697 key publications

• 

  Fok, D. and Franses, P.H. (2002). Ordered logit analysis for selectively sampled data Computational Statistics and Data Analysis, 40(3):477--497.

• 

  Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280.

• 

  Kleibergen, F.(. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249.

• 

  Kleibergen, F. and Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration Journal of Econometrics, 111:223--249.
• Lucas, A., Spreij, P., Straetmans, S. and Klaassen, P. (2001). An analytical approach to credit risk of large corporate bond and loan portfolios Journal of Banking and Finance, 25(9):1635--1664.

• 

  Bleichrodt, H., Pinto, J. and Wakker, P. (2001). Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility Management Science, 47(11):1498--1514.

• 

  van der Klaauw, B. and van den Berg, G.J. (2001). Combining Micro and Macro Unemployment Duration Data Journal of Econometrics, 102(2):271--309.

• 

  Lucas, A. (2000). A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior Journal of Business and Economic Statistics, 18(1):31--39.
• Harvey, A. and Koopman, S. (2000). Signal Extraction and the Formulation of Unobserved Components Models Econometrics Journal, 3:84--107.

• 

  Bleichrodt, H. and Pinto, J. (2000). A parameter-free elicitation of the probability weighting function in medical decision analysis Management Science, 46(11):1485--1496.
• Taylor, N., van Dijk, D., Franses, P.H. and Lucas, A.(. (2000). SETS, arbitrage activity, and stock price dynamics Journal of Banking and Finance, 24(8):1289--1306.
• Koopman, S. and Durbin, J. (2000). Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives Journal of the Royal Statistical Society. Series B. Statistical Methodology, 62:3--56.
• Franses, P.H. and Taylor, A. (2000). Determining the order of differencing in seasonal time series processes Econometrics Journal, 3(2):250--264.

• 

  Koopman, S., Shephard, N. and Doornik, J. (1999). Statistical algorithms for models in state space using SsPack 2.2 Journal of Econometrics, (2):113--166.

• 

  Laan, E., Salomon, M., Dekker, R. and van Wassenhove, L. (1999). Inventory control in hybrid systems with remanufacturing Management Science, 45(5):733--747.

• 

  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.