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Franz C. Palm

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Personal Details

First Name: Franz
Middle Name: C.
Last Name: Palm
Suffix:

RePEc Short-ID: ppa461

Email: [This author has chosen not to make the email address public]
Homepage: http://www.personeel.unimaas.nl/f.palm/
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Phone:

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Lists

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works
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  6. Number of Registered Citing Authors
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  8. Number of Journal Pages
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  10. Number of Journal Pages, Weighted by Recursive Impact Factor
  11. Number of Journal Pages, Weighted by Number of Authors
  12. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

Works

| Working papers | Articles | Books | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Driesen Bram & Perea Andrés & Peters Hans, 2009. "The Kalai-Smorodinsky Solution with Loss Aversion," Research Memoranda 030, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  2. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2009. "Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics," CIRANO Working Papers 2009s-29, CIRANO. [Downloadable!]
    Other versions:

  3. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2008. "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests," Research Memoranda 048, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  4. Sybrand Schim van der Loeff & Pierre Mohnen & Franz Palm & A. Tiwari, 2008. "Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    Published as:

  5. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
    Published as:

  6. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2007. "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  7. Mohnen, Pierre & Raymond, Wladimir & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," UNU-MERIT Working Paper Series 007, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    Other versions:

  8. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  9. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

  10. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Studying Co-movements in Large Multivariate Models Without Multivariate Modelling," Research Memoranda 032, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  11. Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "Financial Constraint and R&D Investment: Evidence from CIS," UNU-MERIT Working Paper Series 011, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]

  12. Hagedoorn, John & Letterie, Wilko & Palm, Franz, 2007. "On the information value of (un)embedded network ties," Research Memoranda 004, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  13. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2006. "Bootstrap Unit Root Tests: Comparison and Extensions," Research Memoranda 015, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

  14. Mohnen, Pierre & Schim van der Loeff, S. & Palm, Franz & Raymond, Wladimir, 2006. "Persistence of Innovation in Dutch Manufacturing: Is it Spurious?," UNU-MERIT Working Paper Series 011, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    Other versions:

  15. Bert Diederen & Pierre Mohnen & Franz Palm & Wladimir Raymond & Sybrand Schim van der Loeff, 2005. "Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing," CIRANO Working Papers 2005s-32, CIRANO. [Downloadable!]
    Other versions:

  16. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  17. Raymond,Wladimir & Mohnen,Pierre & Palm,Franz & Schim van der Loeff,Sybrand, 2004. "An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:

  18. Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre, 2004. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling," Research Memoranda 040, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  19. Beine,M. & Palm,F.C. & Laurent,S., 2003. "Central Bank Forex Interventions Assessed Using Realized Moments," Research Memoranda 057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:
    Published as:

  20. Hecq, A. & Palm, F. C. & Urbain, C. J.-P., 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Published as:

  21. van Kranenburg, Hans L. & Palm, Franz C. & Pfann, Gerard A., 2002. "Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," IZA Discussion Papers 565, Institute for the Study of Labor (IZA). [Downloadable!]

  22. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  23. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  24. Kranenburg,H.L.,van & Palm,F.C. & Pfann,G.A., 1998. "Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997," Research Memoranda 002, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  25. de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996. [Downloadable!]
    Other versions:
    Published as:

  26. de la Croix, David & Palm, Franz & Pfann, Gerard, 1993. "A Dynamic Contracting Model for Wages and Employment in three European Economies," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1993021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    Published as:

  27. Peter J G Vlaar & Franz C Palm, 1993. "Inflation Differentials and Excess Returns in the European Monetary System," CEPR Financial Markets Paper 0038, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
    Published as:

  28. PFANN, Gerard & PALM, Franz, 1992. "Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors," CORE Discussion Papers 1992017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Published as:

  29. Palm, F. & Zellner, A., 1991. "To combine or not to combine? issues of combining forecasts," CORE Discussion Papers 1991022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  30. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991. "Premia in Forward Foreign Exchange as Unobserved Components," Papers 9112, Tilburg - Center for Economic Research.

