239 key publications

• 

  Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290.

• 

  Ooms, M. and Koopman, S. (2006). Forecasting daily time series using periodic unobserved components time series models Computational Statistics and Data Analysis, 51(2):885--903.

• 

  Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126.
• 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.

• 

  Bijwaard, G., Franses, P.H. and Paap, R. (2006). Modeling purchases as repeated events Journal of Business and Economic Statistics, 24(4):487--502.

• 

  Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309.

• 

  Amendola, A., Francq, C. and Koopman, S. (2006). Nonlinear Modelling and Financial Econometrics. Editorial Computational Statistics and Data Analysis, 51(4):2115--2117.

• 

  Sloot, L., Fok, D. and Verhoef, P. (2006). The Short- and Long-Term Impact of an Assortment Reduction on Category Sales Journal of Marketing Research, 43(4):536--548.

• 

  Tellis, G. and Franses, P.H. (2006). Optimal data interval for estimating advertising response Marketing Science, 25(3):217--229.

• 

  Fok, D., Horvath, C., Paap, R. and Franses, P.H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes Journal of Marketing Research, 43(3):443--461.

• 

  Barlow, J., Groenen, P., Park, H. and Zha, H. (2006). 2nd special issue on matrix computations and statistics. Computational Statistics and Data Analysis, 50(1):1--4.

• 

  Groenen, P., Winsberg, S., Rodriguez, O. and Diday, E. (2006). I-scal: multidimensional scaling of interval dissimilarities. Computational Statistics and Data Analysis, 51:360--378.

• 

  Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.

• 

  Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.
• Koopman, S., Lucas, A. and Klaassen, P. (2005). Empirical Credit Cycles and Capital Buffer Formation Journal of Banking and Finance, 29:3159--3179.

• 

  Siegmann, A. and Lucas, A. (2005). Discrete-time financial planning models under loss-averse preferences Operations Research, 53(3):403--414.

• 

  Franses, P.H. (2005). Diagnostics, expectations and endogeneity Journal of Marketing Research, 42(1):27--29.

• 

  Franses, P.H. (2005). On the use of econometric models for policy simulation in marketing Journal of Marketing Research, 42(1):4--14.

• 

  Franses, P.H. and van Oest, R.(. (2005). Which brands gain share from which brands? Inference from store-level scanner data Quantitative Marketing and Economics, 3(3):281--304.

• 

  Deun, K. and Groenen, P. (2005). Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi Operations Research, 53(6):957--967.