21
H index
35
i10 index
1758
Citations
Franz C. Palm : Citation Profile
Maastricht University | RESEARCH PRODUCTION: 69 Articles 120 Papers 1 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1972 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Franz C. Palm. | Is cited by:
| Cites to:
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Main data
Where Franz C. Palm has published?
Recent works citing Franz C. Palm (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | BAYESIAN SHRINKAGE ESTIMATION OF TIME-VARYING COVARIANCE MATRICES IN FINANCIAL TIME SERIES. (2018). , Amanda ; Ki, Wing. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:369-404. Full description at Econpapers || Download paper | |
| 2019 | Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16. Full description at Econpapers || Download paper | |
| 2019 | Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19. Full description at Econpapers || Download paper | |
| 2018 | A Novel Approach to Verifying Evaluation of Agricultural Products with Productive Efficiency: An Empirical Study. (2018). Rouf, Abdur. In: 2018 Conference (62nd), February 7-9, 2018, Adelaide, Australia. RePEc:ags:aare18:273523. Full description at Econpapers || Download paper | |
| 2018 | Rangeland cattle production in Uruguay: single-output versus multi-output efficiency measures. (2018). GarcÃa Suárez, Federico ; Ricetto, Molina C ; Quesada, Perez G ; Suarez, Garcia F. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277178. Full description at Econpapers || Download paper | |
| 2018 | Competitiveness of local food: an empirical analysis of the tomato market dynamics. (2018). Fang, Xin ; Leung, Pingsun ; Huang, Hui. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:266451. Full description at Econpapers || Download paper | |
| 2019 | “Green regions and local firms’ innovation”. (2019). Moreno, Rosina ; D'Agostino, Lorena ; Dagostino, Lorena M. In: AQR Working Papers. RePEc:aqr:wpaper:201902. Full description at Econpapers || Download paper | |
| 2018 | Technology networks: the autocatalytic origins of innovation. (2018). Zeppini, Paolo ; Room, Graham ; Napolitano, Lorenzo ; Pugliese, Emanuele ; Evangelou, Evangelos. In: Papers. RePEc:arx:papers:1708.03511. Full description at Econpapers || Download paper | |
| 2018 | Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1803.11467. Full description at Econpapers || Download paper | |
| 2019 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357. Full description at Econpapers || Download paper | |
| 2019 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991. Full description at Econpapers || Download paper | |
| 2019 | A Simple Uniformly Valid Test for Inequalities. (2019). Shi, Xiaoxia ; Cox, Gregory. In: Papers. RePEc:arx:papers:1907.06317. Full description at Econpapers || Download paper | |
| 2019 | Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661. Full description at Econpapers || Download paper | |
| 2018 | Profit Efficiency among Cotton Farmers: A Cobb-Douglass Stochastic Frontier Production Function Analysis. (2018). Bala, Muhammad ; Latif, Ismail Abd ; AbdLatif, Ismail ; Radam, Alias ; Shamsudin, Mad Nasir . In: Journal of Asian Scientific Research. RePEc:asi:joasrj:2018:p:237-246. Full description at Econpapers || Download paper | |
| 2019 | Shocks and labour cost adjustment: Evidence from a survey of European firms. (2019). Mathä, Thomas ; Wyszynski, Robert ; Wintr, Ladislav ; Rm, Tairi ; Millard, Stephen ; Matha, Thomas Y. In: BCL working papers. RePEc:bcl:bclwop:bclwp128. Full description at Econpapers || Download paper | |
| 2018 | Efficiency of Rice Farming in Ghana: Policy Implications for Rice Sector Development. (2018). Donkor, Emmanuel ; Ogundeji, Abiodun A ; Matthews, Nicolette . In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:149-161. Full description at Econpapers || Download paper | |
| 2018 | Technology Transfer and National Efficiency: Does Absorptive Capacity Matter?. (2018). Danquah, Michael ; Quartey, Peter ; Ouattara, Bazoumana. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:162-174. Full description at Econpapers || Download paper | |
| 2018 | Efficiency in wine grape production: comparing long†established and newly developed regions of South Africa. (2018). Vink, Nick ; Thirtle, Colin ; Conradie, Beatrice ; Piesse, Jenifer. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:2:p:203-212. Full description at Econpapers || Download paper | |
| 2018 | Multilevel empirics for small banks in local markets. (2018). Bonanno, Graziella ; Aiello, Francesco. In: Papers in Regional Science. RePEc:bla:presci:v:97:y:2018:i:4:p:1017-1037. Full description at Econpapers || Download paper | |
| 2019 | Shocks and labour cost adjustment: evidence from a survey of European firms. (2019). Mathä, Thomas ; Wyszyski, Robert ; Wintr, Ladislav ; Rm, Tairi ; Millard, Stephen ; Mathae, Thomas Y. In: Bank of England working papers. RePEc:boe:boeewp:0791. Full description at Econpapers || Download paper | |
| 2019 | Structural experimentation to distinguish between models of risk sharing with frictions in rural Paraguay. (2019). Schechter, Laura ; Ligon, Ethan . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt6vp5g054. Full description at Econpapers || Download paper | |
| 2018 | An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818. Full description at Econpapers || Download paper | |
