19 key publications

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  Harvey, D. and van Dijk, D. (2006). Sample size, lag order and critical values of seasonal unit root tests. Computational Statistics and Data Analysis, 50:2734--2751.
• Lucas, A. and Klaassen, P. (2006). Discrete versus continuous state switching models for portfolio credit risk Journal of Banking and Finance, 30(1):23--35.

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  Volberda, H. (2006). Bridging IB theories, constructs and methods across cultures and social sciences Journal of International Business Studies, 37(2):280.

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  Groenen, P., Winsberg, S., Rodriguez, O. and Diday, E. (2006). I-scal: multidimensional scaling of interval dissimilarities. Computational Statistics and Data Analysis, 51:360--378.

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  Jansen, .J.P., Van den Bosch, FransA.J. and Volberda, H. (2006). Exploratory Innovation, Exploitative Innovation, and Performance effects of organizational antecedents and environmental moderators Management Science, 52(11):1661--1674.

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  Barlow, J., Groenen, P., Park, H. and Zha, H. (2006). 2nd special issue on matrix computations and statistics. Computational Statistics and Data Analysis, 50(1):1--4.

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  Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309.

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  Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126.

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  Amendola, A., Francq, C. and Koopman, S. (2006). Nonlinear Modelling and Financial Econometrics. Editorial Computational Statistics and Data Analysis, 51(4):2115--2117.

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  Weitzel, U. and Berns, S. (2006). Cross-border takeovers, corruption, and related aspects of governance Journal of International Business Studies, 37(6):786--806.
• Kole, E., Koedijk, .(. and Verbeek, M. (2006). Portfolio Implications of Systemic Crises Journal of Banking and Finance, 30(8):2347--2369.

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  Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290.

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  Tellis, G. and Franses, P.H. (2006). Optimal data interval for estimating advertising response Marketing Science, 25(3):217--229.

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  Sloot, L., Fok, D. and Verhoef, P. (2006). The Short- and Long-Term Impact of an Assortment Reduction on Category Sales Journal of Marketing Research, 43(4):536--548.

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  Ooms, M. and Koopman, S. (2006). Forecasting daily time series using periodic unobserved components time series models Computational Statistics and Data Analysis, 51(2):885--903.

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  Perotti, E. and von Thadden, E.L. (2006). The Political Economy of Corporate Control and Labor Rents Journal of Political Economy, 114(1):145--174.

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  Bijwaard, G., Franses, P.H. and Paap, R. (2006). Modeling purchases as repeated events Journal of Business and Economic Statistics, 24(4):487--502.

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  Ghosh, M., Dutta, S. and Stremersch, S. (2006). Customizing Complex Products: When Should the Vendor Take Control ? Journal of Marketing Research, 43(4):664--679.

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  Fok, D., Horvath, C., Paap, R. and Franses, P.H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes Journal of Marketing Research, 43(3):443--461.