Publications

by members of

Afdeling Econometrie and Operations Research
School of Business and Economics
Vrije Universiteit Amsterdam
Amsterdam, Netherlands

(Department of Econometrics and Operations Research, VU University Amsterdam)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

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| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2024

1. Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024. "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers 24-003/III, Tinbergen Institute.
   
   • Blasques, F. & van Brummelen, J. & Gorgi, P. & Koopman, S.J., 2024. "A robust Beveridge–Nelson decomposition using a score-driven approach with an application," Economics Letters, Elsevier, vol. 236(C).
2. F. Blasques & S.J. Koopman & G. Mingoli & S. Telg, 2024. "A Novel Test for the Presence of Local Explosive Dynamics," Tinbergen Institute Discussion Papers 24-036/III, Tinbergen Institute.
3. Lucas P. Harlaar & Jacques J.F. Commandeur & Jan A. van den Brakel & Siem Jan Koopman & Niels Bos & Frits D. Bijleveld, 2024. "Statistical Early Warning Models with Applications," Tinbergen Institute Discussion Papers 24-037/III, Tinbergen Institute.
4. Stauskas, Ovidijus & De Vos, Ignace, 2024. "Handling Distinct Correlated Effects with CCE," MPRA Paper 120194, University Library of Munich, Germany.

2023

1. Khmelnitskaya, A.B. & van der Laan, G. & Talman, A.J.J., 2023. "The number of ways to construct a connected graph: A graph-based generalization of the binomial coefficients," Other publications TiSEM 41c49b74-1ba6-4d77-9d47-4, Tilburg University, School of Economics and Management.
2. F. Blasques & P. Gorgi & S. J. Koopman & J. Sampi, 2023. "Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model," Tinbergen Institute Discussion Papers 23-007/IVI, Tinbergen Institute.
3. Mariia Artemova & Francisco Blasques & Siem Jan Koopman, 2023. "A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors," Tinbergen Institute Discussion Papers 23-021/III, Tinbergen Institute.
4. Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023. "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers 23-065/III, Tinbergen Institute, revised 01 Mar 2024.
5. Mirko Armillotta & Paolo Gorgi, 2023. "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers 23-054/III, Tinbergen Institute.

2022

1. Ilka van de Werve & Siem Jan Koopman, 2022. "Finding the European crime drop using a panel data model with stochastic trends," Tinbergen Institute Discussion Papers 22-089/III, Tinbergen Institute.
2. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
3. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.

2021

1. Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021. "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers 21-006/III, Tinbergen Institute.
2. Siem Jan Koopman & Julia Schaumburg & Quint Wiersma, 2021. "Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels," Tinbergen Institute Discussion Papers 21-008/III, Tinbergen Institute.
3. Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021. "Time-varying state correlations in state space models and their estimation via indirect inference," Tinbergen Institute Discussion Papers 21-020/III, Tinbergen Institute.
4. Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg, 2021. "Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors," Tinbergen Institute Discussion Papers 21-056/III, Tinbergen Institute.
5. Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021. "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers 21-057/III, Tinbergen Institute.
6. Calza, Alessandro & Hey, Julius-Benjamin & Parrini, Alessandro & Sauer, Stephan, 2021. "Corporate loans, banks’ internal risk estimates and central bank collateral: evidence from the euro area," Working Paper Series 2579, European Central Bank.
7. De Vos, Ignace & Stauskas, Ovidijus, 2021. "Bootstrap Improved Inference for Factor-Augmented Regressions with CCE," Working Papers 2021:16, Lund University, Department of Economics.
8. De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
   
   • Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021. "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1013, Ghent University, Faculty of Economics and Business Administration.
9. Anna Dubinova & Andre Lucas & Sean Telg, 2021. "COVID-19, Credit Risk and Macro Fundamentals," Tinbergen Institute Discussion Papers 21-059/III, Tinbergen Institute.
10. Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021. "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers 23-039/III, Tinbergen Institute.

2020

1. Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020. "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers 20-035/III, Tinbergen Institute.
   
   • Magnus, Jan R. & Pijls, Henk G.J. & Sentana, Enrique, 2021. "The Jacobian of the exponential function," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
   • Jan R. Magnus & Henk G. J. Pijls & Enrique Sentana, 2020. "The Jacobian of the Exponential Function," Working Papers wp2020_2005, CEMFI.
2. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers 20-015/III, Tinbergen Institute.
   
   • De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, vol. 230(2), pages 299-317.
   • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
3. Masako Ikefuji & Jan R. Magnus, 2020. "The perception of climate sensitivity: Revealing priors from posteriors," Tinbergen Institute Discussion Papers 20-046/III, Tinbergen Institute.
   
   • Masako Ikefuji & Jan R. Magnus, 2020. "The perception of climate sensitivity: Revealing priors from posteriors," ISER Discussion Paper 1111, Institute of Social and Economic Research, The University of Osaka.
4. Jan R. Magnus & Enrique Sentana, 2020. "Zero-diagonality as a linear structure," Tinbergen Institute Discussion Papers 20-039/III, Tinbergen Institute.
   
   • Magnus, Jan R. & Sentana, Enrique, 2020. "Zero-diagonality as a linear structure," Economics Letters, Elsevier, vol. 196(C).
   • Jan R. Magnus & Enrique Sentana, 2020. "Zero-Diagonality as a Linear Structure," Working Papers wp2020_2016, CEMFI.
5. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020. "A statistical model of the global carbon budget," CREATES Research Papers 2020-18, Department of Economics and Business Economics, Aarhus University.
6. Paolo Gorgi & Siem Jan Koopman, 2020. "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers 20-004/III, Tinbergen Institute.
   
   • Gorgi, P. & Koopman, S.J., 2023. "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, vol. 237(2).
7. Paolo Gorgi & Siem Jan Koopman & Rutger Lit, 2020. "Estimation of final standings in football competitions with premature ending: the case of COVID-19," Tinbergen Institute Discussion Papers 20-070/III, Tinbergen Institute.
   
   • P. Gorgi & S. J. Koopman & R. Lit, 2023. "Estimation of final standings in football competitions with a premature ending: the case of COVID-19," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(1), pages 233-250, March.
8. Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
   
   • Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021. "Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
9. Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
   
   • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
   • Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
   • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
   • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.

2019

1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
   
   • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Posterior moments and quantiles for the normal location model with Laplace prior," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(17), pages 4039-4049, August.
2. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
   
   • Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
3. Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk, 2019. "Partially Censored Posterior for robust and efficient risk evaluation," Working Paper 2019/12, Norges Bank.
   
   • Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020. "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, vol. 217(2), pages 335-355.
   • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019. "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers 19-057/III, Tinbergen Institute.
4. Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman, 2019. "Bayesian Risk Forecasting for Long Horizons," Tinbergen Institute Discussion Papers 19-018/III, Tinbergen Institute.
5. Hecq, Alain & Issler, João Victor & Telg, Sean, 2019. "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 810, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
   
   • Alain Hecq & Joao Victor Issler & Sean Telg, 2020. "Mixed causal–noncausal autoregressions with exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 328-343, April.

2018

1. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2018. "Earthquake risk embedded in property prices: Evidence from five Japanese cities," Tinbergen Institute Discussion Papers 18-061/III, Tinbergen Institute.
   
   • Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2022. "Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(537), pages 82-93, January.
2. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," EIEF Working Papers Series 1802, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2018.
   
   • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 217-222, April.
3. Takayuki Oishi & Gerard van der Laan & René van den Brink, 2018. "The Tort Law and the Nucleolus for Generalized Joint Liability Problems," Discussion Papers 37, Meisei University, School of Economics.
4. van der Laan, G. & Talman, Dolf & Yang, Z., 2018. "Equilibrium in the Assignment Market under Budget Constraints," Discussion Paper 2018-046, Tilburg University, Center for Economic Research.
   
   • van der Laan, G. & Talman, Dolf & Yang, Z., 2018. "Equilibrium in the Assignment Market under Budget Constraints," Other publications TiSEM 965cd6c8-4f09-47c4-a101-1, Tilburg University, School of Economics and Management.
   • Gerard van der Laan & Dolf Talman & Zaifu Yang, 2018. "Equilibrium in the Assignment Market under Budget Constraints," Discussion Papers 18/17, Department of Economics, University of York.
5. P. Gorgi & Siem Jan (S.J.) Koopman & R. Lit, 2018. "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model," Tinbergen Institute Discussion Papers 18-009/III, Tinbergen Institute.
6. Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018. "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers 18-013/III, Tinbergen Institute.
   
   • Blasques, F. & Gorgi, P. & Koopman, S.J., 2021. "Missing observations in observation-driven time series models," Journal of Econometrics, Elsevier, vol. 221(2), pages 542-568.
7. Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li, 2018. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," Tinbergen Institute Discussion Papers 18-026/III, Tinbergen Institute.
   
   • Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng, 2019. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1735-1747.
8. Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
9. Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018. "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers 18-088/III, Tinbergen Institute.
   
   • Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022. "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
10. Arantza (M.A.) Estevez-Fernandez & Herbert Hamers, 2018. "Chinese postman games with repeated players," Tinbergen Institute Discussion Papers 18-081/II, Tinbergen Institute.
11. Alexander Heinemann & Sean Telg, 2018. "A Residual Bootstrap for Conditional Expected Shortfall," Papers 1811.11557, arXiv.org.

2017

1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017. "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series 1711, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2017.
   
   • De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018. "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, vol. 204(1), pages 1-17.
   • Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
2. Jan R. Magnus & Anatoly A. Peresetsky, 2017. "Grade Expectations: Rationality and Overconfidence," Tinbergen Institute Discussion Papers 17-054/III, Tinbergen Institute.
3. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2017. "Perfection and stability of stationary points with applications to noncooperative games," Center for Mathematical Economics Working Papers 344, Center for Mathematical Economics, Bielefeld University.
   
   • Gerard van der Laan & Dolf Talman & Zaifu Yang, 2002. "Perfection and Stability of Stationary Points with Applications to Noncooperative Games," Tinbergen Institute Discussion Papers 02-126/1, Tinbergen Institute.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002. "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Other publications TiSEM fc1f47c6-314f-4932-80c6-1, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002. "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Discussion Paper 2002-108, Tilburg University, Center for Economic Research.
4. Siem Koopman & André Lucas & Marcin Zamojski, 2017. "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers 258, Narodowy Bank Polski.
5. Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017. "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers 17-059/III, Tinbergen Institute.
6. Siem Jan (S.J.) Koopman & Rutger Lit, 2017. "Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models," Tinbergen Institute Discussion Papers 17-062/III, Tinbergen Institute.
   
   • Koopman, Siem Jan & Lit, Rutger, 2019. "Forecasting football match results in national league competitions using score-driven time series models," International Journal of Forecasting, Elsevier, vol. 35(2), pages 797-809.
7. René van den Brink, 2017. "Games with a Permission Structure: a survey on generalizations and applications," Tinbergen Institute Discussion Papers 17-016/II, Tinbergen Institute.
8. Estévez-Fernández , M.A. & Borm, Peter & Fiestras, & Mosquera, & Sanchez,, 2017. "On the 1-nucleolus," Other publications TiSEM a8ce6687-c87a-4131-98f7-3, Tilburg University, School of Economics and Management.
   
   • A. Estévez-Fernández & P. Borm & M. G. Fiestras-Janeiro & M. A. Mosquera & E. Sánchez-Rodríguez, 2017. "On the 1-nucleolus," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(2), pages 309-329, October.
9. Dietzenbacher, Bas & Borm, Peter & Estevez Fernandez, M.A., 2017. "NTU-Bankruptcy Problems : Consistency and the Relative Adjustment Principle," Discussion Paper 2017-044, Tilburg University, Center for Economic Research.
   
   • Bas Dietzenbacher & Peter Borm & Arantza Estévez-Fernández, 2020. "NTU-bankruptcy problems: consistency and the relative adjustment principle," Review of Economic Design, Springer;Society for Economic Design, vol. 24(1), pages 101-122, June.
   • Dietzenbacher, Bas & Borm, Peter & Estevez Fernandez, M.A., 2017. "NTU-Bankruptcy Problems : Consistency and the Relative Adjustment Principle," Other publications TiSEM f023d53e-b84f-4520-aa5e-9, Tilburg University, School of Economics and Management.
10. Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017. "Detecting Co-Movements in Noncausal Time Series," MPRA Paper 77254, University Library of Munich, Germany, revised 02 Mar 2017.
    
    • Gianluca Cubadda & Alain Hecq & Sean Telg, 2019. "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 697-715, June.
    • Gianluca Cubadda & Alain Hecq & Sean Telg, 2018. "Detecting Co-Movements in Noncausal Time Series," CEIS Research Paper 430, Tor Vergata University, CEIS, revised 23 Apr 2018.
11. Hecq, Alain & Issler, João Victor & Telg, Sean, 2017. "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper 80767, University Library of Munich, Germany.

2016

1. Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
   
   • Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
   • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
2. Anna Khmelnitskaya & Gerard van der Laan & Dolf Talman, 2016. "Generalization of Binomial Coefficients to Numbers on the Nodes of Graphs," Tinbergen Institute Discussion Papers 16-011/II, Tinbergen Institute.
   