| 2018 | Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: Working Papers. RePEc:crt:wpaper:1806. Full description at Econpapers || Download paper | |
| 2018 | Firm Size and Innovation in the Service Sector. (2018). Schiersch, Alexander ; Kritikos, Alexander ; Hafenstein, Marian ; Audretsch, David B. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1774. Full description at Econpapers || Download paper | |
| 2019 | Shocks and labour cost adjustment: evidence from a survey of European firms. (2019). Mathä, Thomas ; Wyszyski, Robert ; Wintr, Ladislav ; Rm, Tairi ; Millard, Stephen ; Matha, Thomas Y. In: Working Paper Series. RePEc:ecb:ecbwps:20192269. Full description at Econpapers || Download paper | |
| 2018 | The Internet of Things and Information Fusion: Who Talks to Who?. (2018). Biller, Stephan ; Tomlin, Brian ; Saghafian, Soroush. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-009. Full description at Econpapers || Download paper | |
| 2019 | Scientific value of econometric tourism demand studies. (2019). Onder, Irem ; Gunter, Ulrich ; Smeral, Egon. In: Annals of Tourism Research. RePEc:eee:anture:v:78:y:2019:i:c:13. Full description at Econpapers || Download paper | |
| 2019 | Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23. Full description at Econpapers || Download paper | |
| 2018 | Non-linear impact of product and process innovations on market power: A theoretical and empirical investigation. (2018). khachoo, Qayoom ; Sharma, Ruchi ; Dhanora, Madan. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:67-77. Full description at Econpapers || Download paper | |
| 2018 | A dynamic double hurdle model for remittances: evidence from Germany. (2018). Pigini, Claudia ; Lucchetti, Riccardo (Jack) ; Bettin, Giulia. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:365-377. Full description at Econpapers || Download paper | |
| 2019 | Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203. Full description at Econpapers || Download paper | |
| 2019 | Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224. Full description at Econpapers || Download paper | |
| 2018 | Capital market integration in ASEAN: A non-stationary panel data analysis. (2018). Chan, Kenneth S ; Lai, Jennifer T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:249-260. Full description at Econpapers || Download paper | |
| 2019 | Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46. Full description at Econpapers || Download paper | |
| 2018 | Does women’s participation in politics increase female labor participation? Evidence from panel data analysis. (2018). Lv, Zhike ; Yang, Rudai. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:35-38. Full description at Econpapers || Download paper | |
| 2018 | On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158. Full description at Econpapers || Download paper | |
| 2018 | A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:115-117. Full description at Econpapers || Download paper | |
| 2019 | Separate cointegration in a VAR system subject to structural breaks. (2019). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:19-23. Full description at Econpapers || Download paper | |
| 2018 | Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65. Full description at Econpapers || Download paper | |
| 2018 | Composite indirect inference with application to corporate risks. (2018). Gourieroux, C ; Monfort, A. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:30-45. Full description at Econpapers || Download paper | |
| 2018 | Panel data stochastic frontier model with determinants of persistent and transient inefficiency. (2018). Lai, Hung-Pin ; Kumbhakar, Subal C. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:746-755. Full description at Econpapers || Download paper | |
| 2019 | Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis. (2019). Tzeremes, Nickolaos ; POLEMIS, MICHAEL. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:3:p:1104-1118. Full description at Econpapers || Download paper | |
| 2018 | Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2019 | Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62. Full description at Econpapers || Download paper | |
| 2018 | Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526. Full description at Econpapers || Download paper | |
| 2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473. Full description at Econpapers || Download paper | |
| 2019 | Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135. Full description at Econpapers || Download paper | |
| 2018 | MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63. Full description at Econpapers || Download paper | |
| 2018 | Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747. Full description at Econpapers || Download paper | |
| 2019 | Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66. Full description at Econpapers || Download paper | |
| 2019 | Financial information and macroeconomic forecasts. (2019). Chen, Sophia ; Ranciere, Romain. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1160-1174. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Bitcoin risk measures: A robust approach. (2019). TrucÃos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847. Full description at Econpapers || Download paper | |
