6 key publications

• 

  Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60.

• 

  Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.

• 

  Franses, P.H. (1994). Modeling new product sales: an application of cointegration analysis International Journal of Research in Marketing.

• 

  Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration Journal of Business and Economic Statistics, 12:471--478.

• 

  Kleibergen, F. and van Dijk, HermanK. (1994). Direct cointegration testing in error correction models Journal of Econometrics, 63(1):61--103.
• Boswijk, H., Neudecker, H. and Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation Biometrika, 81(1):216--218.