220 key publications

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

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

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

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  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.

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

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  Vogelsang, T. and Franses, P.H. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24.

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  Genton, M. and Lucas, A. (2005). Discussion of 'Breakdown and Groups' Annals of Statistics, 33(3):988--993.

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  Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.

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  Abadir, K. and Lucas, A. (2004). A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model Journal of Econometrics, 119(1):45--71.

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  Fok, D. and Franses, P.H. (2004). Analyzing the effects of a brand introduction on competitive structure using a market share attraction model International Journal of Research in Marketing, 21(2):159--177.

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  Wuyts, S.(., Stremersch, S., van den Bulte, C. and Franses, P.H. (2004). Vertical marketing systems for complex products: A triadic perspective Journal of Marketing Research, 41(4):479--487.

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  Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.

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  van der Klaauw, B. and Koning, R. (2003). Testing the normality assumption in the sample selection model with an application to travel demand Journal of Business and Economic Statistics, 21:31--42.

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  Donkers, B., Franses, P.H. and Verhoef, P. (2003). Selective Sampling for Binary Choice Models Journal of Marketing Research, 40(4):492--497.

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  Kleibergen, F. and Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics, 114:29--72.

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  Paap, R. and van Dijk, H. (2003). Bayes estimates of Markov trends in possibly cointegrated series: an application to U.S. consumption and income Journal of Business and Economic Statistics, 21(4):547--563.
• Genton, M. and Lucas, A. (2003). Comprehensive Definitions of Breakdown-Points for Independent Observations Journal of the Royal Statistical Society. Series B. Statistical Methodology, 65(1):81--94.

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  Kleibergen, F. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression Econometrica, 70:1781--1804.

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  Smith, R. and Boswijk, H. (2002). Finite sample and asymptotic methods in econometrics Journal of Econometrics, 111:135--140.
• Lucas, A., Klaassens, P., Spreij, P. and Straetmans, S. (2002). Erratum: An analytic approach to credit risk of large corporate bond and loan portfolios (Journal of Banking and Finance 25, 9 (1635-1664) PII: S0378-4266(00)00147-3) Journal of Banking and Finance, 26(1):201--202.