| 2018 | Sector spillovers in credit markets. (2018). Collet, Jerome ; Ielpo, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:267-278. Full description at Econpapers || Download paper | |
| 2019 | The role of international and domestic R&D outsourcing for firm innovation. (2019). Huergo, Elena ; Garcia-Vega, Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:775-792. Full description at Econpapers || Download paper | |
| 2019 | Unintended triadic closure in social networks: The strategic formation of research collaborations between French inventors. (2019). Roux, Pascale ; Cassi, Lorenzo ; Carayol, Nicolas ; Bergé, Laurent ; Berge, Laurent. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:218-238. Full description at Econpapers || Download paper | |
| 2019 | Too good to be true? Fallacies in evaluating risk factor models. (2019). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:451-471. Full description at Econpapers || Download paper | |
| 2018 | The debate on flexibility of environmental regulations, innovation capabilities and financial performance – A novel use of DEA. (2018). Ramanathan, Ramakrishnan ; Bentley, Yongmei. In: Omega. RePEc:eee:jomega:v:75:y:2018:i:c:p:131-138. Full description at Econpapers || Download paper | |
| 2019 | Coordinating judgmental forecasting: Coping with intentional biases. (2019). Dalen, Jan van ; Rook, Laurens ; van Dalen, Jan . In: Omega. RePEc:eee:jomega:v:87:y:2019:i:c:p:46-56. Full description at Econpapers || Download paper | |
| 2018 | Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market. (2018). He, Ling-Yun ; Jiang, Min ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:156-169. Full description at Econpapers || Download paper | |
| 2018 | Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190. Full description at Econpapers || Download paper | |
| 2018 | Organizational and human resource management and innovation: Which management practices are linked to product and/or process innovation?. (2018). Ito, Keiko ; Haneda, Shoko. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:1:p:194-208. Full description at Econpapers || Download paper | |
| 2018 | The economic impact of technological procurement for large-scale research infrastructures: Evidence from the Large Hadron Collider at CERN. (2018). Florio, Massimo ; Sirtori, Emanuela ; Rossi, Lucio ; Forte, Stefano ; Castelnovo, Paolo. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:9:p:1853-1867. Full description at Econpapers || Download paper | |
| 2019 | Innovation persistence and employment dynamics. (2019). Pellegrino, Gabriele ; Bianchini, Stefano. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:5:p:1171-1186. Full description at Econpapers || Download paper | |
| 2019 | Persistence of innovation and patterns of firm growth. (2019). Tamagni, Federico ; Guarascio, Dario. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:6:p:1493-1512. Full description at Econpapers || Download paper | |
| 2019 | Linear process bootstrap unit root test. (2019). Zou, Nan ; Politis, Dimitris N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:74-80. Full description at Econpapers || Download paper | |
| 2019 | New approach to the innovation process in emerging economies: The manufacturing sector case in Chile and Peru. (2019). Heredia, Jorge A ; Flores, Alejandro ; Kunc, Martin H ; Geldes, Cristian. In: Technovation. RePEc:eee:techno:v:79:y:2019:i:c:p:35-55. Full description at Econpapers || Download paper | |
| 2018 | Financial constraints and the failure of innovation projects. (2018). Garcia-Quevedo, Jose ; Teruel, Mercedes ; Segarra-Blasco, Agusti. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:127:y:2018:i:c:p:127-140. Full description at Econpapers || Download paper | |
| 2018 | Technology transfer, adoption of technology and the efficiency of nations: Empirical evidence from sub Saharan Africa. (2018). Danquah, Michael. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:131:y:2018:i:c:p:175-182. Full description at Econpapers || Download paper | |
| 2018 | Drivers of eco-innovation in the manufacturing sector of Nigeria. (2018). Sanni, Maruf. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:131:y:2018:i:c:p:303-314. Full description at Econpapers || Download paper | |
| 2018 | Technical efficiency of rice production in the delta of the Vu Gia Thu Bon river basin, Central Vietnam. (2018). Pedroso, Rui ; Le, Khac Phuc ; Dang, Khoa Tran ; van Le, AN ; Viet, Trinh Quoc ; Tran, Dang Hoa. In: World Development Perspectives. RePEc:eee:wodepe:v:9:y:2018:i:c:p:18-26. Full description at Econpapers || Download paper | |
| 2018 | Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916. Full description at Econpapers || Download paper | |
| 2019 | Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357. Full description at Econpapers || Download paper | |
| 2018 | Salario eficiente y crecimiento económico para el caso de América Latina. (Efficient wages and Economic Growth in Latin America).. (2018). Rodriguez, Tomas Gomez ; Bujari, Ali Aali ; Bolivar, Humberto Rios. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvii:y:2018:i:2:p:213-235. Full description at Econpapers || Download paper | |
| 2018 | On the robustness of the principal volatility components. (2018). Valls Pereira, Pedro ; Hotta, Luiz ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:474. Full description at Econpapers || Download paper | |
