0 |
1 |
6 |
102 |
| Central Bank intervention and exchange rate volatility: its continuous and jump components |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
75 |
| Central bank FOREX interventions assessed using realized moments |
0 |
0 |
1 |
3 |
0 |
1 |
4 |
21 |
| Central bank intervention and exchange rate volatility, its continuous and jump components |
0 |
1 |
1 |
153 |
1 |
3 |
7 |
448 |
| Central bank intervention in the foreign exchange markets assessed using realized moments |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
39 |
| Common intraday periodicity |
0 |
0 |
0 |
49 |
0 |
5 |
14 |
168 |
| Computing wald criteria for nested hypotheses |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
56 |
| Computing wald criteria for nested hypotheses with Econometric Applications |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
115 |
| Consistent estimation of rational expectation models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
16 |
| Consistent estimation of regression models with incompletely observed exogenous variables |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
14 |
| Consistent estimation of regression models with incompletely observed exogenous variables |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
| Consistent estimation using proxy-variables in models with missing observations |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
53 |
| Consistent estimation using proxy-variables in models with unobserved variables |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
226 |
| Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests |
1 |
1 |
1 |
107 |
1 |
3 |
9 |
358 |
| Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing |
0 |
0 |
1 |
104 |
0 |
2 |
11 |
157 |
| Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing |
1 |
1 |
2 |
43 |
1 |
3 |
13 |
141 |
| Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing |
0 |
0 |
1 |
134 |
1 |
2 |
11 |
220 |
| Dynamic models of R&D, innovation and productivity: panel data evidence for Dutch and French manufacturing |
0 |
0 |
1 |
104 |
1 |
2 |
8 |
165 |
| Efficiency gains due to using missing data procedures in regression models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Efficiency gains due to using missing data procedures in regression models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
10 |
| Efficient estimation of the geometric distributed lag model: some Monte Carlo results on small sample properties |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
31 |
| Financial Constraint and R&D Investment: Evidence from CIS |
1 |
3 |
16 |
233 |
7 |
14 |
57 |
630 |
| Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity? |
1 |
2 |
2 |
213 |
2 |
3 |
7 |
613 |
| Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity? |
1 |
1 |
4 |
98 |
3 |
6 |
17 |
383 |
| GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1,362 |
| Generalized least squares estimation of linear models containing rational future expectations |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
16 |
| Generalized least squares estimation of linear models containing rational future expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Have sequential interventions of Central Banks in foreign exchange been effective ? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
17 |
| Inflation Differentials and Excess Returns in the European Monetary System |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
574 |
| Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
194 |
| Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
288 |
| Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
122 |
| Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics |
0 |
0 |
1 |
68 |
0 |
0 |
7 |
219 |
| Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
180 |
| Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics |
0 |
0 |
1 |
72 |
0 |
0 |
3 |
269 |
| Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
31 |
| La demande d'engrais chimiques en Belgique: une approche bayésienne |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
| Labor market dynamics when effort depends on wage growth comparisons |
0 |
0 |
0 |
18 |
0 |
3 |
6 |
196 |
| Labor market dynamics when effort depends on wage growth comparisons |
0 |
0 |
0 |
66 |
0 |
1 |
3 |
354 |
| Large sample estimation and testing procedures for dynamic equation systems |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
44 |
| Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997 |
0 |
0 |
0 |
57 |
0 |
1 |
1 |
680 |
| Linear regression using both temporally aggregated and temporally disaggregated data |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| Linear regression using both temporally aggregated and temporally disaggregated data |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
23 |
| Macro-panels and Reality |
0 |
0 |
0 |
65 |
0 |
2 |
6 |
222 |
| Microeconometric Evidence of Financing Frictions and Innovative Activity |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
68 |
| Microeconometric Evidence of Financing Frictions and Innovative Activity |
0 |
0 |
1 |
15 |
0 |
1 |
2 |
53 |
| Microeconometric evidence of financing frictions and innovative activity |
0 |
0 |
0 |
38 |
2 |
4 |
4 |
74 |
| Microeconometric evidence of financing frictions and innovative activity - a revision |
0 |
1 |
1 |
64 |
0 |
1 |
8 |
101 |
| Missing observations in a quarterly model for the aggregate labor market in the Netherlands |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
8 |
| Missing observations in the dynamic regression model |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
21 |
| Missing observations in the dynamic regression model |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
50 |
| Modelling Financial Crises Mutation |
0 |
2 |
3 |
9 |
9 |
11 |
20 |
51 |
| Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation |
1 |
5 |
19 |
368 |
4 |
9 |
37 |
706 |
| Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation |
0 |
0 |
0 |
0 |
2 |
3 |
9 |
11 |
| On econometric modelling of incomplete data |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| On the Univariate Representation of BEKK Models with Common Factors |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