   • Khmelnitskaya, A. & van der Laan, G. & Talman, Dolf, 2016. "Generalization of Binomial Coefficients to Numbers on the Nodes of Graphs," Other publications TiSEM b5401f7f-fa00-4bc2-9fe6-7, Tilburg University, School of Economics and Management.
   • Khmelnitskaya, A. & van der Laan, G. & Talman, Dolf, 2016. "Generalization of Binomial Coefficients to Numbers on the Nodes of Graphs," Discussion Paper 2016-007, Tilburg University, Center for Economic Research.
3. Takayuki Oishi & Gerard van der Laan & René van den Brink, 2016. "An Axiomatic Analysis of Joint Liability Problems with Rooted -Tree Structure," Tinbergen Institute Discussion Papers 16-042/II, Tinbergen Institute.
4. Anna Khmelnitskaya & Gerard van der Laan & Dolf Talman, 2016. "Centrality Rewarding Shapley and Myerson Values for Undirected Graph Games," Tinbergen Institute Discussion Papers 16-070/II, Tinbergen Institute.
   
   • Khmelnitskaya, A. & van der Laan, G. & Talman, Dolf, 2016. "Centrality Rewarding Shapley and Myerson Values for Undirected Graph Games," Discussion Paper 2016-035, Tilburg University, Center for Economic Research.
   • Khmelnitskaya, A. & van der Laan, G. & Talman, Dolf, 2016. "Centrality Rewarding Shapley and Myerson Values for Undirected Graph Games," Other publications TiSEM f449b907-5e19-4702-b48e-a, Tilburg University, School of Economics and Management.
5. F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Papers 1610.02863, arXiv.org.
   
   • Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Post-Print hal-01377971, HAL.
6. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016. "The information in systemic risk rankings," Working Paper Series 1875, European Central Bank.
   
   • Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 461-475.
   • Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015. "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers 15-070/III/DSF94, Tinbergen Institute.
7. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "Global credit risk: world country and industry factors," Working Paper Series 1922, European Central Bank.
   
   • Bernd Schwaab & Siem Jan Koopman & André Lucas, 2017. "Global Credit Risk: World, Country and Industry Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 296-317, March.
   • Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015. "Global Credit Risk: World, Country and Industry Factors," Tinbergen Institute Discussion Papers 15-029/III/DSF87, Tinbergen Institute.
8. Falk Bräuning & Siem Jan Koopman, 2016. "The dynamic factor network model with an application to global credit risk," Working Papers 16-13, Federal Reserve Bank of Boston.
   
   • Falk Bräuning & Siem Jan Koopman, 2016. "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers 16-105/III, Tinbergen Institute.
9. Istvan Barra & Siem Jan Koopman & Agnieszka Borowska, 2016. "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Tinbergen Institute Discussion Papers 16-028/III, Tinbergen Institute, revised 16 Feb 2018.
   
   • István Barra & Agnieszka Borowska & Siem Jan Koopman, 2018. "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 384-424.
10. Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area," Tinbergen Institute Discussion Papers 16-029/III, Tinbergen Institute.
    
    • Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016. "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, vol. 145(C), pages 83-87.
11. Siem Jan Koopman & Rutger Lit & Andre Lucas, 2016. "Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S," Tinbergen Institute Discussion Papers 16-051/IV, Tinbergen Institute.
12. Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers 16-061/III, Tinbergen Institute.
    
    • P Gorgi & P R Hansen & P Janus & S J Koopman, 2019. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 1-32.
13. Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
14. René van den Brink & Juan D. Moreno-Ternero, 2016. "The Reverse TAL-family of Rules for Bankruptcy Problems," Tinbergen Institute Discussion Papers 16-108/II, Tinbergen Institute.
    
    • René Brink & Juan D. Moreno-Ternero, 2017. "The reverse TAL-family of rules for bankruptcy problems," Annals of Operations Research, Springer, vol. 254(1), pages 449-465, July.
    • René VAN DEN BRINK & Juan D. MORENO-TERNERO, 2017. "The reverse TAL-family of rules for bankruptcy problems," LIDAM Reprints CORE 2873, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Rene van den Brink & Juan D. Moreno-Ternero, 2017. "The reverse TAL-family of rules for bankruptcy problems," Working Papers 17.06, Universidad Pablo de Olavide, Department of Economics.
15. Peters, Hans & Timmer, Judith & van den Brink, Rene, 2016. "Power on digraphs," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
    
    • Hans Peters & Judith Timmer & Rene van den Brink, 2016. "Power on digraphs," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 26(2), pages 107-125.
16. Dietzenbacher, Bas & Estevez Fernandez, M.A. & Borm, Peter & Hendrickx, Ruud, 2016. "Proportionality, Equality, and Duality in Bankruptcy Problems with Nontransferable Utility," Discussion Paper 2016-026, Tilburg University, Center for Economic Research.
    
    • B. Dietzenbacher & A. Estévez-Fernández & P. Borm & R. Hendrickx, 2021. "Proportionality, equality, and duality in bankruptcy problems with nontransferable utility," Annals of Operations Research, Springer, vol. 301(1), pages 65-80, June.
    • Dietzenbacher, Bas & Estevez Fernandez, M.A. & Borm, Peter & Hendrickx, Ruud, 2016. "Proportionality, Equality, and Duality in Bankruptcy Problems with Nontransferable Utility," Other publications TiSEM 959bd6d8-7c49-4479-9fd3-b, Tilburg University, School of Economics and Management.
17. Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
18. Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper 74922, University Library of Munich, Germany, revised 04 Nov 2016.
    
    • Alain Hecq & Sean Telg & Lenard Lieb, 2017. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," Econometrics, MDPI, vol. 5(4), pages 1-22, October.

2015

1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015. "On the ambiguous consequences of omitting variables," EIEF Working Papers Series 1505, Einaudi Institute for Economics and Finance (EIEF), revised May 2015.
   
   • Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
2. Mikel Álvarez-Mozos & Rene van den Brink & Gerard van der Laan & Oriol Tejada, 2015. "From Hierarchies to Levels: New Solutions for Games with Hierarchical Structure," CER-ETH Economics working paper series 15/215, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
   
   • M. Álvarez-Mozos & R. Brink & G. Laan & O. Tejada, 2017. "From hierarchies to levels: new solutions for games with hierarchical structure," International Journal of Game Theory, Springer;Game Theory Society, vol. 46(4), pages 1089-1113, November.
3. René van den Brink & Chris Dietz & Gerard van der Laan & Genjiu Xu, 2015. "Comparable Characterizations of Four Solutions for Permission Tree Games," Tinbergen Institute Discussion Papers 15-021/II, Tinbergen Institute.
   
   • René Brink & Chris Dietz & Gerard Laan & Genjiu Xu, 2017. "Comparable characterizations of four solutions for permission tree games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 903-923, April.
4. Mikel Álvarez-Mozos & René van den Brink & Gerard van der Laan & Oriol Tejada, 2015. "From Hierarchies to Levels: New Solutions for Games," Tinbergen Institute Discussion Papers 15-072/II, Tinbergen Institute.
5. Yuyu Zeng & Harold Houba & Gerard van der Laan, 2015. "Note on ‘Competition in Two-sided Markets’," Tinbergen Institute Discussion Papers 15-080/II, Tinbergen Institute.
6. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Bounds for Time-Varying Parameters of Observation Driven Models," Tinbergen Institute Discussion Papers 15-027/III, Tinbergen Institute, revised 07 Sep 2015.
7. Siem Jan Koopman & Rutger Lit & André Lucas, 2015. "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers 15-037/III/DSF90, Tinbergen Institute.
8. Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015. "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers 15-076/IV/DSF94, Tinbergen Institute.
   
   • Siem Jan Koopman & Rutger Lit & André Lucas, 2017. "Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1490-1503, October.
9. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
   
   • Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
10. Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015. "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers 15-131/III, Tinbergen Institute.
11. Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015. "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers 15-138/III, Tinbergen Institute, revised 06 Jul 2018.
12. Encarnacion Algaba & René van den Brink & Chris Dietz, 2015. "Power Measures and Solutions for Games under Precedence Constraints," Tinbergen Institute Discussion Papers 15-007/II, Tinbergen Institute.
13. René van den Brink & Simin He & Jia-Ping Huang, 2015. "Polluted River Problems and Games with a Permission Structure," Tinbergen Institute Discussion Papers 15-108/II, Tinbergen Institute.
14. A. Estévez-Fernández & P. Borm & M.G. Fiestras-Janeiro & M.A. Mosquera & E. Sánchez-Rodríguez, 2015. "On the 1-Nucleolus for Classes of Cooperative Games," Tinbergen Institute Discussion Papers 15-123/II, Tinbergen Institute.
15. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, Department of Economics and Business Economics, Aarhus University.
    
    • Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
    • Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models," Tinbergen Institute Discussion Papers 15-019/III, Tinbergen Institute.
16. Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
    
    • Laurent Callot & Johannes Tang Kristensen, 2016. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479, Emerald Group Publishing Limited.
    • Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
17. Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-Based Bias Correction And Inference For Dynamic Panels With Fixed Effects," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/906, Ghent University, Faculty of Economics and Business Administration.
    
    • Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-based bias correction and inference for dynamic panels with fixed effects," Stata Journal, StataCorp LLC, vol. 15(4), pages 986-1018, December.
18. Hecq, A.W. & Lieb, L.M. & Telg, J.M.A., 2015. "Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?," Research Memorandum 035, Maastricht University, Graduate School of Business and Economics (GSBE).

2014

1. Ikefuji, Masako & Magnus, Jan R. & Sakamoto, Hiroaki, 2014. "Adaptation for Mitigation," Climate Change and Sustainable Development 191000, Fondazione Eni Enrico Mattei (FEEM).
   
   • Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2020. "Adaptation for Mitigation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 457-484, March.
   • Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Working Papers 2014.102, Fondazione Eni Enrico Mattei.
   • Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Tinbergen Institute Discussion Papers 14-126/III, Tinbergen Institute.
   • Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2017. "Adaptation for mitigation," Discussion papers e-16-014, Graduate School of Economics , Kyoto University.
2. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.
3. Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014. "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers 14-010/IV/DSF71, Tinbergen Institute.
4. Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014. "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers 14-029/III, Tinbergen Institute, revised 23 Oct 2017.
   
   • Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
5. Siem Jan Koopman & Rutger Lit & André Lucas, 2014. "The Dynamic Skellam Model with Applications," Tinbergen Institute Discussion Papers 14-032/IV/DSF73, Tinbergen Institute, revised 06 Jul 2015.
6. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers 14-046/III, Tinbergen Institute.
7. Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
   
   • S. J. Koopman & G. Mesters, 2017. "Empirical Bayes Methods for Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 486-498, July.
8. Geert Mesters & Bernd Schwaab & Siem Jan Koopman, 2014. "A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area," Tinbergen Institute Discussion Papers 14-071/III, Tinbergen Institute.
9. Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014. "Time Varying Transition Probabilities for Markov Regime Switching Models," Tinbergen Institute Discussion Papers 14-072/III, Tinbergen Institute.
   
   • Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017. "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(3), pages 458-478, May.
10. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers 14-074/III, Tinbergen Institute.
11. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers 14-103/III, Tinbergen Institute.
12. Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014. "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-105/III, Tinbergen Institute.
13. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
    
    • Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
    • Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014. "Spillover dynamics for systemic risk measurement using spatial financial time series models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100632, Verein für Socialpolitik / German Economic Association.
14. Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
15. István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014. "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 14-118/III, Tinbergen Institute, revised 31 Mar 2016.
    
    • István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2017. "Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 1003-1026, August.
16. Jacques J.F. Commandeur & Suncica Vujic & Siem Jan Koopman & Barbara Kasprzyk-Hordern, 2014. "Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European Cities," Tinbergen Institute Discussion Papers 14-135/III, Tinbergen Institute.
17. Rene van den Brink & Youngsub Chun & Yuan Ju, 2014. "Auctioning and Selling Positions: A Non-cooperative Approach to Queuing Conflicts," Tinbergen Institute Discussion Papers 14-016/II, Tinbergen Institute.
    
    • Ju, Yuan & Chun, Youngsub & van den Brink, René, 2014. "Auctioning and selling positions: A non-cooperative approach to queueing conflicts," Journal of Economic Theory, Elsevier, vol. 153(C), pages 33-45.
    • Yuan Ju & Youngsub Chun & Rene van den Brink, 2014. "Auctioning and Selling Positions: a noncooperative approach to queueing conflicts," Working Paper Series no91, Institute of Economic Research, Seoul National University.
18. Ines Lindner & Holger Strulik, 2014. "The Great Divergence: A Network Approach," Tinbergen Institute Discussion Papers 14-033/II, Tinbergen Institute.
    
    • Holger Strulik, 2015. "The Great Divergence: A Network Approach," 2015 Meeting Papers 59, Society for Economic Dynamics.
    • Ines Lindner & Holger Strulik, 2015. "The Great Divergence: A Network Approach," CESifo Working Paper Series 5638, CESifo.
    • Lindner, Ines & Strulik, Holger, 2014. "The great divergence: A network approach," University of Göttingen Working Papers in Economics 193, University of Goettingen, Department of Economics.
19. Emiliya Lazarova & Peter Borm & Arantza Estévez-Fernández, 2014. "Transfers and Exchange-Stability in Two-Sided Matching Problems," Tinbergen Institute Discussion Papers 14-086/II, Tinbergen Institute.
    