| 2019 | Central Bank credibility and inflation expectations: a microfounded forecasting approach. (2019). Soares, Ana Flavia ; Issler, Joo Victor. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:812. Full description at Econpapers || Download paper | |
| 2019 | Working Paper 04-19 - Tax incentives for business R&D in Belgium - Third evaluation. (2019). Dumont, Michel. In: Working Papers. RePEc:fpb:wpaper:1904. Full description at Econpapers || Download paper | |
| 2018 | On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root. (2018). Skrobotov, Anton ; Anton, Skrobotov. In: Working Papers. RePEc:gai:wpaper:wpaper-2018-302. Full description at Econpapers || Download paper | |
| 2019 | Covariance Prediction in Large Portfolio Allocation. (2019). , Andre ; Hotta, Luiz K ; Zevallos, Mauricio ; Trucios, Carlos . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:19-:d:229754. Full description at Econpapers || Download paper | |
| 2018 | Financial Innovation, Stock Market Development, and Economic Growth: An Application of ARDL Model. (2018). Qamruzzaman, MD ; Wei, Jianguo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:69-:d:161634. Full description at Econpapers || Download paper | |
| 2018 | The Effects of Diversification Activities on the Technical Efficiency of Organic Farms in Switzerland, Austria, and Southern Germany. (2018). Lakner, Sebastian ; Kantelhardt, Jochen ; Brummer, Bernhard ; Hoop, Daniel ; Kirchweger, Stefan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1304-:d:142759. Full description at Econpapers || Download paper | |
| 2019 | Environmental Efficiency of Organic and Conventional Cotton in Benin. (2019). Fadlaoui, Aziz ; Allali, Khalil. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3044-:d:235450. Full description at Econpapers || Download paper | |
| 2019 | Innovations’ Success and Failure in the Business Cycle. (2019). Ortiz, Javier ; Salas-Fumas, Vicente. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4187-:d:254288. Full description at Econpapers || Download paper | |
| 2019 | The Causal Effect of Access to Finance on Productivity of Small and Medium Enterprises in Vietnam. (2019). Que, Mai Thanh ; Xuan, Tran Dang ; Yoshida, Yuichiro ; Trung, Bui Huy ; Giang, Mai Huong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5451-:d:272689. Full description at Econpapers || Download paper | |
| 2019 | Assessing the Opportunities and Challenges of Green Finance in Italy: An Analysis of the Biomass Production Sector. (2019). Falcone, Pasquale Marcello ; Sica, Edgardo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:517-:d:199135. Full description at Econpapers || Download paper | |
| 2019 | Does Fertilizer Education Program Increase the Technical Efficiency of Chemical Fertilizer Use? Evidence from Wheat Production in China. (2019). Wang, Pingping ; Han, Yijun ; Li, Minghao ; Zhang, Wendong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:543-:d:199451. Full description at Econpapers || Download paper | |
| 2019 | Evaluating the Environmental-Technology Gaps of Rice Farms in Distinct Agro-Ecological Zones of Ghana. (2019). Siddig, Khalid ; Onumah, Edward E ; Wiredu, Alexander N ; Asravor, Jacob. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2072-:d:220731. Full description at Econpapers || Download paper | |
| 2019 | Collaboration with External Organizations and Technological Innovations: Evidence from Spanish Manufacturing Firms. (2019). Pinto, Jonathan ; Radicic, Dragana. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2479-:d:226461. Full description at Econpapers || Download paper | |
| 2018 | INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH. (2018). Nabavi, Pardis ; Lööf, Hans ; Baum, Christopher ; Loof, Hans. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0464. Full description at Econpapers || Download paper | |
| 2019 | The Role of Obstacles to Innovation on Innovative Activities: An Empirical Analysis. (2019). Zahler, Andres ; Goya, Daniel ; Caamao, Matias. In: IDB Publications (Working Papers). RePEc:idb:brikps:73. Full description at Econpapers || Download paper | |
| 2019 | Efectos de corto y largo plazo de los programas de condonación de créditos fiscales en la recaudación del Impuesto al Valor Agregado. (2019). Mata, Leovardo ; Beltran, Jaime H ; Moreno, Javier. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:1:p:113-128. Full description at Econpapers || Download paper | |
| 2019 | “Green regions and local firms’ innovation”. (2019). Moreno, Rosina ; D'Agostino, Lorena ; Dagostino, Lorena M. In: IREA Working Papers. RePEc:ira:wpaper:201903. Full description at Econpapers || Download paper | |
| 2018 | Outliers and misleading leverage effect in asymmetric GARCH-type models. (2018). Carnero, M. Angeles ; Espartero, Ana Perez. In: Working Papers. Serie AD. RePEc:ivi:wpasad:2018-01. Full description at Econpapers || Download paper | |
| 2018 | Firm Size and Innovation in the Service Sector. (2018). Schiersch, Alexander ; Kritikos, Alexander ; Hafenstein, Marian ; Audretsch, David. In: IZA Discussion Papers. RePEc:iza:izadps:dp12035. Full description at Econpapers || Download paper | |
| 2018 | Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach. (2018). Lai, Yi-Hao ; Chung, Wei-Shih ; Wang, Yi-Chiuan. In: Journal of Economics and Management. RePEc:jec:journl:v:14:y:2018:i:1:p:51-66. Full description at Econpapers || Download paper | |
