Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.
10 key publications
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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.
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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. -
Franses, P.H. (2005). Diagnostics, expectations and endogeneity Journal of Marketing Research, 42(1):27--29. -
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. -
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. -
Franses, P.H. (2005). On the use of econometric models for policy simulation in marketing Journal of Marketing Research, 42(1):4--14.