    • Emiliya Lazarova & Peter Borm & Arantza Estévez-Fernández, 2016. "Transfers and exchange-stability in two-sided matching problems," Theory and Decision, Springer, vol. 81(1), pages 53-71, June.
    • Lazarova, E.A. & Borm, Peter & Estevez, Arantza, 2016. "Transfers and exchange-stability in two-sided matching problems," Other publications TiSEM e76da65e-c692-4ba3-a2c6-d, Tilburg University, School of Economics and Management.
20. Arantza Estévez-Fernández & Peter Borm & M. Gloria Fiestras-Janeiro, 2014. "Nontransferable Utility Bankruptcy Games," Tinbergen Institute Discussion Papers 14-030/II, Tinbergen Institute.
    
    • Arantza Estévez-Fernández & Peter Borm & M. Gloria Fiestras-Janeiro, 2020. "Nontransferable utility bankruptcy games," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 154-177, April.
21. Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
    
    • Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy," Tinbergen Institute Discussion Papers 14-145/III, Tinbergen Institute, revised 09 Apr 2015.
22. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, Department of Economics and Business Economics, Aarhus University.
    
    • Laurent Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," Tinbergen Institute Discussion Papers 14-147/III, Tinbergen Institute.
23. Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, Department of Economics and Business Economics, Aarhus University.
    
    • Laurent Callot & Niels Haldrup & Malene Kallestrup-Lamb, 2016. "Deterministic and stochastic trends in the Lee–Carter mortality model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(7), pages 486-493, May.

2013

1. Magnus, Jan R & Vasnev, Andrey, 2013. "Practical use of sensitivity in econometrics with an illustration to forecast combinations," Working Papers 2013-04, University of Sydney Business School, Discipline of Business Analytics.
2. Harold Houba & Gerard van der Laan & Yuyu Zeng, 2013. "Asymmetric Nash Solutions in the River Sharing Problem," Tinbergen Institute Discussion Papers 13-051/II, Tinbergen Institute.
   
   • Houba, Harold & van der Laan, Gerard & Zeng, Yuyu, 2014. "Asymmetric Nash Solutions in the River Sharing Problem," Strategic Behavior and the Environment, now publishers, vol. 4(4), pages 321-360, December.
3. Harold Houba & Gerard van der Laan & Yuyu Zeng, 2013. "International Environmental Agreements for River Sharing Problems," Tinbergen Institute Discussion Papers 13-157/II, Tinbergen Institute.
   
   • Harold Houba & Gerard Laan & Yuyu Zeng, 2015. "International Environmental Agreements for River Sharing Problems," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(4), pages 855-872, December.
4. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013. "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series 1626, European Central Bank.
   
   • Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014. "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 898-915, December.
   • Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
5. Encarnación Algaba & Rene van den Brink & Chris Dietz, 2013. "Cooperative Games on Accessible Union Stable Systems," Tinbergen Institute Discussion Papers 13-207/II, Tinbergen Institute.
6. René van den Brink & Enrique González-Aranguena & Conrado Manuel & Mónica del Pozo, 2013. "Order Monotonic Solutions for Generalized Characteristic Functions," Tinbergen Institute Discussion Papers 13-093/II, Tinbergen Institute.
   
   • van den Brink, René & González-Arangüena, Enrique & Manuel, Conrado & del Pozo, Mónica, 2014. "Order monotonic solutions for generalized characteristic functions," European Journal of Operational Research, Elsevier, vol. 238(3), pages 786-796.
7. Maurice Koster & Sascha Kurz & Ines Lindner & Stefan Napel, 2013. "The Prediction Value," Tinbergen Institute Discussion Papers 13-188/II, Tinbergen Institute.
   
   • Maurice Koster & Sascha Kurz & Ines Lindner & Stefan Napel, 2017. "The prediction value," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 48(2), pages 433-460, February.
8. Jia-Ping Huang & Maurice Koster & Ines Lindner, 2013. "Diffusion of Behavior in Network Games Orchestrated by Social Learning," Tinbergen Institute Discussion Papers 13-208/II, Tinbergen Institute.
9. Estela Sánchez-Rodríguez & Peter Borm & Arantza Estévez-Fernández & M. Gloria Fiestras-Janeiro & Manuel A. Mosquera, 2013. "Characterizing the Core via k-Core Covers," Tinbergen Institute Discussion Papers 13-177/II, Tinbergen Institute.
10. Parrini, Alessandro, 2013. "Importance Sampling for Portfolio Credit Risk in Factor Copula Models," MPRA Paper 103745, University Library of Munich, Germany.

2012

1. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
2. Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
   
   • Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
   • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
3. Gerard van der Laan & Nigel Moes, 2012. "Transboundary Externalities and Property Rights: An International River Pollution Model," Tinbergen Institute Discussion Papers 12-006/1, Tinbergen Institute.
4. Rene van den Brink & Gerard van der Laan & Nigel Moes, 2012. "A Strategic Implementation of the Average Tree Solution for Cycle-Free Graph Games," Tinbergen Institute Discussion Papers 12-050/1, Tinbergen Institute.
   
   • van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2013. "A strategic implementation of the Average Tree solution for cycle-free graph games," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2737-2748.
5. Mikel Alvarez-Mozos & Rene van den Brink & Gerard van der Laan & Oriol Tejada, 2012. "Share Functions for Cooperative Games with Levels Structure of Cooperation," Tinbergen Institute Discussion Papers 12-052/1, Tinbergen Institute.
   
   • Álvarez-Mozos, M. & van den Brink, R. & van der Laan, G. & Tejada, O., 2013. "Share functions for cooperative games with levels structure of cooperation," European Journal of Operational Research, Elsevier, vol. 224(1), pages 167-179.
6. Genjiu Xu & René van den Brink & Gerard van der Laan & Hao Sun, 2012. "Associated Consistency Characterization of Two Linear Values for TU Games by Matrix Approach," Tinbergen Institute Discussion Papers 12-105/II, Tinbergen Institute.
7. Rene van den Brink & Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2012. "The Average Tree Permission Value for Games with a Permission Tree," Tinbergen Institute Discussion Papers 13-023/II, Tinbergen Institute.
   
   • René Brink & P. Herings & Gerard Laan & A. Talman, 2015. "The Average Tree permission value for games with a permission tree," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 99-123, January.
   • van den Brink, J.R. & Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2013. "The average tree permission value for games with a permission tree," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
   • van den Brink, R. & Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2013. "The Average Tree Permission Value for Games with a Permission Tree," Discussion Paper 2013-001, Tilburg University, Center for Economic Research.
   • van den Brink, R. & Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2013. "The Average Tree Permission Value for Games with a Permission Tree," Other publications TiSEM 7f82484a-b6d8-4d2e-90cb-8, Tilburg University, School of Economics and Management.
   • van den Brink, R. & van der Laan, G. & Herings, P.J.J. & Talman, A.J.J., 2015. "The Average Tree permission value for games with a permission tree," Other publications TiSEM 97042492-4b03-4e72-b88d-d, Tilburg University, School of Economics and Management.
8. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2012. "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series 1459, European Central Bank.
   
   • Siem Jan Koopman & André Lucas & Bernd Schwaab, 2012. "Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 521-532, May.
9. Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012. "Regime switches in the volatility and correlation of financial institutions," Working Paper Research 227, National Bank of Belgium.
10. Suncica Vujic & Jacques Commandeur & Siem Jan Koopman, 2012. "Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia," Tinbergen Institute Discussion Papers 12-007/4, Tinbergen Institute.
11. Siem Jan Koopman & Rutger Lit & Thuy Minh Nguyen, 2012. "Fast Efficient Importance Sampling by State Space Methods," Tinbergen Institute Discussion Papers 12-008/4, Tinbergen Institute, revised 16 Oct 2014.
12. Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.
    
    • Mesters, G. & Koopman, S.J., 2014. "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.
13. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
    
    • Siem Jan Koopman & André Lucas & Marcel Scharth, 2016. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 97-110, March.
14. Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
    
    • Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
15. Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012. "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers 12-059/4, Tinbergen Institute.
16. Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
    
    • Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
17. Siem Jan Koopman & Rutger Lit, 2012. "A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League," Tinbergen Institute Discussion Papers 12-099/III, Tinbergen Institute.
    
    • Siem Jan Koopman & Rutger Lit, 2015. "A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 167-186, January.
18. Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.
19. Rene van den Brink & Chris Dietz, 2012. "Multi-Player Agents in Cooperative TU-Games," Tinbergen Institute Discussion Papers 12-001/1, Tinbergen Institute.
20. Rene van den Brink & Chris Dietz, 2012. "Games with a Local Permission Structure: Separation of Authority and Value Generation," Tinbergen Institute Discussion Papers 12-126/II, Tinbergen Institute.
    
    • René Brink & Chris Dietz, 2014. "Games with a local permission structure: separation of authority and value generation," Theory and Decision, Springer, vol. 76(3), pages 343-361, March.
21. Conrado Manuel & Enrique Gonzalez-Aranguena & Rene van den Brink|, 2012. "Players Indifferent to cooperate and Characterizations of the Shapley Value," Tinbergen Institute Discussion Papers 12-036/1, Tinbergen Institute.
    
    • C. Manuel & E. González-Arangüena & R. Brink, 2013. "Players indifferent to cooperate and characterizations of the Shapley value," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(1), pages 1-14, February.
22. Rene van den Brink & Miklos Pinter, 2012. "On Axiomatizations of the Shapley Value for Assignment Games," Tinbergen Institute Discussion Papers 12-092/II, Tinbergen Institute.
    
    • van den Brink, René & Pintér, Miklós, 2015. "On axiomatizations of the Shapley value for assignment games," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 110-114.
23. Rene van den Brink & Youngsub Chun & Yukihiko Funaki & Boram Park, 2012. "Consistency, Population Solidarity, and Egalitarian Solutions for TU-Games," Tinbergen Institute Discussion Papers 12-136/II, Tinbergen Institute.
    
    • René Brink & Youngsub Chun & Yukihiko Funaki & Boram Park, 2016. "Consistency, population solidarity, and egalitarian solutions for TU-games," Theory and Decision, Springer, vol. 81(3), pages 427-447, September.
24. René van den Brink & Frank Steffen, 2012. "On the Measurement of Success and Satisfaction," Tinbergen Institute Discussion Papers 12-030/1, Tinbergen Institute.
25. Arantza Estevez-Fernandez & Hans Reijnierse, 2012. "On the Core of Cost-Revenue Games: Minimum Cost Spanning Tree Games with Revenues," Tinbergen Institute Discussion Papers 12-101/II, Tinbergen Institute.
    
    • Estévez-Fernández, Arantza & Reijnierse, Hans, 2014. "On the core of cost-revenue games: Minimum cost spanning tree games with revenues," European Journal of Operational Research, Elsevier, vol. 237(2), pages 606-616.
26. Arantza Estévez-Fernández & María Gloria Fiestras-Janeiro & Manuel Alfredo Mosquera & Estela Sánchez- Rodríguez, 2012. "A Bankruptcy Approach to the Core Cover," Tinbergen Institute Discussion Papers 12-012/1, Tinbergen Institute.
    
    • A. Estévez-Fernández & M. Fiestras-Janeiro & M. Mosquera & E. Sánchez-Rodríguez, 2012. "A bankruptcy approach to the core cover," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(3), pages 343-359, December.
27. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
    
    • Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
28. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, Department of Economics and Business Economics, Aarhus University.
29. Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
30. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
    
    • Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
    • Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.

2011

1. De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
   
   • Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
   • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
2. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper 2011-003, Tilburg University, Center for Economic Research.
   
   • Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
3. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
   
   • Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
   • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
4. Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Discussion Paper 2011-068, Tilburg University, Center for Economic Research.
   
   • Salima Douhou & Jan Magnus & Arthur Soest, 2012. "Peer Reporting and the Perception of Fairness," De Economist, Springer, vol. 160(3), pages 289-310, September.
   • Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Other publications TiSEM 534a454c-f74a-43e6-b9e8-f, Tilburg University, School of Economics and Management.
5. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
6. Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Discussion Paper 2011-004, Tilburg University, Center for Economic Research.
   
   • Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris, 2011. "Global Warming and Local Dimming: The Statistical Evidence," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 452-464.
   • Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Other publications TiSEM b99c7444-f83a-40ac-a46d-c, Tilburg University, School of Economics and Management.
7. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Chris Muris, 2011. "Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model," ISER Discussion Paper 0825, Institute of Social and Economic Research, The University of Osaka.
8. Rene van den Brink & Ilya Katsev & Gerard van der Laan, 2011. "Games on Union Closed Systems," Tinbergen Institute Discussion Papers 11-036/1, Tinbergen Institute.
9. Rene van den Brink & Anna Khmelnitskaya & Gerard van der Laan, 2011. "An Efficient and Fair Solution for Communication Graph Games," Tinbergen Institute Discussion Papers 11-052/1, Tinbergen Institute.
   
   • van den Brink, René & Khmelnitskaya, Anna & van der Laan, Gerard, 2012. "An efficient and fair solution for communication graph games," Economics Letters, Elsevier, vol. 117(3), pages 786-789.
10. Rene van den Brink & Anna Khmelnitskaya & Gerard van der Laan, 2011. "An Owen-Type Value for Games with Two-Level Communication Structures," Tinbergen Institute Discussion Papers 11-089/1, Tinbergen Institute.
    
    • René Brink & Anna Khmelnitskaya & Gerard Laan, 2016. "An Owen-type value for games with two-level communication structure," Annals of Operations Research, Springer, vol. 243(1), pages 179-198, August.
11. Rene van den Brink & Arantza Estevez-Fernandez & Gerard van der Laan & Nigel Moes, 2011. "Independence Axioms for Water Allocation," Tinbergen Institute Discussion Papers 11-128/1, Tinbergen Institute.
12. Rene van den Brink & Gerard van der Laan & Nigel Moes, 2011. "Two Values for Transferable Utility Games with Coalition and Graph Structure," Tinbergen Institute Discussion Papers 11-164/1, Tinbergen Institute.
13. Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.
    