| 2018 | Comparison of Stochastic Frontier Approaches for Estimating National Efficiency: An Application to Sub-Saharan African Countries. (2018). Danquah, Michael ; Ouattara, Bazoumana. In: Journal of Economic Development. RePEc:jed:journl:v:43:y:2018:i:3:p:119-142. Full description at Econpapers || Download paper | |
| 2018 | The Impact of Credit Rating on Innovation in a Two-Sector Evolutionary Model. (2018). Assmuth, Pascal. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-017-9712-6. Full description at Econpapers || Download paper | |
| 2018 | Stock Market Contagion: a New Approach. (2018). Lyócsa, Štefan ; Horvath, Roman ; Lyocsa, Tefan. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9481-4. Full description at Econpapers || Download paper | |
| 2018 | Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9477-0. Full description at Econpapers || Download paper | |
| 2019 | Radical Innovations: The Role of Knowledge Acquisition from Abroad. (2019). Badillo, Erika Raquel ; Moreno, Rosina ; Tojeiro-Rivero, Damian. In: Review of Industrial Organization. RePEc:kap:revind:v:55:y:2019:i:2:d:10.1007_s11151-018-9659-3. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Franz C. Palm is editor of
| Journal | |
|---|---|
| Journal of Empirical Finance |
Franz C. Palm has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Franz C. Palm:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1988 | Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1987 | Consistent estimation of regression models with incompletely observed exogenous variables.(1987) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1988 | Consistent estimation of regression models with incompletely observed exogenous variables.(1988) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | Economic Theory and Structural Time Series Models for Aggregate Consumption In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Unraveling Trend and Stationary Components of Total Factor Productivity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2019 | A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 90 |
| 1993 | Premia in Forward Foreign Exchange as Unobserved Components: A Note. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 17 |
| 2000 | Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 22 |
| 1986 | The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 6 |
| 1985 | The construction and use of approximations for missing quarterly observations : A model-based approach.(1985) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1990 | Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 19 |
| 1987 | Predictive accuracy gain from disaggregate sampling in ARIMA-models.(1987) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1990 | Predictive accuracy gain from disaggregate sampling in ARIMA models.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2016 | Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 1 |
| 2017 | Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 1990 | PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 1990 | Parameter identification in ARMA-processes in the presence of regular but incomplete sampling.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | Bootstrap Unit-Root Tests: Comparison and Extensions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 34 |
| 2006 | Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 1990 | Interrelated Demand Rational Expectations Models for Two Types of Labour. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 5 |
| 2000 | Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 50 |
| 2006 | Cointegration Testing in Panels with Common Factors In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 55 |
| 2016 | On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2016 | On the Univariate Representation of BEKK Models with Common Factors.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | On the Univariate Representation of BEKK Models with Common Factors.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2004 | An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2004 | An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications.(2004) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2004 | An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications.(2004) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2004 | An emprically-based taxonomy of Dutch manufacturing: innovation policy implications.(2004) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2006 | Persistence of Innovation in Dutch Manufacturing: Is it Spurious? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 115 |
| 2006 | Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2010 | Persistence of Innovation in Dutch Manufacturing: Is It Spurious?.(2010) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
| 2006 | Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2006 | Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: MERIT Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2007 | The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2007 | The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models.(2007) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models.(2007) In: MERIT Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 60 |