22 |
| On the Univariate Representation of BEKK Models with Common Factors |
0 |
0 |
1 |
76 |
1 |
7 |
16 |
167 |
| On the Univariate Representation of Multivariate Volatility Models with Common Factors |
0 |
0 |
1 |
33 |
0 |
2 |
7 |
95 |
| On the information value of (un)embedded network ties |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
172 |
| On univariate time series methods and simultaneous equation econometric models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Panel Cointegration Testing in the Presence of Common Factors |
0 |
0 |
0 |
480 |
1 |
2 |
6 |
1,386 |
| Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling |
0 |
2 |
5 |
598 |
0 |
2 |
7 |
1,448 |
| Parameter identification in ARMA-processes in the presence of regular but incomplete sampling |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
6 |
| Persistence of Innovation in Dutch Manufacturing: Is it Spurious? |
1 |
2 |
2 |
102 |
1 |
3 |
6 |
322 |
| Persistence of Innovation in Dutch Manufacturing: Is it Spurious? |
2 |
2 |
4 |
140 |
2 |
4 |
7 |
409 |
| Persistence of Innovation in Dutch Manufacturing: Is it Spurious? |
0 |
0 |
0 |
74 |
0 |
2 |
5 |
283 |
| Persistence of Innovation in Dutch Manufacturing: Is it Spurious? |
0 |
1 |
3 |
69 |
0 |
2 |
9 |
280 |
| Predictive accuracy gain from disaggregate sampling in ARIMA models |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
14 |
| Predictive accuracy gain from disaggregate sampling in ARIMA-models |
0 |
0 |
0 |
1 |
3 |
3 |
9 |
19 |
| Premia in Forward Foreign Exchange as Unobserved Components |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
304 |
| Premia in forward foreign exchange as unobserved components |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
11 |
| Premia in forward foreign exchange as unobserved components |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
| Recent Developments in Modeling Volatility in Financial Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
257 |
| Recent developments in modeling volatility in financial data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes |
1 |
2 |
3 |
126 |
2 |
4 |
9 |
337 |
| Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes |
0 |
0 |
0 |
45 |
1 |
4 |
5 |
67 |
| Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
339 |
| Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
14 |
| Stochastic implications of the life cycle consumption model under rational habit formation |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
44 |
| Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis |
0 |
0 |
1 |
138 |
0 |
0 |
8 |
278 |
| Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis |
1 |
1 |
1 |
27 |
1 |
2 |
3 |
74 |
| Structural econometric modelling and time series analysis towards an integrated approach |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
57 |
| Structural econometric modelling and time series analysis: an integrated approach |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
40 |
| Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling |
0 |
0 |
0 |
86 |
0 |
1 |
3 |
201 |
| Studying Co-movements in Large Multivariate Models Without Multivariate Modelling |
0 |
0 |
1 |
50 |
0 |
1 |
4 |
172 |
| Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands |
0 |
0 |
0 |
145 |
0 |
1 |
3 |
628 |
| Séries temporelles incomplètes en modélisation macroéconomique |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
| Testing for Common Cyclical Features in Nonstationary Panel Data Models |
0 |
0 |
0 |
89 |
1 |
1 |
1 |
379 |
| Testing for Common Cyclical Features in Var Models with Cointegration |
0 |
0 |
1 |
127 |
0 |
1 |
10 |
437 |
| Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
| Testing the dynamic specification of an econometric model with an application to Belgian data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models |
0 |
1 |
1 |
97 |
0 |
3 |
5 |
326 |
| The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models |
0 |
0 |
3 |
148 |
0 |
4 |
14 |
433 |
| The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models |
0 |
0 |
0 |
79 |
0 |
1 |
4 |
239 |
| The aggregate demand for money in the Netherlands: a new look at a study of the Bank of the Netherlands |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
147 |
| The construction and use of approximations for missing quarterly observations: A model-based approach |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
40 |
| The effectiveness of the international coffee agreement: a simulation study using a quarterly model of the world coffee market |
0 |
0 |
0 |
19 |
0 |
1 |
4 |
75 |
| The life cycle consumption model under structural changes in income and moving planning horizons |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
14 |
| The stochastic life cycle consumption model: theoretical results and empirical evidence |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
44 |
| Time series analysis and simultaneous equation econometric models |
0 |
0 |
4 |
15 |
0 |
2 |
12 |
43 |
| Time series and structural analysis of monetary models of the U.S. economy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
| To Combine or not to Combine? Issues of Combining Forecasts |
0 |
1 |
5 |
8 |
1 |
2 |
8 |
23 |
| To combine or not to combine? issues of combining forecasts |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
467 |
| Total Working Papers |
14 |
33 |
105 |
6,933 |
62 |
178 |
596 |
25,751 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Classification of Dutch Manufacturing based on a Model of Innovation |
0 |
0 |
0 |
29 |
0 |
2 |
5 |
149 |
| A Parametric Test of the Negativity of the Substitution Matrix |
1 |
1 |
1 |
13 |
2 |
3 |
5 |
132 |
| A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
104 |
| A Short-run Econometric Analysis of the International Coffee Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
543 |
| A dynamic contracting model for wages and employment in three European economies |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
97 |
| Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
109 |
| Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors |
0 |
