Laan, E., Salomon, M., Dekker, R. and van Wassenhove, L. (1999). Inventory control in hybrid systems with remanufacturing Management Science, 45(5):733--747.
639 key publications
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van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235. -
Dijksterhuis, MarjolijnS., Van Den Bosch, FransA.J. and Volberda, HenkW. (1999). Where Do New Organizational Forms Come From? Management Logics as a Source of Coevolution Organization Science, 10(5):519--690. -
Van Den Bosch, FransA.J., Volberda, HenkW. and De Boer, M. (1999). Coevolution of Firm Absorptive Capacity and Knowledge Environment: Organizational Forms and Combinative Capabilities Organization Science, 10(5):519--690. -
Lewin, ArieY. and Volberda, HenkW. (1999). Prolegomena on Coevolution: A Framework for Research on Strategy and New Organizational Forms Organization Science, 10(5):519--690. -
Frances, P., Prof. Kloek, T. and Lucas, A. (1998). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89(1-2):293--315. -
Sandmann, G. and Koopman, S.J. (1998). Estimation of stochastic volatility models via Monte Carlo maximum likelihood Journal of Econometrics, 87(2):271--301. -
Perotti, E. and Kulatilaka, N. (1998). Strategic Growth Options Management Science, 44(8):1021--1031. -
Frances, P. and Lucas, A. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468. -
Bloemen, H. (1997). Job search theory, labour supply and unemployment duration Journal of Econometrics, 79(2):305--325. -
Harvey, A., Koopman, S.J. and Riani, M. (1997). The modeling and seasonal adjustment of weekly observations Journal of Business and Economic Statistics, 15(3):354--368. -
Atkinson, A.C., Koopman, S.J. and Shephard, N. (1997). Detecting shocks: Outliers and breaks in time series Journal of Econometrics, 80(2):387--422. -
Koopman, S.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638. -
Franses, P.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380. -
Franses, P.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280. -
Ooms, M.(. and Franses, P.H. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment Journal of Business and Economic Statistics, 15(4):470--481. -
Durbin, J. and Koopman, S.J. (1997). Monte Carlo maximum likelihood estimation for non-Gaussian state space models Biometrika, 84(3):669--684.
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Boswijk, H., Franses, P. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80(1):167--193. -
van den Brink, J.R. and Gilles, R. (1996). Axiomatizations of the Conjunctive Permission Value for Games with Permission Structure Games and Economic Behavior, 12:113--126.
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Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175.