| 2008 | Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?.(2008) In: De Economist. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2008 | Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity?.(2008) In: MERIT Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2000 | Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics.(2009) In: MERIT Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics.(2009) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2010 | Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2013 | Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2015 | Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing.(2015) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2013 | Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing.(2013) In: MERIT Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2013 | Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2013 | Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing.(2013) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2001 | Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 28 |
| 2013 | Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis.(2014) In: De Economist. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis.(2011) In: CREPP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2014 | Microeconometric Evidence of Financing Frictions and Innovative Activity In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Microeconometric Evidence of Financing Frictions and Innovative Activity.(2012) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Microeconometric evidence of financing frictions and innovative activity.(2012) In: MERIT Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2002 | SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2005 | Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing.(2006) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2005 | Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing.(2005) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1991 | To combine or not to combine? issues of combining forecasts. In: CORE Discussion Papers. [Citation analysis] | paper | 20 |
| 1992 | To Combine or not to Combine? Issues of Combining Forecasts.(1992) In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1992 | Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
| 1993 | Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors.(1993) In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 1993 | Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
| 2004 | Central Bank forex interventions assessed using realized moments In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Central bank FOREX interventions assessed using realized moments.(2009) In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2009 | Central bank FOREX interventions assessed using realized moments.(2009) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2003 | Central Bank Forex Interventions Assessed Using Realized Moments.(2003) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1972 | La demande dengrais chimiques en Belgique: une approche bayésienne In: CORE Discussion Papers RP. [Citation analysis] | paper | 0 |
| 1974 | Time series analysis and simultaneous equation econometric models In: CORE Discussion Papers RP. [Full Text][Citation analysis] | paper | 130 |
| 1974 | Time series analysis and simultaneous equation econometric models.(1974) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | article | |
| 1975 | Time series and structural analysis of monetary models of the U.S. economy In: CORE Discussion Papers RP. [Citation analysis] | paper | 1 |
| 1976 | Analyse chronologique. Spécification de modèles dynamiques à équations simultanées In: CORE Discussion Papers RP. [Citation analysis] | paper | 0 |
| 1976 | Testing the dynamic specification of an econometric model with an application to Belgian data In: CORE Discussion Papers RP. [Full Text][Citation analysis] | paper | 2 |
| 1976 | Testing the dynamic specification of an econometric model with an application to Belgian data.(1976) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1977 | On univariate time series methods and simultaneous equation econometric models In: CORE Discussion Papers RP. [Full Text][Citation analysis] | paper | 7 |
| 1977 | On univariate time series methods and simultaneous equation econometric models.(1977) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 1993 | Inflation Differentials and Excess Returns in the European Monetary System In: CEPR Financial Markets Paper. [Citation analysis] | paper | 2 |
| 1997 | Inflation differentials and excess returns in the European Monetary System.(1997) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1993 | A Dynamic Contracting Model for Wages and Employment in three European Economies In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Citation analysis] | paper | 12 |
| 1996 | A dynamic contracting model for wages and employment in three European economies.(1996) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 1996 | Labor market dynamics when effort depends on wage growth comparisons In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 5 |
| 2000 | Labor market dynamics when effort depends on wage growth comparisons.(2000) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1996 | Labor market dynamics when effort depends on wage growth comparisons.(1996) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1991 | Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 1 |
