Bartelsman, EricJ., Caballero, R. and Lyons, RichardK. (1994). Customer and Supplier Driven Externalities American Economic Review, 38(84-4):1075--1084.
9 key publications
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Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60. -
Berglof, E. and Perotti, E. (1994). The governance structure of the Japanese financial keiretsu Journal of Financial Economics, 36(2):259--284. -
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. -
Sarin, R. and Wakker, P. (1994). Folding Back in Decision Tree Analysis Management Science, 40:625--628. -
Boswijk, H., Neudecker, H. and Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation Biometrika, 81(1):216--218.
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Franses, P.H. (1994). Modeling new product sales: an application of cointegration analysis International Journal of Research in Marketing. -
Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.