    • G. Mesters & S. J. Koopman & M. Ooms, 2016. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 659-687, April.
14. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011. "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series 1327, European Central Bank.
15. B. Jungbacker & S.J. Koopman & M. van Der Wel, 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Post-Print hal-00828980, HAL.
    
    • Jungbacker, B. & Koopman, S.J. & van der Wel, M., 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1358-1368, August.
16. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 11-057/4, Tinbergen Institute, revised 27 Jan 2012.
    
    • Siem Jan Koopman & André Lucas & Marcel Scharth, 2015. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 114-127, January.
17. Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
    
    • Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
18. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers 11-078/2/DSF22, Tinbergen Institute.
19. Siem Jan Koopman & Marcel Scharth, 2011. "The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures," Tinbergen Institute Discussion Papers 11-132/4, Tinbergen Institute.
    
    • Siem Jan Koopman & Marcel Scharth, 2012. "The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures," Journal of Financial Econometrics, Oxford University Press, vol. 11(1), pages 76-115, December.
20. Pawel Janus & Siem Jan Koopman & André Lucas, 2011. "Long Memory Dynamics for Multivariate Dependence under Heavy Tails," Tinbergen Institute Discussion Papers 11-175/2/DSF28, Tinbergen Institute.
    
    • Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014. "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 187-206.
21. René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Documents de travail du Centre d'Economie de la Sorbonne 11018, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    
    • René Brink & Agnieszka Rusinowska & Frank Steffen, 2013. "Measuring power and satisfaction in societies with opinion leaders: an axiomatization," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(3), pages 671-683, September.
    • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587726, HAL.
    • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Post-Print halshs-00587726, HAL.
    • Rene van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Tinbergen Institute Discussion Papers 11-058/1, Tinbergen Institute.
22. René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Dictator and Opinion Leader Properties," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00633881, HAL.
    
    • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Dictator and Opinion Leader Properties," Post-Print hal-00633881, HAL.
    • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2009. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Dictator and Opinion Leader Properties," Tinbergen Institute Discussion Papers 09-052/1, Tinbergen Institute.
23. Encarnacion Algaba & Jesus Mario Bilbao & Rene van den Brink, 2011. "Harsanyi Power Solutions for Games on Union Stable Systems," Tinbergen Institute Discussion Papers 11-182/1, Tinbergen Institute.
    
    • E. Algaba & J. Bilbao & R. Brink, 2015. "Harsanyi power solutions for games on union stable systems," Annals of Operations Research, Springer, vol. 225(1), pages 27-44, February.
24. Encarnacion Algaba & Jesus Mario Bilbao & Rene van den Brink & Jorge J. Lopez, 2011. "The Myerson Value and Superfluous Supports in Union Stable Systems," Tinbergen Institute Discussion Papers 11-127/1, Tinbergen Institute.
25. Lindner, Ines & Strulik, Holger, 2011. "From Tradition to Modernity: Economic Growth in a Small World," Hannover Economic Papers (HEP) dp-478, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    
    • Lindner, Ines & Strulik, Holger, 2014. "From tradition to modernity: Economic growth in a small world," Journal of Development Economics, Elsevier, vol. 109(C), pages 17-29.
    • Ines Lindner & Holger Strulik, 2012. "From Tradition to Modernity: Economic Growth in a Small World," Tinbergen Institute Discussion Papers 12-035/1, Tinbergen Institute.
26. Arantza Estevez-Fernandez, 2011. "New Characterizations for Largeness of the Core," Tinbergen Institute Discussion Papers 11-086/1, Tinbergen Institute.
    
    • Estévez-Fernández, Arantza, 2012. "New characterizations for largeness of the core," Games and Economic Behavior, Elsevier, vol. 76(1), pages 160-180.

2010

1. Ikefuji, M. & Magnus, J.R. & Sakamoto, H., 2010. "Climate Change, Economic Growth, and Health," Discussion Paper 2010-86, Tilburg University, Center for Economic Research.
   
   • Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2010. "Climate change, economic growth, and health," ISER Discussion Paper 0785, Institute of Social and Economic Research, The University of Osaka.
   • Ikefuji, M. & Magnus, J.R. & Sakamoto, H., 2010. "Climate Change, Economic Growth, and Health," Other publications TiSEM 324fcdfb-279a-45b2-91e9-d, Tilburg University, School of Economics and Management.
2. Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Discussion Paper 2010-115, Tilburg University, Center for Economic Research.
   
   • Douhou, Salima & Magnus, Jan R. & van Soest, Arthur, 2011. "The perception of small crime," European Journal of Political Economy, Elsevier, vol. 27(4), pages 749-763.
   • Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Other publications TiSEM 42591c23-7d44-40ec-9430-4, Tilburg University, School of Economics and Management.
3. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper 2010-122, Tilburg University, Center for Economic Research.
   
   • Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
   • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Other publications TiSEM 52cbee73-e1dc-4ed3-8ec9-6, Tilburg University, School of Economics and Management.
4. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Discussion Paper 2010-77, Tilburg University, Center for Economic Research.
   
   • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Other publications TiSEM 94a6f785-0395-4b35-9c57-7, Tilburg University, School of Economics and Management.
5. Ji, K. & Magnus, J.R. & Wang, W., 2010. "Resource Abundance and Resource Dependence in China," Discussion Paper 2010-109, Tilburg University, Center for Economic Research.
   
   • Ji, K. & Magnus, J.R. & Wang, W., 2010. "Resource Abundance and Resource Dependence in China," Other publications TiSEM a2387ecd-6d1d-4d78-9969-3, Tilburg University, School of Economics and Management.
6. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Discussion Paper 2010-81, Tilburg University, Center for Economic Research.
   
   • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Other publications TiSEM fddee215-edea-4800-ba72-d, Tilburg University, School of Economics and Management.
7. Rene van den Brink & Gerard van der Laan & Nigel Moes, 2010. "Fair Agreements for Sharing International Rivers with Multiple Springs and Externalities," Tinbergen Institute Discussion Papers 10-096/1, Tinbergen Institute.
   
   • van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2012. "Fair agreements for sharing international rivers with multiple springs and externalities," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 388-403.
8. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2010. "Combinatorial integer labeling theorems on finite sets with applications," Other publications TiSEM ad8b5690-7516-41b6-b034-7, Tilburg University, School of Economics and Management.
   
   • G. Laan & A. J. J. Talman & Z. Yang, 2010. "Combinatorial Integer Labeling Theorems on Finite Sets with Applications," Journal of Optimization Theory and Applications, Springer, vol. 144(2), pages 391-407, February.
9. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
   
   • Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013. "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
10. Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
11. Siem Jan Koopman & Andre Lucas & Bernd Schwaab, 2010. "Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective," Tinbergen Institute Discussion Papers 10-004/2, Tinbergen Institute, revised 24 Aug 2010.
12. Charles S. Bos & Siem Jan Koopman, 2010. "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers 10-017/4, Tinbergen Institute.
13. Drew Creal & Siem Jan Koopman & André Lucas, 2010. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers 10-032/2, Tinbergen Institute.
    
    • Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 552-563.
    • Drew Creal & Siem Jan Koopman & André Lucas, 2011. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 552-563, October.
14. Bernd Schwaab & Andre Lucas & Siem Jan Koopman, 2010. "Systemic Risk Diagnostics," Tinbergen Institute Discussion Papers 10-104/2/DSF 2, Tinbergen Institute, revised 29 Nov 2010.
15. Rene van den Brink & Youngsub Chun, 2010. "Balanced Consistency and Balanced Cost Reduction for Sequencing Problems," Tinbergen Institute Discussion Papers 10-035/1, Tinbergen Institute.
    
    • René Brink & Youngsub Chun, 2012. "Balanced consistency and balanced cost reduction for sequencing problems," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 38(3), pages 519-529, March.
16. Rene van den Brink & Yukihiko Funaki, 2010. "Axiomatization and Implementation of Discounted Shapley Values," Tinbergen Institute Discussion Papers 10-065/1, Tinbergen Institute.
17. Koster, Maurice & Lindner, Ines & Molina, Elisenda, 2010. "Networks and collective action," DES - Working Papers. Statistics and Econometrics. WS ws104830, Universidad Carlos III de Madrid. Departamento de Estadística.
    
    • Ramon Flores & Maurice Koster & Ines Lindner & Elisenda Molina, 2012. "Networks and Collective Action," Tinbergen Institute Discussion Papers 12-032/1, Tinbergen Institute.
18. Maurice Koster & Ines Lindner & Gordon McCormick & Guillermo Owen, 2010. "Terrorist Targeting, Information, and Secret Coalitions," Tinbergen Institute Discussion Papers 10-001/1, Tinbergen Institute.
19. Arantza Estevez-Fernandez & Peter Borm & Herbert Hamers, 2010. "A Note on Passepartout Problems," Tinbergen Institute Discussion Papers 10-031/1, Tinbergen Institute.
    
    • Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2012. "A Note On Passepartout Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 14(02), pages 1-9.
20. Martin Paldam & Laurent Callot, 2010. "Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis," Economics Working Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
21. Laurent A.F. Callot, 2010. "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers 2010-75, Department of Economics and Business Economics, Aarhus University.
22. Parrini, Alessandro & Doretti, Marco & Lapini, Gabriele, 2010. "Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino [Structural Equation Models for the assessment of the University experience at the University," MPRA Paper 43412, University Library of Munich, Germany.

2009

1. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
   
   • Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
   • Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
2. HERINGS, P. Jean-Jacques & van der LAAN, Gerard & TALMAN, Dolf & YANG, Zaifu, 2009. "A fixed point theorem for discontinuous functions," LIDAM Reprints CORE 2154, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "A Fixed Point Theorem for Discontinuous Functions," Other publications TiSEM b5476df4-4fc0-420a-b4ee-0, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2005. "A fixed point theorem for discontinuous functions," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "A fixed point theorem for discontinuous functions," Other publications TiSEM c0fd7fa8-2799-4aa7-9acd-6, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "A Fixed Point Theorem for Discontinuous Functions," Discussion Paper 2005-4, Tilburg University, Center for Economic Research.
   • Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004. "A Fixed Point Theorem for Discontinuous Functions," Tinbergen Institute Discussion Papers 05-004/1, Tinbergen Institute.
3. HERINGS, P. Jean-Jacques & van der LAAN, Gerard & TALMAN, Dolf, 2009. "The average tree solution for cycle-free graph games," LIDAM Reprints CORE 2155, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   
   • Herings, P. Jean Jacques & van der Laan, Gerard & Talman, Dolf, 2008. "The average tree solution for cycle-free graph games," Games and Economic Behavior, Elsevier, vol. 62(1), pages 77-92, January.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2008. "The average tree solution for cycle-free graph games," Other publications TiSEM f243609c-2847-415f-ae52-1, Tilburg University, School of Economics and Management.
4. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2009. "Solving Discrete Systems of Nonlinear Equations," Tinbergen Institute Discussion Papers 09-062/1, Tinbergen Institute.
   
   • van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2011. "Solving discrete systems of nonlinear equations," European Journal of Operational Research, Elsevier, vol. 214(3), pages 493-500, November.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "Solving Discrete Systems of Nonlinear Equations," Discussion Paper 2008-105, Tilburg University, Center for Economic Research.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "Solving Discrete Systems of Nonlinear Equations," Other publications TiSEM 38ca20ed-7652-4b71-acd6-2, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2011. "Solving discrete systems of nonlinear equations," Other publications TiSEM 81f0a46c-3c9d-4757-bfa1-0, Tilburg University, School of Economics and Management.
5. Rene van den Brink & Ilya Katsev & Gerard van der Laan, 2009. "Axiomatizations of Two Types of Shapley Values for Games on Union Closed Systems," Tinbergen Institute Discussion Papers 09-064/1, Tinbergen Institute.
   
   • René Brink & Ilya Katsev & Gerard Laan, 2011. "Axiomatizations of two types of Shapley values for games on union closed systems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(1), pages 175-188, May.
6. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
   
   • Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014. "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 65-90, January.
7. Drew Creal & Siem Jan Koopman & Andre Lucas, 2009. "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series gd08-038, Institute of Economic Research, Hitotsubashi University.
   
   • Drew Creal & Siem Jan Koopman & André Lucas, 2008. "A General Framework for Observation Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 08-108/4, Tinbergen Institute.
8. B. Jungbacker & S.J. Koopman & M. van der Wel, 2009. "Dynamic Factor Analysis in The Presence of Missing Data," Tinbergen Institute Discussion Papers 09-010/4, Tinbergen Institute, revised 11 Mar 2011.
9. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
   
   • Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
10. Rene van der Brink & Agnieszka Rusinowska & Frank Steffen, 2009. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Properties of the Qualified Majority Case," Working Papers 0901, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    
    • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2009. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Properties of the Qualified Majority Case," Post-Print halshs-00371813, HAL.
11. Rene van den Brink, 2009. "Efficiency and Collusion Neutrality of Solutions for Cooperative TU-Games," Tinbergen Institute Discussion Papers 09-065/1, Tinbergen Institute.
12. René van den Brink, 2009. "Comparable Axiomatizations of the Myerson Value, the Restricted Banzhaf Value, Hierarchical Outcomes and the Average Tree Solution for Cycle-Free Graph Restricted Games," Tinbergen Institute Discussion Papers 09-108/1, Tinbergen Institute.
13. Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2009. "On the core of routing games with revenues," Other publications TiSEM 09bc6e81-943f-466a-b86f-f, Tilburg University, School of Economics and Management.
    
