697 key publications

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  Kleibergen, F. (2007). Generalizing weak intrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics Journal of Econometrics, 139(1):181--216.

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  Fok, D. and Franses, P.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.

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  Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255.

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  Pauwels, K., Srinivasan, S.(. and Franses, P.H. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1):83--100.

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  van den Brink, J.R. (2007). Null or Nullifying Players: The Difference between the Shapley Value and Equal Division Solutions Journal of Economic Theory, 136:767--775.

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  Wakker, P., Timmermans, D. and Machielse, I. (2007). The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Decisions Management Science, 53(11):1770--1784.
• Kole, E., Koedijk, .(. and Verbeek, M. (2007). Selecting copulas for risk management Journal of Banking and Finance, 31(8):2405--2423.

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  Heij, C., Groenen, P. and van Dijk, D. (2007). Forecast comparison of principal component regression and principal covariate regression. Computational Statistics and Data Analysis, 51(7):3612--3625.

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  Geweke, J., Groenen, P., Paap, R. and van Dijk, H. (2007). Computational techniques for applied econometric analysis of macroeconomic and financial processes. Computational Statistics and Data Analysis, 51(7):3506--3507.

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  Stremersch, S. and Lehmann, D. (2007). Editorial International Journal of Research in Marketing, 24(1):1--2.

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  van den Bergh, J.C.J.M., van Leeuwen, E.S., Oosterhuis, F., Rietveld, P. and Verhoef, E. (2007). Social learning by doing in sustainable transport innovations: ex-post analysis of common factors behind successes and failures Research Policy, 36:247--259.

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  Stremersch, S., Tellis, G., Franses, P.H. and Binken, J. (2007). Indirect Network Effects in New Product Growth Journal of Marketing, 71(3):52--74.

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  Bleichrodt, H., Abellan-Perpinan, J., Pinto-Prades, J. and Mendez-Martinez, I. (2007). Resolving Inconsistencies in Utility Measurement Under Risk: Tests of Generalizations of Expected Utility Management Science, 53(3):469--482.

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  van Dijk, D., Franses, P. and Boswijk, H. (2007). Absorption of shocks in nonlinear autoregressive models Computational Statistics and Data Analysis, 51(9):4206--4226.

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  Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.

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  Abdellaoui, M., Bleichrodt, H. and Paraschiv, C. (2007). Loss Aversion under Prospect Theory: A Parameter-Free Measurement Management Science, 53(10):1659--1674.

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  Hutzschenreuter, T., Pedersen, T. and Volberda, H. (2007). The Role of Path Dependency and Managerial Intentionality: A Perspective on International Business Research Journal of International Business Studies, 38(7):1055--1068.

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  Harvey, D. and van Dijk, D. (2006). Sample size, lag order and critical values of seasonal unit root tests. Computational Statistics and Data Analysis, 50:2734--2751.
• Lucas, A. and Klaassen, P. (2006). Discrete versus continuous state switching models for portfolio credit risk Journal of Banking and Finance, 30(1):23--35.

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  Volberda, H. (2006). Bridging IB theories, constructs and methods across cultures and social sciences Journal of International Business Studies, 37(2):280.