| 1996 | Stochastic implications of the life cycle consumption model under rational habit formation In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 1 |
| 2010 | A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
| 2007 | A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes In: SOEPpapers on Multidisciplinary Panel Data Research. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1984 | Missing Observations in the Dynamic Regression Model. In: Econometrica. [Full Text][Citation analysis] | article | 23 |
| 1984 | Missing observations in the dynamic regression model.(1984) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 1982 | Missing observations in the dynamic regression model.(1982) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 1986 | Wald Criteria for Jointly Testing Equality and Inequality Restriction s. In: Econometrica. [Full Text][Citation analysis] | article | 393 |
| 2000 | Correction In: Econometrica. [Citation analysis] | article | 1 |
| 2016 | Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 15 |
| 2016 | Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2008 | Macro-panels and reality In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | Macro-panels and Reality.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1980 | Large sample estimation and testing procedures for dynamic equation systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1981 | Large sample estimation and testing procedures for dynamic equation systems.(1981) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1978 | Large sample estimation and testing procedures for dynamic equation systems.(1978) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
| 2009 | Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2008 | Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2011 | Factor structures for panel and multivariate time series data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
| 2008 | Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1982 | Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1982 | Linear regression using both temporally aggregated and temporally disaggregated data.(1982) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1981 | Linear regression using both temporally aggregated and temporally disaggregated data.(1981) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1995 | Bayesian model selection and prediction with empirical applications comments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1998 | Sources of asymmetry in production factor dynamics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1992 | Report of the chairman of the standing committee for Students Affairs In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2004 | Introduction to the special issue on behavioral finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Introduction to the special issue on International Finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Obituary In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 1993 | Statement by the editors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Information gathering through alliances In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 16 |
| 2007 | Central bank intervention and exchange rate volatility, its continuous and jump components In: Working Papers. [Full Text][Citation analysis] | paper | 48 |
| 2007 | Central bank intervention and exchange rate volatility, its continuous and jump components.(2007) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2007 | Central Bank intervention and exchange rate volatility: its continuous and jump components.(2007) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1989 | GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 0 |
| 1991 | Generalized least squares estimation of linear models containing rational future expectations.(1991) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1989 | Generalized least squares estimation of linear models containing rational future expectations.(1989) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1991 | Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations..(1991) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1991 | Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 20 |
| 1991 | Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1993 | Premia in forward foreign exchange as unobserved components.(1993) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1991 | Recent Developments in Modeling Volatility in Financial Data. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 0 |
| 1991 | Recent developments in modeling volatility in financial data.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Post-Print. [Citation analysis] | paper | 4 |
| 2012 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1984 | Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1980 | Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties.(1980) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation In: Management Science. [Full Text][Citation analysis] | article | 4 |
| 2002 | Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 15 |
| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands: Reply. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1987 | A Parametric Test of the Negativity of the Substitution Matrix. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1990 | Asymptotic Least-Squares Estimation Efficiency Considerations and Applications. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 38 |
| 2006 | A Classification of Dutch Manufacturing based on a Model of Innovation In: De Economist. [Full Text][Citation analysis] | article | 6 |
| 2008 | Martin M.G. Fase Retires from the Board of the Editors In: De Economist. [Full Text][Citation analysis] | article | 0 |
| 2010 | Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist. [Full Text][Citation analysis] | article | 16 |
| 2002 | Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands In: Review of Industrial Organization. [Full Text][Citation analysis] | article | 7 |
| 2011 | Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 0 |
| 1986 | A Short-run Econometric Analysis of the International Coffee Market. In: European Review of Agricultural Economics. [Citation analysis] | article | 5 |
| 1986 | A short run econometric analysis of the international coffee market.(1986) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Common Intraday Periodicity In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2011 | Common intraday periodicity.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1990 | ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS. In: Economics Series Working Papers. [Citation analysis] | paper | 2 |
| 1993 | The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry. In: Empirical Economics. [Citation analysis] | article | 7 |
| 2010 | Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling In: Econometric Reviews. [Full Text][Citation analysis] | article | 47 |
| 2004 | Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling.(2004) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1986 | Efficiency gains due to using missing data procedures in regression models In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
| 1988 | Efficiency gains due to using missing data procedures in regression models.(1988) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1986 | Consistent estimation of rational expectation models In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Séries temporelles incomplètes en modélisation macroéconomique In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 1985 | On econometric modelling of incomplete data In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Central bank intervention in the foreign exchange markets assessed using realized moments In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Have sequential interventions of Central Banks in foreign exchange been effective ? In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
| 1998 | Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997. In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Panel Cointegration Testing in the Presence of Common Factors In: Research Memorandum. [Full Text][Citation analysis] | paper | 9 |
| 2007 | On the information value of (un)embedded network ties In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Studying Co-movements in Large Multivariate Models Without Multivariate Modelling In: Research Memorandum. [Full Text][Citation analysis] | paper | 4 |
| 2011 | On the Univariate Representation of Multivariate Volatility Models with Common Factors In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Financial Constraint and R&D Investment: Evidence from CIS In: MERIT Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2013 | Microeconometric evidence of financing frictions and innovative activity - a revision In: MERIT Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1979 | The aggregate demand for money in the Netherlands : a new look at a study of the Bank of the Netherlands In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1981 | Structural econometric modelling and time series analysis : an integrated approach In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
| 1981 | Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1981 | Structural econometric modelling and time series analysis towards an integrated approach In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
| 1982 | Computing wald criteria for nested hypotheses with Econometric Applications In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Consistent estimation using proxy-variables in models with missing observations In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Consistent estimation using proxy-variables in models with unobserved variables In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Missing observations in a quarterly model for the aggregate labor market in the Netherlands In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Computing wald criteria for nested hypotheses In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1985 | An econometric analysis of the short-run demand for coffee In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1986 | The stochastic life cycle consumption model : theoretical results and empirical evidence In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
| 1987 | The life cycle consumption model under structural changes in income and moving planning horizons In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 1989 | The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
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