    • Arantza Estévez-Fernández & Peter Borm & Marc Meertens & Hans Reijnierse, 2009. "On the core of routing games with revenues," International Journal of Game Theory, Springer;Game Theory Society, vol. 38(2), pages 291-304, June.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2006. "On the Core of Routing Games with Revenues," Other publications TiSEM 114b470d-ab88-44f4-9a7c-d, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2006. "On the Core of Routing Games with Revenues," Discussion Paper 2006-43, Tilburg University, Center for Economic Research.
14. Parrini, Alessandro, 2009. "Algoritmi di flusso massimo al minimo costo [Maximum flow - minimum cost algorithms]," MPRA Paper 39759, University Library of Munich, Germany.

2008

1. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research.
   
   • Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
2. Klaassen, F.J.G.M. & Magnus, J.R., 2008. "De kans om een tenniswedstrijd te winnen : Federer-Nadal in de finale van Wimbeldon 2007," Other publications TiSEM a32cb340-f8f0-46e6-9e46-4, Tilburg University, School of Economics and Management.
3. Gerard van der Laan & Zaifu Yang, 2008. "An Ascending Multi-Item Auction with Financially Constrained Bidders," Tinbergen Institute Discussion Papers 08-017/1, Tinbergen Institute.
   
   • Gerard van der Laan & Zaifu Yang, 2016. "An ascending multi-item auction with financially constrained bidders," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 1(1), pages 109-149, December.
   • Gerard van der Laan & Zaifu Yang, 2011. "An Ascending Multi-Item Auction with Financially Constrained Bidders," Discussion Papers 11/04, Department of Economics, University of York.
4. Rene van den Brink & Yukihiko Funaki & Gerard van der Laan, 2008. "The Reverse Talmud Rule for Bankruptcy Problems," Tinbergen Institute Discussion Papers 08-026/1, Tinbergen Institute, revised 27 Mar 2008.
5. René van den Brink & Ilya Katsev & Gerard van der Laan, 2008. "Computation of the Nucleolus for a Class of Disjunctive Games with a Permission Structure," Tinbergen Institute Discussion Papers 08-060/1, Tinbergen Institute.
6. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Tinbergen Institute Discussion Papers 08-083/1, Tinbergen Institute.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2010. "The average tree solution for cooperative games with communication structure," Games and Economic Behavior, Elsevier, vol. 68(2), pages 626-633, March.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Discussion Paper 2008-73, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2010. "The average tree solution for cooperative games with communication structure," Other publications TiSEM 24359ac5-6399-42ee-8f0b-7, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Other publications TiSEM 0fe0e3f2-44c2-42b9-a201-c, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2008. "The average tree solution for cooperative games with communication structure," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
7. René van den Brink & Ilya Katsev & Gerard van der Laan, 2008. "An Algorithm for Computing the Nucleolus of Disjunctive Additive Games with An Acyclic Permission Structure," Tinbergen Institute Discussion Papers 08-104/1, Tinbergen Institute.
8. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
   
   • Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
9. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
10. Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.
11. Siem Jan Koopman & André Lucas & Bernd Schwaab, 2008. "Forecasting Cross-Sections of Frailty-Correlated Default," Tinbergen Institute Discussion Papers 08-029/4, Tinbergen Institute.
12. Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008. "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers 08-040/4, Tinbergen Institute.
    
    • Marc K. Francke & Siem Jan Koopman & Aart F. De Vos, 2010. "Likelihood functions for state space models with diffuse initial conditions," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 407-414, November.
13. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
14. Siem Jan Koopman & Soon Yip Wong, 2008. "Spline Smoothing over Difficult Regions," Tinbergen Institute Discussion Papers 08-114/4, Tinbergen Institute.
15. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter," Working Papers UWEC-2008-15-FC, University of Washington, Department of Economics.
    
    • Drew Creal & Siem Jan Koopman & Eric Zivot, 2010. "Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 695-719.
16. Enrique González-Arangüena & Conrado Manuel & Daniel Gomez & René van den Brink, 2008. "A Value for Directed Communication Situations," Tinbergen Institute Discussion Papers 08-006/1, Tinbergen Institute.
17. René van den Brink & Frank Steffen, 2008. "Axiomatizations of a Positional Power Score and Measure for Hierarchies," Tinbergen Institute Discussion Papers 08-115/1, Tinbergen Institute.
    
    • René Brink & Frank Steffen, 2012. "Axiomatizations of a positional power score and measure for hierarchies," Public Choice, Springer, vol. 151(3), pages 757-787, June.
18. van den Brink, J.R. & Borm, P.E.M. & Hendrickx, R.L.P. & Owen, G., 2008. "Characterizations of the beta- and the degree network power measure," Other publications TiSEM 101ef139-cc05-4b30-bef5-1, Tilburg University, School of Economics and Management.
19. van den Brink, J.R. & Ruys, P.H.M., 2008. "Technology driven organizational structure of the firm," Other publications TiSEM 417827ae-0c53-4d1e-8f55-1, Tilburg University, School of Economics and Management.
    
    • René Brink & Pieter Ruys, 2008. "Technology driven organizational structure of the firm," Annals of Finance, Springer, vol. 4(4), pages 481-503, October.
20. Estevez Fernandez, M.A., 2008. "A Game Theoretical Approach to Sharing Penalties and Rewards in Projects," Discussion Paper 2008-84, Tilburg University, Center for Economic Research.
    
    • Estévez-Fernández, Arantza, 2012. "A game theoretical approach to sharing penalties and rewards in projects," European Journal of Operational Research, Elsevier, vol. 216(3), pages 647-657.
    • Arantza Estévez-Fernández, 2009. "A Game Theoretical Approach to Sharing Penalties and Rewards in Projects," Tinbergen Institute Discussion Papers 09-090/1, Tinbergen Institute.

2007

1. Jan R. Magnus & Karim M. Abadir, 2007. "On some definitions in matrix algebra," CIRJE F-Series CIRJE-F-476, CIRJE, Faculty of Economics, University of Tokyo.
2. Jan R. Magnus, 2007. "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series CIRJE-F-479, CIRJE, Faculty of Economics, University of Tokyo.
   
   • Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
3. Dmitry Danilov & Jan R. Magnus, 2007. "On the estimation of a large sparse Bayesian system: the Snaer program," CIRJE F-Series CIRJE-F-478, CIRJE, Faculty of Economics, University of Tokyo.
   
   • Danilov, Dmitry & Magnus, Jan R., 2008. "On the estimation of a large sparse Bayesian system: The Snaer program," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4203-4224, May.
4. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 2007. "Distributing Dividends in Games with Ordered Players," Tinbergen Institute Discussion Papers 06-114/1, Tinbergen Institute.
5. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2007. "Combinatorial Integer Labeling Theorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Tinbergen Institute Discussion Papers 07-084/1, Tinbergen Institute.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007. "Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Other publications TiSEM 264c28a5-10b6-44e1-9694-4, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007. "Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Discussion Paper 2007-88, Tilburg University, Center for Economic Research.
6. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007. "A vector labeling method for solving discrete zero point and complementarity problems," Other publications TiSEM 070869d0-4e42-4d34-85f9-b, Tilburg University, School of Economics and Management.
7. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2007. "Socially structured games," Other publications TiSEM c2546c5b-249a-44a8-b917-7, Tilburg University, School of Economics and Management.
   
   • P. Herings & Gerard Laan & Dolf Talman, 2007. "Socially Structured Games," Theory and Decision, Springer, vol. 62(1), pages 1-29, February.
8. Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007. "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers 2007-44, Department of Economics and Business Economics, Aarhus University.
   
   • C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute.
9. Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007. "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers 07-027/4, Tinbergen Institute.
   
   • Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor Van Der Geest, 2008. "Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 62(1), pages 104-130, February.
10. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
11. Rene van den Brink & Rene Levinsky & Miroslav Zeleny, 2007. "The balanced solution for cooperative transferable utility games," Jena Economics Research Papers 2007-073, Friedrich-Schiller-University Jena.
    
    • René van den Brink & René Levinsky & Miroslav Zeleny, 2007. "The Balanced Solution for Co-operative Transferable Utility Games," Tinbergen Institute Discussion Papers 07-073/1, Tinbergen Institute.
12. René van den Brink & Frank Steffen, 2007. "Positional Power in Hierarchies," Tinbergen Institute Discussion Papers 07-038/1, Tinbergen Institute.
13. René van den Brink & Yukihiko Funaki & Yuan Ju, 2007. "Consistency, Monotonicity and Implementation of Egalitarian Shapley Values," Tinbergen Institute Discussion Papers 07-062/1, Tinbergen Institute.
14. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2007. "Project games," Other publications TiSEM 809ba203-2bd2-48ce-ae6d-b, Tilburg University, School of Economics and Management.
    
    • Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2007. "Project games," International Journal of Game Theory, Springer;Game Theory Society, vol. 36(2), pages 149-176, October.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Other publications TiSEM 21fd9b62-93b6-4a8b-9bf4-4, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Discussion Paper 2005-91, Tilburg University, Center for Economic Research.

2006

1. Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
   
   • Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
   • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
2. Klaassen, F.J.G.M. & Magnus, J.R., 2006. "Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis," Discussion Paper 2006-52, Tilburg University, Center for Economic Research.
   
   • Klaassen, F.J.G.M. & Magnus, J.R., 2006. "Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis," Other publications TiSEM 73e12d86-8fe4-4a87-9181-7, Tilburg University, School of Economics and Management.
3. Franc J.G.M. Klaasen & Jan R. Magnus, 2006. "Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis," Tinbergen Institute Discussion Papers 06-048/2, Tinbergen Institute.
4. Randt, U. & Magnus, J.R., 2006. "Von Hamburg nach Berlin im sommer 1841 : Emma Isler berichtet," Other publications TiSEM 77df8d62-94c7-4305-8d85-0, Tilburg University, School of Economics and Management.
5. Jurjen Kamphorst & Gerard van der Laan, 2006. "Learning in a Local Interaction Hawk-Dove Game," Tinbergen Institute Discussion Papers 06-034/1, Tinbergen Institute.
6. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.
   
   • Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
7. Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
   
   • Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
   • Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006. "Credit cycles and macro fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies (CFS).
8. Siem Jan Koopman & Soon Yip Wong, 2006. "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers 06-105/4, Tinbergen Institute.
9. René van den Brink, 2006. "On Hierarchies and Communication," Tinbergen Institute Discussion Papers 06-056/1, Tinbergen Institute.
   
   • René Brink, 2012. "On hierarchies and communication," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 39(4), pages 721-735, October.
10. Estevez Fernandez, M.A., 2006. "Cooperative behavior, competition and operations research," Other publications TiSEM 89866d9a-2195-469c-a13f-0, Tilburg University, School of Economics and Management.
11. Estevez Fernandez, M.A. & Mosquera, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2006. "Proportionate Flow Shop Games," Discussion Paper 2006-63, Tilburg University, Center for Economic Research.
    
    • Estevez Fernandez, M.A. & Mosquera, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2006. "Proportionate Flow Shop Games," Other publications TiSEM d54cb827-3347-4150-9792-b, Tilburg University, School of Economics and Management.

2005

1. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005. "Computing Integral Solutions of Complementarity Problems," Tinbergen Institute Discussion Papers 05-006/1, Tinbergen Institute.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Computing Integral Solutions of Complementarity Problems," Other publications TiSEM b8e0c74e-2219-4ab0-99a2-0, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007. "Computing integral solutions of complementarity problems," Other publications TiSEM 6f3abdc6-b961-4466-8e60-2, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Computing Integral Solutions of Complementarity Problems," Discussion Paper 2005-5, Tilburg University, Center for Economic Research.
2. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005. "Solving Discrete Zero Point Problems with Vector Labeling," Tinbergen Institute Discussion Papers 05-106/1, Tinbergen Institute.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Solving Discrete Zero Point Problems with Vector Labeling," Discussion Paper 2005-122, Tilburg University, Center for Economic Research.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Solving Discrete Zero Point Problems with Vector Labeling," Other publications TiSEM 9bd940ee-3fe6-4201-aede-7, Tilburg University, School of Economics and Management.
3. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2005. "The Component Fairness Solution for Cycle-free Graph Games," Tinbergen Institute Discussion Papers 05-114/1, Tinbergen Institute.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2005. "The Component Fairness Solution for Cycle-Free Graph Games," Discussion Paper 2005-127, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2005. "The Component Fairness Solution for Cycle-Free Graph Games," Other publications TiSEM c4a1cae6-feed-45cd-8ee7-1, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2005. "The component fairness solution for cycle-free graph games," Research Memorandum 057, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
4. Candelon, B. & Kool, C.J.M. & Raabe, K. & van Veen, A.P., 2005. "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   
   • Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe, 2005. "The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates," Money Macro and Finance (MMF) Research Group Conference 2005 20, Money Macro and Finance Research Group.
   • B. Candelon & C.J.M. Kool & K. Raabe & T. van Veen, 2005. "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Working Papers 05-09, Utrecht School of Economics.
5. Heinz, S. & Krumke, S.O. & Megow, N. & Rambau, J. & Tuscherer, A. & Vredeveld, T., 2005. "The online target date assignment problem," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
6. Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Economics Papers 2005-W24, Economics Group, Nuffield College, University of Oxford.
   
   • Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute.
7. Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005. "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 05-091/4, Tinbergen Institute.
   
   • Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
8. B. Jungbacker & S.J. Koopman, 2005. "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers 05-002/4, Tinbergen Institute.
   
   • Borus Jungbacker & Siem Jan Koopman, 2006. "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 183-210, Emerald Group Publishing Limited.
9. Siem Jan Koopman & André Lucas & Robert Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Tinbergen Institute Discussion Papers 05-060/4, Tinbergen Institute.
   
   • Koopman, Siem Jan & Lucas, André, 2008. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 510-525.
10. Siem Jan Koopman & André Lucas & André Monteiro, 2005. "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers 05-071/4, Tinbergen Institute, revised 04 Jul 2005.
    
    • Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008. "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, vol. 142(1), pages 399-424, January.
11. Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.
12. Borus Jungbacker & Siem Jan Koopman, 2005. "On Importance Sampling for State Space Models," Tinbergen Institute Discussion Papers 05-117/4, Tinbergen Institute.
13. Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005. "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers 05-118/4, Tinbergen Institute.
    
    • Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2008. "Model‐based measurement of latent risk in time series with applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 265-277, January.
14. René van den Brink & Peter Borm & Ruud Hendrickx & Guillermo Owen, 2005. "Characterizations of Network Power Measures," Tinbergen Institute Discussion Papers 05-061/1, Tinbergen Institute.
15. Rene van den Brink & Pieter H.M. Ruys, 2005. "Positional Wages, Market Wages and Firm Size," Tinbergen Institute Discussion Papers 05-020/1, Tinbergen Institute.
16. van den Brink, J.R. & Ruys, P.H.M., 2005. "Technological Change, Wages and Firm Size," Discussion Paper 2005-022, Tilburg University, Tilburg Law and Economic Center.
17. LINDNER, Ines, 2005. "Voting games with abstention : A probabilistic characterization of power and a special case of Penrose’s Limit Theorem," LIDAM Discussion Papers CORE 2005078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
18. LINDNER, Ines, 2005. "Preference aggregation versus truth-tracking: asymptotic properties of a related story," LIDAM Discussion Papers CORE 2005002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
19. Borm, P.E.M. & Estevez Fernandez, M.A. & Fiestras-Janeiro, G., 2005. "Competitive Environments and Protective Behaviour," Discussion Paper 2005-50, Tilburg University, Center for Economic Research.
    
    • Borm, Peter & Estévez-Fernández, Arantza & Fiestras-Janeiro, M. Gloria, 2009. "Competitive environments and protective behavior," Games and Economic Behavior, Elsevier, vol. 67(1), pages 245-252, September.
    • Borm, P.E.M. & Estevez Fernandez, M.A. & Fiestras-Janeiro, G., 2005. "Competitive Environments and Protective Behaviour," Other publications TiSEM b8a5d1fa-38f3-4c42-9e29-2, Tilburg University, School of Economics and Management.

2004

1. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
   
   • Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
   • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
2. Jurjen Kamphorst & Gerard van der Laan, 2004. "Network Formation under Heterogeneous Costs: The Multiple Group Model," Tinbergen Institute Discussion Papers 04-006/1, Tinbergen Institute.
   
   • Jurjen Kamphorst & Gerard Van Der Laan, 2007. "Network Formation Under Heterogeneous Costs: The Multiple Group Model," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 599-635.
3. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2004. "The Socially Stable Core in Structured Transferable Utility Games," Tinbergen Institute Discussion Papers 04-043/1, Tinbergen Institute.
   
   • Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2007. "The socially stable core in structured transferable utility games," Games and Economic Behavior, Elsevier, vol. 59(1), pages 85-104, April.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "The socially stable core in structured transferable utility games," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "The Socially Stable Core in Structured Transferable Utility Games," Other publications TiSEM 991b92f6-3cd4-4567-bc6f-1, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "The Socially Stable Core in Structured Transferable Utility Games," Discussion Paper 2004-51, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2007. "The socially stable core in structured transferable utility games," Other publications TiSEM 28c8ea20-8a66-4d9e-b054-8, Tilburg University, School of Economics and Management.
4. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 2004. "On the Extreme Points of Two Polytopes associated with a Digraph and Applications to Cooperative Games," Tinbergen Institute Discussion Papers 04-069/1, Tinbergen Institute.
5. René van den Brink & Gerard van der Laan & Vitaly Pruzhansky, 2004. "Harsanyi Power Solutions for Graph-restricted Games," Tinbergen Institute Discussion Papers 04-095/1, Tinbergen Institute.
   
   • René Brink & Gerard Laan & Vitaly Pruzhansky, 2011. "Harsanyi power solutions for graph-restricted games," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(1), pages 87-110, February.
6. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004. "Solving Discrete Zero Point Problems," Tinbergen Institute Discussion Papers 04-112/1, Tinbergen Institute.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004. "Solving discrete zero point problems," Discussion Paper 2004-113, Tilburg University, Center for Economic Research.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004. "Solving discrete zero point problems," Other publications TiSEM 7199ad17-969b-4bd5-b82a-f, Tilburg University, School of Economics and Management.
7. Gerard van der Laan & Vitaly Pruzhansky, 2004. "Demand Adjustment in Coalitional Games," Tinbergen Institute Discussion Papers 04-121/1, Tinbergen Institute.
8. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "Equilibria with Coordination Failures," Discussion Paper 2004-107, Tilburg University, Center for Economic Research.
   
   • Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2009. "Equilibria with coordination failures," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 23-37, January.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "Equilibria with Coordination Failures," Other publications TiSEM 09a2dbab-9dce-433f-bac4-a, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2009. "Equilibria with coordination failures," Other publications TiSEM 6c9f44c7-1e79-4b4b-9c9a-6, Tilburg University, School of Economics and Management.
9. Woltjer, G.B., 2004. "An efficient format for a problem based introductory economics course," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
10. Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004. "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings 158, Econometric Society.
    
    • M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003. "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 03-071/4, Tinbergen Institute.
11. Siem Jan Koopman & Marius Ooms, 2004. "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers 04-135/4, Tinbergen Institute.
    
    • Koopman, Siem Jan & Ooms, Marius, 2006. "Forecasting daily time series using periodic unobserved components time series models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 885-903, November.
12. Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
    
    • Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005. "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 445-475, June.
    • Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
13. Rene van den Brink & Robert P. Gilles, 2004. "Explicit and Latent Authority in Hierarchical Organizations," Econometric Society 2004 North American Summer Meetings 393, Econometric Society.
    
    • van den Brink, J.R. & Gilles, R.P., 2005. "Explicit and Latent Authority in Hierarchical Organizations," Discussion Paper 2005-75, Tilburg University, Center for Economic Research.
    • René van den Brink & Robert P. Gilles, 2003. "Explicit and Latent Authority in Hierarchical Organizations," Tinbergen Institute Discussion Papers 03-102/1, Tinbergen Institute.
14. René van den Brink, 2004. "Null or Zero Players: The Difference between the Shapley Value and the Egalitarian Solution," Tinbergen Institute Discussion Papers 04-127/1, Tinbergen Institute.
15. René van den Brink & Yukihiko Funaki, 2004. "Axiomatizations of a Class of Equal Surplus Sharing Solutions for Cooperative Games with Transferable Utility," Tinbergen Institute Discussion Papers 04-136/1, Tinbergen Institute.
16. Ines Lindner & Holger Strulik, 2004. "Social Fractionalization, Endogenous Property Rights, and Economic Development," Discussion Papers 04-27, University of Copenhagen. Department of Economics.
17. Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2004. "Sequencing Games with Repeated Players," Discussion Paper 2004-128, Tilburg University, Center for Economic Research.
    
    • Arantza Estévez-Fernández & Peter Borm & Pedro Calleja & Herbert Hamers, 2008. "Sequencing games with repeated players," Annals of Operations Research, Springer, vol. 158(1), pages 189-203, February.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2008. "Sequencing games with repeated players," Other publications TiSEM e80f7089-c7f4-4683-9f13-4, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2004. "Sequencing Games with Repeated Players," Other publications TiSEM 0244ce95-d717-4b18-8b3b-f, Tilburg University, School of Economics and Management.
18. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. ""The Museum Pass Game and its Value" Revisited," Discussion Paper 2004-7, Tilburg University, Center for Economic Research.
    
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. ""The Museum Pass Game and its Value" Revisited," Other publications TiSEM 18229f1c-d31a-4d26-a5ee-8, Tilburg University, School of Economics and Management.
19. Calleja, P. & Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. "Job Scheduling, Cooperation and Control," Discussion Paper 2004-65, Tilburg University, Center for Economic Research.
    
    • Calleja, P. & Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. "Job Scheduling, Cooperation and Control," Other publications TiSEM 05906ac6-b582-4ee7-875e-9, Tilburg University, School of Economics and Management.

2003

1. Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
   
   • Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
   • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
2. Abadir, K.M. & Magnus, J.R., 2003. "The central limit theorem for student's distribution (problem 03.6.1)," Other publications TiSEM db2f431c-4bcc-4b10-8119-a, Tilburg University, School of Economics and Management.
3. Abadir, K.M. & Magnus, J.R., 2003. "Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1)," Other publications TiSEM fcb946a3-e8de-48b3-9487-9, Tilburg University, School of Economics and Management.
4. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 2003. "Harsanyi Solutions in Line-graph Games," Tinbergen Institute Discussion Papers 03-076/1, Tinbergen Institute.
5. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2003. "Socially Structured Games and their Applications," Discussion Paper 2003-40, Tilburg University, Center for Economic Research.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2003. "Socially Structured Games and their Applications," Other publications TiSEM 271c701e-4489-41b3-8d9e-f, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2003. "Socially structured games and their applications," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
6. Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford.
   
   • Doornik, Jurgen A. & Ooms, Marius, 2008. "Multimodality in GARCH regression models," International Journal of Forecasting, Elsevier, vol. 24(3), pages 432-448.
7. António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
   
   • Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.
8. Rob Luginbuhl & Siem Jan Koopman, 2003. "Convergence in European GDP Series," Tinbergen Institute Discussion Papers 03-031/4, Tinbergen Institute.
9. Albert J. Menkveld & Siem Jan Koopman & André Lucas, 2003. "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers 03-037/2, Tinbergen Institute, revised 13 Oct 2003.
10. Sanjeev Sridharan & Suncica Vujic & Siem Jan Koopman, 2003. "Intervention Time Series Analysis of Crime Rates," Tinbergen Institute Discussion Papers 03-040/4, Tinbergen Institute.
11. Siem Jan Koopman & Joao Valle e Azevedo, 2003. "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers 03-052/4, Tinbergen Institute.
12. Siem Jan Koopman & André Lucas, 2003. "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers 03-062/2, Tinbergen Institute, revised 09 Jan 2003.
    
    • Siem Jan Koopman & André Lucas, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
    • André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
13. René van den Brink, 2003. "Axiomatizations of Permission Values for Games with a Hierarchical Permission Structure using Split Neutrality," Tinbergen Institute Discussion Papers 03-100/1, Tinbergen Institute.
14. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2003. "On the Core of Multiple Longest Traveling Salesman Games," Discussion Paper 2003-127, Tilburg University, Center for Economic Research.
    
    • Estevez-Fernandez, Arantza & Borm, Peter & Hamers, Herbert, 2006. "On the core of multiple longest traveling salesman games," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1816-1827, November.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2003. "On the Core of Multiple Longest Traveling Salesman Games," Other publications TiSEM 08569957-5741-4082-ae18-c, Tilburg University, School of Economics and Management.

2002

1. Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper 2002-77, Tilburg University, Center for Economic Research.
   
   • Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
2. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
   
   • Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
   • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
3. Magnus, J.R., 2002. "On the sensitivity of the t-statistic," Other publications TiSEM cc3249a4-4ce5-4d34-910e-c, Tilburg University, School of Economics and Management.
4. Jean Derks & Gerard van der Laan & Valeri Vasil'ev, 2002. "On Harsanyi Payoff Vectors and the Weber Set," Tinbergen Institute Discussion Papers 02-105/1, Tinbergen Institute.
5. van der Laan, G. & Talman, A.J.J., 2002. "Dynamic Adjustment of Supply Constrained Disequilibria to Walrasian Equilibrium," Discussion Paper 2002-61, Tilburg University, Center for Economic Research.
   