  31. Nijman, T.E. & Palm, F.C., 1991. "Recent Developments in Modeling Volatility in Financial Data," Papers 9168, Tilburg - Center for Economic Research.

  32. Pfann, G.A. & Palm, F.C., 1990. "Asymetric Adjustment Costs In Labour Demand Models With Empirical Evidence For The Dutch An U.K. Manufacturing Sectors," Economics Series Working Papers 9987, University of Oxford, Department of Economics.

  33. Nijman, T. & Palm, F., 1989. "Generalized Least Squares Estimation Of Linear Models Containing Rational Future Exepectations," Papers 8902, Tilburg - Center for Economic Research.
    Published as:

  34. Palm, F.C. & Vogelvang, E., 1989. "The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market," Serie Research Memoranda 0061, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  35. Palm, F.C. & Winder, C.C.A., 1987. "The life cycle consumption model under structural changes in income and moving planning horizons," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  36. Palm, F.C. & Vogelvang, E., 1986. "A short run econometric analysis of the international coffee market," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

  37. Palm, F.C. & Winder, C.C.A., 1986. "The stochastic life cycle consumption model : theoretical results and empirical evidence," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  38. Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  39. Palm, F.C. & Vogelvang, E., 1985. "An econometric analysis of the short-run demand for coffee," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  40. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  41. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  42. Palm, F.C. & Nijman, Th., 1983. "Consistent estimation using proxy-variables in models with missing observations," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  43. Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  44. Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

  45. Palm, F.C. & Sneek, J.M., 1981. "Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  46. Palm, F.C., 1981. "Structural econometric modelling and time series analysis : an integrated approach," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  47. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  48. Palm, F.C. & Nijman, Th., 1981. "Linear regression using both temporally aggregated and temporally disaggregated data," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

  49. Palm, F.C. & Kodde, D.A. & Vogelvang, E., 1980. "Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

  50. Blommestein, H.J. & Palm, F.C., 1979. "The aggregate demand for money in the Netherlands : a new look at a study of the Bank of the Netherlands," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  51. Palm, F.C. & Zellner, A., 1978. "Large sample estimation and testing procedures for dynamic equation systems," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

Articles

  1. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January. [Downloadable!] (restricted)
    Other versions:

  2. Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February. [Downloadable!] (restricted)
    Other versions:

  3. P. Mohnen & F. Palm & S. Loeff & A. Tiwari, 2008. "Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?," De Economist, Springer, vol. 156(2), pages 201-214, June. [Downloadable!] (restricted)
    Other versions:

  4. Franz C. Palm & Stephan Smeekes & Jean-Pierre Urbain, 2008. "Bootstrap Unit-Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 371-401, 03. [Downloadable!] (restricted)
    Other versions:

  5. Franz Palm, 2008. "Martin M.G. Fase Retires from the Board of the Editors," De Economist, Springer, vol. 156(1), pages 1-2, March. [Downloadable!] (restricted)

  6. Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C., 2008. "Regret aversion and annuity risk in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1050-1061, June. [Downloadable!] (restricted)

  7. Letterie, Wilko & Hagedoorn, John & van Kranenburg, Hans & Palm, Franz, 2008. "Information gathering through alliances," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 176-194, May. [Downloadable!] (restricted)

  8. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, vol. 99(3), pages 537-540, June. [Downloadable!] (restricted)
    Other versions:
    • Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  9. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 201-223. [Downloadable!]
    Other versions:

  10. Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain, 2006. "Cointegration Testing in Panels with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 683-719, December. [Downloadable!] (restricted)

  11. Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P., 2006. "Introduction to the special issue on International Finance," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 393-395, October. [Downloadable!] (restricted)

  12. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May. [Downloadable!] (restricted)

  13. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Loeff, 2006. "A Classification of Dutch Manufacturing based on a Model of Innovation," De Economist, Springer, vol. 154(1), pages 85-105, 03. [Downloadable!] (restricted)

  14. De Bondt, Werner & Palm, Franz & Wolff, Christian, 2004. "Introduction to the special issue on behavioral finance," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 423-427, September. [Downloadable!] (restricted)

  15. H. Van Kranenburg & F. Palm & G. Pfann, 2002. "Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," Review of Industrial Organization, Springer, vol. 21(3), pages 283-303, November. [Downloadable!] (restricted)

  16. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 273-307. [Downloadable!] (restricted)
    Other versions:

  17. Hoogstrate, Andre J & Palm, Franz C & Pfann, Gerard A, 2000. "Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 274-83, July.

