Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.
5 key publications
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Dordonnat, V., Koopman, S. and Ooms, M. (2012). Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Computational Statistics and Data Analysis, 56(11):3134--3152. -
Belsley, D.A., Kontoghiorghes, E.J., Van Dijk, H.K., Bauwens, L., Koopman, S.J., McAleer, M., Amendola, A., Billio, M., Croux, C., Chen, CathyW.S., Davidson, R., Duchesne, P., Foschi, P., Francq, C., Fuertes, A.M., Koop, G., Khalaf, L., Paolella, M., Pollock, D.S.G., Ruiz, E., Paap, R., Proietti, T., Winker, P., Yu, PhilipL.H., Zakoian, J.M. and Zeileis, A. (2012). The Annals of Computational and Financial Econometrics, first issue Computational Statistics and Data Analysis, 56(11):2991--2992. -
Fok, D., Paap, R. and Franses, P.H. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times Computational Statistics and Data Analysis, 56(11):3055--3069. -
Peers, Y., Fok, D. and Franses, P.H. (2012). Modeling Seasonality in New Product Diffusion Marketing Science, 31(2):351--364.