239 key publications

• 

  van Everdingen, Y., Aghina, W. and Fok, D. (2005). Forecasting cross-population innovation diffusion: A Bayesian approach. International Journal of Research in Marketing, 22(3):293--308.

• 

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

• 

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

• 

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

• 

  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.

• 

  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.

• 

  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.

• 

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

• 

  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.

• 

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

• 

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

• 

  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.

• 

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

• 

  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.

• 

  Franses, P.H. and de Bruin, P. (2002). On data transformations and evidence of nonlinearity Computational Statistics and Data Analysis, 40:621--632.

• 

  van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165.

• 

  Verhoef, P., Franses, P.H. and Hoekstra, J. (2002). The effect of rational constructs on customer referrals and number of services purchased from a multiservice provider: does age of relationship matter? Journal of the Academy of Marketing Science, 30(3):202--216.
• Koopman, S. and Durbin, J. (2002). A simple and efficient smoother for state space time series analysis Biometrika, 89(3):603--616.