  18. Hecq, Alain & Palm, Franz C & Urbain, Jean-Pierre, 2000. " Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 511-32, September. [Downloadable!] (restricted)

  19. Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000. "Labor market dynamics when effort depends on wage growth comparisons," Empirical Economics, Springer, vol. 25(3), pages 393-419. [Downloadable!] (restricted)
    Other versions:

  20. Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.

  21. Palm, Franz C. & Pfann, Gerard A., 1998. "Sources of asymmetry in production factor dynamics," Journal of Econometrics, Elsevier, vol. 82(2), pages 361-392, February. [Downloadable!] (restricted)

  22. Vlaar, P. J. G. & Palm, F. C., 1997. "Inflation differentials and excess returns in the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 1-20, April. [Downloadable!] (restricted)
    Other versions:

  23. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 643-45, Sept.-Oct. [Downloadable!]

  24. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 615-37, Sept.-Oct. [Downloadable!]

  25. de la Croix, David & Palm, Franz C. & Pfann, Gerard A., 1996. "A dynamic contracting model for wages and employment in three European economies," European Economic Review, Elsevier, vol. 40(2), pages 429-448, February. [Downloadable!] (restricted)
    Other versions:

  26. Franz C. Palm & Gérard A. Pfann, 1995. "Unraveling Trend and Stationary Components of Total Factor Productivity," Annales d'Economie et de Statistique, ADRES, issue 39, pages 03, Juillet-S. [Downloadable!]

  27. Palm, Franz C., 1995. "Bayesian model selection and prediction with empirical applications comments," Journal of Econometrics, Elsevier, vol. 69(1), pages 333-335, September. [Downloadable!] (restricted)

  28. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993. "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 361-65, July.

  29. Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P., 1993. "Statement by the editors," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 1-2, June. [Downloadable!] (restricted)

  30. Pfann, Gerard A & Palm, Franz C, 1993. "Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors," Review of Economic Studies, Blackwell Publishing, vol. 60(2), pages 397-412, April. [Downloadable!] (restricted)
    Other versions:

  31. Palm, Franz C & Peeters, H M M & Pfann, G A, 1993. "Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry," Empirical Economics, Springer, vol. 18(4), pages 639-71.

  32. Vlaar, Peter J G & Palm, Franz C, 1993. "The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 351-60, July.

  33. Palm, Franz C., 1992. "Report of the chairman of the standing committee for Students' Affairs," European Economic Review, Elsevier, vol. 36(2-3), pages 730-730, April. [Downloadable!] (restricted)

  34. Nijman, Theo & Palm, Franz, 1991. "Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 383-89, May. [Downloadable!] (restricted)
    Other versions:

  35. Kodde, D A & Palm, Franz C & Pfann, G A, 1990. "Asymptotic Least-Squares Estimation Efficiency Considerations and Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(3), pages 229-43, July-Sept. [Downloadable!] (restricted)

  36. Nijman, Theo E & Palm, Franz C, 1990. "Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-15, October.

  37. Palm, Franz C & Pfann, Gerard A, 1990. "Interrelated Demand Rational Expectations Models for Two Types of Labour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(1), pages 45-68, February.

  38. Franz C. Palm & Carlo C. A. Winder, 1990. "Economic Theory and Structural Time Series Models for Aggregate Consumption," Annales d'Economie et de Statistique, ADRES, issue 18, pages 02, Avril-Jui. [Downloadable!]