0 |
1 |
82 |
0 |
1 |
6 |
236 |
| Asymptotic Least-Squares Estimation Efficiency Considerations and Applications |
0 |
1 |
3 |
202 |
0 |
1 |
3 |
541 |
| Banking and Debt Crises in Europe: The Dangerous Liaisons? |
0 |
1 |
1 |
95 |
0 |
4 |
10 |
290 |
| Bayesian model selection and prediction with empirical applications comments |
0 |
1 |
1 |
4 |
0 |
1 |
1 |
43 |
| Bootstrap Unit-Root Tests: Comparison and Extensions |
1 |
1 |
1 |
42 |
2 |
2 |
5 |
130 |
| Central bank FOREX interventions assessed using realized moments |
0 |
0 |
3 |
47 |
0 |
1 |
10 |
214 |
| Central bank intervention and exchange rate volatility, its continuous and jump components |
0 |
0 |
0 |
73 |
0 |
3 |
6 |
281 |
| Cointegration Testing in Panels with Common Factors |
0 |
0 |
1 |
132 |
0 |
1 |
5 |
338 |
| Common Intraday Periodicity |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
41 |
| Common cyclical features analysis in VAR models with cointegration |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
147 |
| Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Correction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
117 |
| Cross-sectional dependence robust block bootstrap panel unit root tests |
0 |
0 |
6 |
121 |
0 |
2 |
18 |
440 |
| Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing |
0 |
0 |
4 |
63 |
0 |
2 |
16 |
154 |
| Economic Theory and Structural Time Series Models for Aggregate Consumption |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
56 |
| Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
182 |
| Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? |
0 |
0 |
1 |
7 |
0 |
1 |
3 |
43 |
| Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
54 |
| Factor structures for panel and multivariate time series data |
0 |
1 |
1 |
55 |
0 |
1 |
2 |
136 |
| Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? |
0 |
1 |
2 |
61 |
5 |
8 |
13 |
230 |
| Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
179 |
| Inflation differentials and excess returns in the European Monetary System |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
100 |
| Information gathering through alliances |
0 |
0 |
1 |
44 |
0 |
0 |
2 |
114 |
| Interrelated Demand Rational Expectations Models for Two Types of Labour |
0 |
0 |
0 |
0 |
2 |
2 |
10 |
441 |
| Introduction to the special issue on International Finance |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
158 |
| Introduction to the special issue on behavioral finance |
0 |
0 |
2 |
136 |
0 |
0 |
6 |
329 |
| Labor market dynamics when effort depends on wage growth comparisons |
0 |
0 |
0 |
52 |
0 |
1 |
2 |
291 |
| Large sample estimation and testing procedures for dynamic equation systems |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
50 |
| Large sample estimation and testing procedures for dynamic equation systems |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
60 |
| Linear regression using both temporally aggregated and temporally disaggregated data |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
68 |
| Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
11 |
| Macro-panels and reality |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
65 |
| Martin M.G. Fase Retires from the Board of the Editors |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
44 |
| Missing Observations in the Dynamic Regression Model |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
210 |
| Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
9 |
| Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| Obituary |
1 |
1 |
1 |
18 |
1 |
1 |
1 |
38 |
| On the Univariate Representation of BEKK Models with Common Factors |
0 |
0 |
1 |
10 |
1 |
1 |
7 |
38 |
| On univariate time series methods and simultaneous equation econometric models |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
55 |
| PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling |
0 |
0 |
1 |
135 |
0 |
0 |
4 |
324 |
| Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles |
0 |
1 |
1 |
145 |
0 |
1 |
2 |
399 |
| Persistence of Innovation in Dutch Manufacturing: Is It Spurious? |
0 |
0 |
1 |
78 |
0 |
0 |
9 |
209 |
| Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
546 |
| Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
195 |
| Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
178 |
| Regret aversion and annuity risk in defined contribution pension plans |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
83 |
| Report of the chairman of the standing committee for Students' Affairs |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
22 |
| SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
218 |
| Sources of asymmetry in production factor dynamics |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
78 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
59 |
| Statistical Demand Functions for Food in the USA and the Netherlands |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
419 |
| Statistical Demand Functions for Food in the USA and the Netherlands: Reply |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
360 |
| Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis |
0 |
0 |
1 |
17 |
1 |
4 |
6 |
74 |
| Studying co-movements in large multivariate data prior to multivariate modelling |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
145 |
| Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach |
0 |
2 |
3 |
10 |
0 |
4 |
8 |
33 |
| Testing the dynamic specification of an econometric model with an application to Belgian data |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
37 |
| The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
66 |
| The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps |
0 |
0 |
0 |
0 |
3 |
10 |
33 |
846 |
| Time series analysis and simultaneous equation econometric models |
0 |
2 |
13 |
414 |
1 |
8 |
40 |
1,093 |
| Unraveling Trend and Stationary Components of Total Factor Productivity |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
7 |
| Wald Criteria for Jointly Testing Equality and Inequality Restriction s |
3 |
26 |
86 |
611 |
14 |
59 |
182 |
1,663 |
| Total Journal Articles |
6 |
39 |
138 |
3,343 |
34 |
130 |
463 |
14,136 |
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