  39. C. C. A. Winder & F. C. Palm, 1989. "Intertemporal consumer behaviour under structural changes in income," Econometric Reviews, Taylor and Francis Journals, vol. 8(1), pages 1-87. [Downloadable!] (restricted)

  40. C. C. A. Winder & F. C. Palm, 1989. "Reply to comments on intertemporal consumer," Econometric Reviews, Taylor and Francis Journals, vol. 8(1), pages 143-148. [Downloadable!] (restricted)

  41. Theodore E. Nijman & Franz C. Palm, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annales d'Economie et de Statistique, ADRES, issue 12, pages 07, Octobre-D. [Downloadable!]

  42. Kodde, David A & Palm, Franz C, 1987. "A Parametric Test of the Negativity of the Substitution Matrix," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(3), pages 227-35, July. [Downloadable!] (restricted)

  43. Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.

  44. Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-48, September. [Downloadable!] (restricted)

  45. Palm, F C & Vogelvang, E, 1986. "A Short-run Econometric Analysis of the International Coffee Market," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 13(4), pages 451-76.
    Other versions:

  46. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-35, November. [Downloadable!] (restricted)
    Other versions:

  47. Palm, Franz C & Vogelvang, Engbert & Kodde, David A, 1984. "Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 579-601, October. [Downloadable!] (restricted)
    Other versions:

  48. Palm, F. C. & Nijman, T. E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 333-343, August. [Downloadable!] (restricted)
    Other versions:

  49. Palm, Franz & Zellner, Arnold, 1981. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September. [Downloadable!] (restricted)
    Other versions:
    Published as:

  50. Palm, Franz, 1977. "On univariate time series methods and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 5(3), pages 379-388, May. [Downloadable!] (restricted)

  51. Palm, Franz, 1976. "Testing the dynamic specification of an econometric model with an application to Belgian data," European Economic Review, Elsevier, vol. 8(3), pages 269-289, October. [Downloadable!] (restricted)

  52. Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May. [Downloadable!] (restricted)

Editor

  1. Journal of Empirical Finance, Elsevier.

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-05-26
  2. NEP-CBA: Central Banking (2) 2006-04-29 2006-05-27
  3. NEP-COM: Industrial Competition (1) 2009-07-28
  4. NEP-CSE: Economics of Strategic Management (1) 2009-08-16
  5. NEP-ECM: Econometrics (7) 2004-09-30 2006-01-01 2007-03-17 2007-04-09 2008-02-02 2008-07-20 2008-12-14 Author is listed
  6. NEP-ENT: Entrepreneurship (2) 2008-02-02 2009-08-16
  7. NEP-ETS: Econometric Time Series (5) 2004-09-30 2006-01-01 2008-02-02 2008-07-20 2008-12-14 Author is listed
  8. NEP-FMK: Financial Markets (2) 2006-04-29 2006-05-27
  9. NEP-GTH: Game Theory (1) 2006-03-25
  10. NEP-ICT: Information & Communication Technologies (1) 2007-03-17
  11. NEP-IFN: International Finance (2) 2004-04-25 2006-05-27
  12. NEP-INO: Innovation (11) 2004-08-02 2005-09-29 2005-10-04 2006-02-26 2006-04-08 2006-05-27 2007-03-17 2007-05-26 2008-02-02 2009-07-28 2009-08-16 Author is listed
  13. NEP-IPR: Intellectual Property Rights (2) 2007-05-26 2009-07-28
  14. NEP-MAC: Macroeconomics (1) 2007-04-09
  15. NEP-MIC: Microeconomics (4) 2005-10-04 2006-03-25 2007-05-26 2008-02-02
  16. NEP-MON: Monetary Economics (2) 2004-04-25 2006-05-27
  17. NEP-NET: Network Economics (1) 2007-03-17
  18. NEP-SBM: Small Business Management (2) 2009-07-28 2009-08-16
  19. NEP-SOC: Social Norms & Social Capital (2) 2005-10-04 2007-03-17
  20. NEP-TID: Technology & Industrial Dynamics (7) 2005-10-04 2006-02-26 2006-04-08 2006-05-27 2007-05-26 2009-07-28 2009-08-16 Author is listed
  21. NEP-TRA: Transition Economics (1) 2007-05-26
  22. NEP-UPT: Utility Models & Prospect Theory (1) 2006-04-29
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This page was last updated on 2009-11-24.

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