   • van der Laan, G. & Talman, A.J.J., 2002. "Dynamic adjustment of supply constrained disequilibria to Walrasian equilibria," Other publications TiSEM 3ef5d321-a2da-41a9-a856-b, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J., 2002. "Dynamic Adjustment of Supply Constrained Disequilibria to Walrasian Equilibrium," Other publications TiSEM 8c5d443d-92c8-4e82-bcef-3, Tilburg University, School of Economics and Management.
6. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002. "Existence and welfare properties of equilibrium in an exchange economy with multiple divisible and indivisible commodities and linear production," Other publications TiSEM 5a5610bf-4f85-4a25-963c-c, Tilburg University, School of Economics and Management.
7. Predtetchinski, A. & Herings, P.J.J. & Perea ý Monsuwé, A., 2002. "The weak sequential core for two-period economies," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   
   • P. Herings & A. Predtetchinski & A. Perea, 2006. "The Weak Sequential Core for Two-Period Economies," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(1), pages 55-65, April.
   • Predtetchinski A. & Herings P.J.J. & Perea A., 2002. "The Weak Sequential Core for Two-period Economies," Game Theory and Information 0203008, University Library of Munich, Germany.
8. Siem Jan Koopman & Neil Shephard, 2002. "Testing the Assumptions Behind the Use of Importance Sampling," Economics Papers 2002-W17, Economics Group, Nuffield College, University of Oxford.
9. Eugenie Hol & Siem Jan Koopman, 2002. "Stock Index Volatility Forecasting with High Frequency Data," Tinbergen Institute Discussion Papers 02-068/4, Tinbergen Institute.
10. Siem Jan Koopman & André Lucas & Pieter Klaassen, 2002. "Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation," Tinbergen Institute Discussion Papers 02-107/2, Tinbergen Institute.
11. Siem Jan Koopman & Charles S. Bos, 2002. "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers 02-113/4, Tinbergen Institute.
12. E. Algaba & J.M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2002. "An Axiomatization of the Banzhaf Value for Cooperative Games on Antimatroids," Tinbergen Institute Discussion Papers 02-110/1, Tinbergen Institute.
    
    • E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2004. "An axiomatization of the Banzhaf value for cooperative games on antimatroids," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 59(1), pages 147-166, February.
13. Borm, P.E.M. & van den Brink, J.R. & Slikker, M., 2002. "An iterative procedure for evaluating digraph competitions," Other publications TiSEM 40ae2ec2-efdb-48f6-905c-5, Tilburg University, School of Economics and Management.
    
    • Peter Borm & René van den Brink & Marco Slikker, 2002. "An Iterative Procedure for Evaluating Digraph Competitions," Annals of Operations Research, Springer, vol. 109(1), pages 61-75, January.
    • Borm, P.E.M. & van den Brink, J.R. & Slikker, M., 2000. "An Iterative Procedure for Evaluating Digraph Competitions," Research Memorandum 788, Tilburg University, School of Economics and Management.
    • Borm, P.E.M. & van den Brink, J.R. & Slikker, M., 2000. "An Iterative Procedure for Evaluating Digraph Competitions," Other publications TiSEM 03637fc0-696b-4b91-b292-d, Tilburg University, School of Economics and Management.

2001

1. Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Discussion Paper 2001-38, Tilburg University, Center for Economic Research.
   
   • Klaassen, Franc J. G. M. & Magnus, Jan R., 2003. "Forecasting the winner of a tennis match," European Journal of Operational Research, Elsevier, vol. 148(2), pages 257-267, July.
   • Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Other publications TiSEM 2c6b897d-983a-4e48-9456-6, Tilburg University, School of Economics and Management.
2. Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
   
   • Karim M. Abadir & Jan R. Magnus, 2002. "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
   • Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Other publications TiSEM cf61fb49-7e25-4117-afa9-4, Tilburg University, School of Economics and Management.
3. Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
   
   • Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Other publications TiSEM f131c709-4db4-468d-9ae8-9, Tilburg University, School of Economics and Management.
4. Magnus, J.R. & Klaassen, F.J.G.M., 2001. "Some properties of a generalized two-error components matrix (problem 01.5.1)," Other publications TiSEM d0333592-b1c1-4294-bcf5-b, Tilburg University, School of Economics and Management.
5. Valeri Vasil'ev & Gerard van der Laan, 2001. "The Harsanyi Set for Cooperative TU-Games," Tinbergen Institute Discussion Papers 01-004/1, Tinbergen Institute.
6. Gerard van der Laan & Pieter Ruys & Dolf Talman, 2001. "Optimal Provision of Infrastructure using Public-Private Partnership Contracts," Tinbergen Institute Discussion Papers 01-011/1, Tinbergen Institute.
   
   • van der Laan, G. & Ruys, P.H.M. & Talman, A.J.J., 2000. "Optimal Provision of Infrastructure Using Public-Private Partnership Contracts," Discussion Paper 2000-126, Tilburg University, Center for Economic Research.
   • van der Laan, G. & Ruys, P.H.M. & Talman, A.J.J., 2000. "Optimal Provision of Infrastructure Using Public-Private Partnership Contracts," Other publications TiSEM 608311e8-a7e7-4810-a3d5-3, Tilburg University, School of Economics and Management.
7. René van den Brink & Gerard van der Laan, 2001. "A Class of Consistent Share Functions for Games in Coalition Structure," Tinbergen Institute Discussion Papers 01-044/1, Tinbergen Institute.
   
   • van den Brink, Rene & van der Laan, Gerard, 2005. "A class of consistent share functions for games in coalition structure," Games and Economic Behavior, Elsevier, vol. 51(1), pages 193-212, April.
   • van den Brink, J.R. & van der Laan, G., 2001. "A Class of Consistent Share Functions For Games in Coalition Structure," Other publications TiSEM ba398b81-e24b-40d4-a281-7, Tilburg University, School of Economics and Management.
   • van den Brink, J.R. & van der Laan, G., 2001. "A Class of Consistent Share Functions For Games in Coalition Structure," Discussion Paper 2001-33, Tilburg University, Center for Economic Research.
8. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2001. "Measuring the Power of Nodes in Digraphs," Tinbergen Institute Discussion Papers 01-096/1, Tinbergen Institute.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001. "Measuring the Power of Nodes in Digraphs," Discussion Paper 2001-72, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001. "Measuring the Power of Nodes in Digraphs," Research Memorandum 017, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001. "Measuring the Power of Nodes in Digraphs," Other publications TiSEM 8ad1bdb1-a602-4674-b737-2, Tilburg University, School of Economics and Management.
9. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2001. "Quantity Constrained Equilibria," Tinbergen Institute Discussion Papers 01-116/1, Tinbergen Institute.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001. "Quantity constrained equilibria," Research Memorandum 023, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001. "Quantity Constrained Equilibria," Other publications TiSEM 6f00301a-ac5a-4852-8db8-4, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2001. "Quantity Constrained Equilibria," Discussion Paper 2001-93, Tilburg University, Center for Economic Research.
10. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2001. "Existence of balanced simplices on polytopes," Other publications TiSEM 4240b1b6-949e-4d15-942e-8, Tilburg University, School of Economics and Management.
11. Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford.
    
    • Doornik, Jurgen A. & Ooms, Marius, 2003. "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 333-348, March.
12. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute.
    
    • Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 243-264.
13. Koopman, S.J. & Franses, Ph.H.B.F., 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers EI 2001-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    
    • Siem Jan Koopman & Philip Hans Franses, 2002. "Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 509-526, December.
14. J. Durbin and S.J. Koopman, 2001. "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001 52, Society for Computational Economics.
15. Algaba, A. & Bilbao, J.M. & van den Brink, J.R. & Jiménez-Losada, A., 2001. "Axiomatizations of the Shapley Value for Cooperative Games on Antimatroids," Discussion Paper 2001-99, Tilburg University, Center for Economic Research.
    
    • E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2003. "Axiomatizations of the Shapley value for cooperative games on antimatroids," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 57(1), pages 49-65, April.

2000

1. Magnus, J.R. & Rothenberg, T.J., 2000. "Least squares autoregression with near-unit root," Other publications TiSEM 1462fa47-39b5-4063-a0c2-0, Tilburg University, School of Economics and Management.
2. Magnus, J.R. & Klaassen, F.J.G.M., 2000. "How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon," Other publications TiSEM 438f231d-7989-463c-a193-f, Tilburg University, School of Economics and Management.
3. Magnus, J.R. & Danilov, D.L., 2000. "The maximum number of omitted variables, Problem 00.2.2," Other publications TiSEM 6fc1da96-37ba-4a75-b244-a, Tilburg University, School of Economics and Management.
4. Gerard van der Laan & Cees Withagen, 2000. "General Equilibrium in Economies with Infinite Dimensional Commodity Spaces: A Truncation Approach," Tinbergen Institute Discussion Papers 00-023/1, Tinbergen Institute.
5. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2000. "Cooperative Games in Graph Structure," Tinbergen Institute Discussion Papers 00-072/1, Tinbergen Institute.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2000. "Cooperative Games in Graph Structure," Other publications TiSEM bab30745-01b4-480b-a8ac-4, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2000. "Cooperative Games in Graph Structure," Discussion Paper 2000-90, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2000. "Cooperative games in graph structure," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
6. Kool, C.J.M., 2000. "International bond markets and the introduction of the euro," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   
   • Clemens J. M. Kool, 2000. "International bond markets and the introduction of the Euro," Review, Federal Reserve Bank of St. Louis, vol. 82(Sep), pages 41-56.
7. Jurgen A. Doornik & Marius Ooms, 2000. "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers 0798, Econometric Society.
   
   • Jurgen A. Doornik and Marius Ooms, 2001. "Multimodality and the GARCH Likelihood," Computing in Economics and Finance 2001 76, Society for Computational Economics.
8. A. C. Harvey & Siem Jan Koopman, 2000. "Computing Observation Weights for Signal Extraction and Filtering," Econometric Society World Congress 2000 Contributed Papers 0888, Econometric Society.
   
   • Koopman, Siem Jan & Harvey, Andrew, 2003. "Computing observation weights for signal extraction and filtering," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1317-1333, May.
9. Siem Jan Koopman & Eugenie Hol Uspensky, 2000. "The Stochastic Volatility in Mean Model," Tinbergen Institute Discussion Papers 00-024/4, Tinbergen Institute.
10. Eugenie Hol & Siem Jan Koopman, 2000. "Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility," Tinbergen Institute Discussion Papers 00-104/4, Tinbergen Institute.
11. Borm, P.E.M. & van den Brink, J.R. & Levinsky, R. & Slikker, M., 2000. "On Two New Social Choice Correspondences," Discussion Paper 2000-125, Tilburg University, Center for Economic Research.
    
    • Borm, Peter & van den Brink, Rene & Levinsky, Rene & Slikker, Marco, 2004. "On two new social choice correspondences," Mathematical Social Sciences, Elsevier, vol. 47(1), pages 51-68, January.
    • Borm, P.E.M. & van den Brink, J.R. & Levinsky, R. & Slikker, M., 2000. "On Two New Social Choice Correspondences," Other publications TiSEM 71885704-e24b-43ef-a029-8, Tilburg University, School of Economics and Management.
12. Algaba, A. & Bilbao, J.M. & van den Brink, J.R. & Jiménez-Losada, A., 2000. "Cooperative Games on Antimatroids," Discussion Paper 2000-124, Tilburg University, Center for Economic Research.
13. Lindner, I. & Strulik, H., 2000. "Property Rights and Growth," Faechergruppe Volkswirtschaftlehre 111, University of Hamburg, Institute of Economics.
    
    • Holger Strulik & Ines Lindner, 1999. "Property Rights and Growth," Quantitative Macroeconomics Working Papers 19904, Hamburg University, Department of Economics.

1999

1. Magnus, J.R. & Fontein, P.F. & Thijssen, G.J. & Dijk, J., 1999. "Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989," Other publications TiSEM 570ae6fd-c394-4815-89ea-5, Tilburg University, School of Economics and Management.
2. Magnus, J.R. & Van Tongeren, J.W. & de Vos, A.F., 1999. "Macro accounts estimation using indicator ratios," Other publications TiSEM 6288557a-ba2b-4d15-96e3-e, Tilburg University, School of Economics and Management.
3. van den Brink, J.R. & van der Laan, G., 1999. "Core Concepts for Share Vectors," Discussion Paper 1999-64, Tilburg University, Center for Economic Research.
   
   • Gerard van der Laan & René van den Brink, 2001. "Core concepts for share vectors," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 18(4), pages 759-784.
   • van den Brink, J.R. & van der Laan, G., 1999. "Core Concepts for Share Vectors," Other publications TiSEM 7b3a5d55-7e46-4144-8423-6, Tilburg University, School of Economics and Management.
4. van den Brink, J.R. & van der Laan, G., 1999. "Potentials and Reduced Games for Share Functions," Discussion Paper 1999-41, Tilburg University, Center for Economic Research.
   
   • van den Brink, J.R. & van der Laan, G., 1999. "Potentials and Reduced Games for Share Functions," Other publications TiSEM bb166cb9-4f1c-4e52-b4b9-0, Tilburg University, School of Economics and Management.
5. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1999. "Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible, Indivisible Commodities and Linear Production Technologies," Discussion Paper 1999-76, Tilburg University, Center for Economic Research.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1999. "Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible, Indivisible Commodities and Linear Production Technologies," Other publications TiSEM e7e05539-3fab-4998-818d-0, Tilburg University, School of Economics and Management.
6. Ooms, M. & Doornik, J.A., 1999. "Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation," Econometric Institute Research Papers EI 9947/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
7. Marius Ooms & Björn de Groot & Siem Jan Koopman, 1999. "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999 312, Society for Computational Economics.
   
   • Siem Jan Koopman & Marius Ooms, 2003. "Time Series Modelling of Daily Tax Revenues," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 439-469, November.
   • Siem Jan Koopman & Marius Ooms, 2001. "Time Series Modelling of Daily Tax Revenues," Tinbergen Institute Discussion Papers 01-032/4, Tinbergen Institute.
8. Siem Jan Koopman, 1999. "Fast Estimation of Parameters in State Space Models," Computing in Economics and Finance 1999 311, Society for Computational Economics.
9. Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper 1999-44, Tilburg University, Center for Economic Research.
   
   • Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 84-107.
   • Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Other publications TiSEM 44688527-92c9-4c46-ac53-f, Tilburg University, School of Economics and Management.
10. Ruys, P.H.M. & van den Brink, J.R. & Semenov, R., 1999. "Values and Governance Systems," Discussion Paper 1999-66, Tilburg University, Center for Economic Research.
    
    • Pieter H.M. Ruys & René van den Brink & Radislav Semenov, 2000. "Values and governance systems," Chapters, in: Claude Ménard (ed.), Institutions, Contracts and Organizations, chapter 27, Edward Elgar Publishing.
11. van den Brink, J.R. & Ruys, P.H.M. & Semenov, R., 1999. "Governance of Clubs and Firms with Cultural Dimensions," Discussion Paper 1999-101, Tilburg University, Center for Economic Research.
12. van den Brink, J.R., 1999. "An Axiomatization of the Shapley Value Using a Fairness Property," Discussion Paper 1999-120, Tilburg University, Center for Economic Research.
    
    • René van den Brink, 2002. "An axiomatization of the Shapley value using a fairness property," International Journal of Game Theory, Springer;Game Theory Society, vol. 30(3), pages 309-319.
13. Holger Strulik & Ines Lindner, 1999. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Quantitative Macroeconomics Working Papers 19909, Hamburg University, Department of Economics.
    
    • Ines Lindner & Holger Strulik, 2004. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Public Choice, Springer, vol. 120(1_2), pages 143-167, July.
14. Korporaal, R. & Ridder, A.A.N. & Kloprogge, P. & Dekker, R., 1999. "Capacity planning of prisons in the Netherlands," Econometric Institute Research Papers EI 9909-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1998

1. Klaassen, F.J.G.M. & Magnus, J.R., 1998. "On the Independence and Identical Distribution of Points in Tennis," Discussion Paper 1998-53, Tilburg University, Center for Economic Research.
   
   • Klaassen, F.J.G.M. & Magnus, J.R., 1998. "On the Independence and Identical Distribution of Points in Tennis," Other publications TiSEM 395a6222-6318-49b5-a42c-6, Tilburg University, School of Economics and Management.
2. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 1998. "Price-Quantity Adjustment in a Keynesian Economy," Discussion Paper 1998-118, Tilburg University, Center for Economic Research.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 1998. "Price-Quantity Adjustment in a Keynesian Economy," Other publications TiSEM 871fc27e-6a78-4289-bb9c-f, Tilburg University, School of Economics and Management.
3. van der Laan, G. & van den Brink, J.R., 1998. "A Banzhaf share function for cooperative games in coalition structure," Discussion Paper 1998-66, Tilburg University, Center for Economic Research.
   
   • Gerard van der Laan & René van den Brink, 2002. "A Banzhaf share function for cooperative games in coalition structure," Theory and Decision, Springer, vol. 53(1), pages 61-86, August.
   • van der Laan, G. & van den Brink, J.R., 1998. "A Banzhaf share function for cooperative games in coalition structure," Other publications TiSEM ee0f55cf-8290-4960-9661-5, Tilburg University, School of Economics and Management.
4. van den Brink, J.R. & van der Laan, G., 1998. "The Normalized Banzhaf Value and the Banzhaf Share Function," Research Memorandum 764, Tilburg University, School of Economics and Management.
   
   • van den Brink, J.R. & van der Laan, G., 1998. "The Normalized Banzhaf Value and the Banzhaf Share Function," Other publications TiSEM 40d21bf0-792d-4344-b9f4-6, Tilburg University, School of Economics and Management.
5. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1998. "Cooperative games in permutational structure," Other publications TiSEM 94dd61cf-8471-40af-8cc8-4, Tilburg University, School of Economics and Management.
   
   • Gerard van der Laan & Zaifu Yang & Dolf Talman, 1998. "Cooperative games in permutational structure," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 427-442.
6. Alexander F. Tieman & Harold Houba & Gerard van der Laan, 1998. "Cooperation in a Multi-Dimensional Local Interaction Model," Game Theory and Information 9803002, University Library of Munich, Germany.
7. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
8. Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998. "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers EI 9811, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
   
   • Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449.
   • Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute.
9. Koopman, S.J.M. & Durbin, J., 1998. "Fast Filtering and Smoothing for Multivariate State Space Models," Discussion Paper 1998-18, Tilburg University, Center for Economic Research.
   
   • S. J. Koopman & J. Durbin, 2000. "Fast Filtering and Smoothing for Multivariate State Space Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(3), pages 281-296, May.
   • Koopman, S.J.M. & Durbin, J., 1998. "Fast Filtering and Smoothing for Multivariate State Space Models," Other publications TiSEM 3ca0d14b-21ad-427f-8631-e, Tilburg University, School of Economics and Management.
10. Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper 1998-142, Tilburg University, Center for Economic Research.
    
    • J. Durbin & S. J. Koopman, 2000. "Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 3-56.
    • Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Other publications TiSEM 6338af09-6f2c-46d0-985b-d, Tilburg University, School of Economics and Management.
11. Koopman, S.J.M. & Lai, H.N., 1998. "Modelling bid-ask spreads in competitive dealership markets," Discussion Paper 1998-032, Tilburg University, Center for Economic Research.
    
    • Koopman, S.J.M. & Lai, H.N., 1998. "Modelling bid-ask spreads in competitive dealership markets," Other publications TiSEM 7a193911-dbf2-4831-ac8d-9, Tilburg University, School of Economics and Management.
12. Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998. "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Discussion Paper 1998-141, Tilburg University, Center for Economic Research.
    
    • Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
    • Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998. "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Other publications TiSEM 8fe36759-6517-4c66-86fa-e, Tilburg University, School of Economics and Management.

1997

1. Banerjee, A.N. & Magnus, J.R., 1997. "On the sensitivity of the usual t-and f-tests to AR(1) misspecification," Discussion Paper 1997-90, Tilburg University, Center for Economic Research.
   
   • Banerjee, A.N. & Magnus, J.R., 1997. "On the sensitivity of the usual t-and f-tests to AR(1) misspecification," Other publications TiSEM 219401db-c0ad-4600-8068-8, Tilburg University, School of Economics and Management.
2. Magnus, J.R. & Morgan, M.S., 1997. "The data : A brief description," Other publications TiSEM 4bdd1a8c-adbb-4786-9fc1-b, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R & Morgan, Mary S, 1997. "The Data: A Brief Description," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 651-661, Sept.-Oct.
3. Magnus, J.R. & Morgan, M.S., 1997. "Design of the experiment," Other publications TiSEM 8d946f6d-a95f-40de-a3a5-c, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R & Morgan, Mary S, 1997. "Design of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 459-465, Sept.-Oct.
4. Magnus, J.R. & Morgan, M.S., 1997. "Organization of the experiment," Other publications TiSEM 64345f81-09e1-498f-b6de-c, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R & Morgan, Mary S, 1997. "Organization of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 467-476, Sept.-Oct.
5. Magnus, J.R. & Klaassen, F.J.G.M., 1997. "Wat tenniscommentatoren niet weten : Een analyse van vier jaar Wimbledon," Other publications TiSEM 8daf150f-987c-464a-807d-6, Tilburg University, School of Economics and Management.
6. Magnus, J.R. & Klaassen, F.J.G.M., 1997. "Testing some common hypotheses : Four years at Wimbledon," Other publications TiSEM 6eb3ef49-41a1-4d3a-80f2-f, Tilburg University, School of Economics and Management.
7. van der Laan, G. & Talman, A.J.J., 1997. "Van vast punt tot evenwicht," Other publications TiSEM 28485ca9-3482-4e4d-97ce-2, Tilburg University, School of Economics and Management.
8. Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M., 1997. "Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
9. Andrew C Harvey & Siem Jan Koopman & J Penzer, 1997. "Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.)," STICERD - Econometrics Paper Series 327, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
10. F.A.G. den Butter & S.J. Koopman, 1997. "Interaction between Supply and Demand Shocks in Production and Employment," Tinbergen Institute Discussion Papers 97-052/3, Tinbergen Institute.

1996

1. Magnus, J.R. & Durbin, J., 1996. "A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance," Discussion Paper 1996-60, Tilburg University, Center for Economic Research.
   
   • Magnus, J.R. & Durbin, J., 1996. "A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance," Other publications TiSEM 325b330c-b816-4978-90c2-5, Tilburg University, School of Economics and Management.
2. Magnus, J.R. & Klaassen, F.J.G.M., 1996. "Testing some common tennis hypotheses : Four years at Wimbledon," Discussion Paper 1996-73, Tilburg University, Center for Economic Research.
   
   • Magnus, J.R. & Klaassen, F.J.G.M., 1996. "Testing some common tennis hypotheses : Four years at Wimbledon," Other publications TiSEM a1acdf3a-74c8-4e6c-bf8a-9, Tilburg University, School of Economics and Management.
3. Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Discussion Paper 1996-54, Tilburg University, Center for Economic Research.
   
   • Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Other publications TiSEM e942b349-586c-4201-9228-0, Tilburg University, School of Economics and Management.
4. Herings, P. Jean-Jacques & van der Laan, Gerard & Venniker, Richard, 1996. "The Transition from a Drèze Equilibrium to a Walrasian Equilibrium," LIDAM Discussion Papers IRES 1996013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
5. Xander F. Tieman & Gerard van der Laan & Harold Houba, 1996. "Bertrand Price Competition in a Social Environment," Tinbergen Institute Discussion Papers 96-140/8, Tinbergen Institute.
6. Gerard van der Laan & A.F. Tieman, 1996. "Evolutionary Game Theory and the Modelling of Economic Behavior," Tinbergen Institute Discussion Papers 96-172/8, Tinbergen Institute.
7. Eaves, C. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Balanced Simplices on Polytopes," Discussion Paper 1996-25, Tilburg University, Center for Economic Research.
   
   • Eaves, C. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Balanced Simplices on Polytopes," Other publications TiSEM 21c51445-984c-4466-9e6a-6, Tilburg University, School of Economics and Management.
8. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Existence and approximation of robust stationary points on polytopes," Discussion Paper 96.103, Tilburg University, Center for Economic Research.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Existence and approximation of robust stationary points on polytopes," Other publications TiSEM 9d4ee3ff-2356-498c-85bb-0, Tilburg University, School of Economics and Management.
9. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Existence of an Equilibrium in a Competitive Economy with Indivisibilities and Money," Discussion Paper 1996-35, Tilburg University, Center for Economic Research.
   
   • van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 1997. "Existence of an equilibrium in a competitive economy with indivisibilities and money," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 101-109, August.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1997. "Existence of an equilibrium in a competitive economy with indivisibilities and money," Other publications TiSEM d8160f44-5f61-430b-9a31-e, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Existence of an Equilibrium in a Competitive Economy with Indivisibilities and Money," Other publications TiSEM d6a39049-ea90-4a33-97c9-b, Tilburg University, School of Economics and Management.
10. Ooms, M. & Hassler, U., 1996. "A Note on the Effect of Seasonal Dummies on the Periodogram Regression," Econometric Institute Research Papers EI 9629-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
11. Andrew C Harvey & Siem Jan Koopman, 1996. "Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (19," STICERD - Econometrics Paper Series 307, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
12. Sandmann, G. & Koopman, Siem, 1996. "Maximum likelihood estimation of stochastic volatility models," LSE Research Online Documents on Economics 119161, London School of Economics and Political Science, LSE Library.
    
    • G Sandmann & Siem Jan Koopman, 1996. "Maximum Likelihood Estimation of Stochastic Volatility Models," FMG Discussion Papers dp248, Financial Markets Group.
13. Butter, Frank A.G. den & Koopman, S.J., 1996. "Interaction between supply and demand in production and employment," Serie Research Memoranda 0025, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
14. van den Brink, J.R. & Ruys, P.H.M., 1996. "The internal organization of the firm and its external environment," Discussion Paper 1996-113, Tilburg University, Center for Economic Research.
15. van den Brink, J.R., 1996. "Skewness of the wage distribution in a firm and the substitutability of labor inputs," Research Memorandum FEW 739, Tilburg University, School of Economics and Management.

1995

1. Magnus, J.R. & Morgan, M.S., 1995. "An experiment in applied econometrics," Other publications TiSEM a61c0907-aba4-4d79-9b0e-7, Tilburg University, School of Economics and Management.
2. Keuzenkamp, H.A. & Magnus, J.R., 1995. "The significance of testing in econometrics," Other publications TiSEM 8c3eaa65-433c-4cb9-a31e-a, Tilburg University, School of Economics and Management.
3. Ooms, M., 1995. "Flexible Seasonal Long Memory and Economic Time Series," Econometric Institute Research Papers EI 9515-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
4. Andrew C Harvey & Siem Jan Koopman & Marco Riani, 1995. "The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)," STICERD - Econometrics Paper Series 284, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

1994

1. Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Discussion Paper 1994-31, Tilburg University, Center for Economic Research.
   
   • Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
   • Keuzenkamp, H.A. & Magnus, J.R., 1995. "On tests and significance in econometrics," Other publications TiSEM 1808e2e0-3805-4999-b9a1-5, Tilburg University, School of Economics and Management.
   • Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Other publications TiSEM deda69ee-1b8e-418f-9e1f-d, Tilburg University, School of Economics and Management.
2. Fontein, P.F. & Thijssen, G.J. & Magnus, J.R. & Dijk, J., 1994. "On levies to reduce the nitrogen surplus : The case of Dutch pig farms," Other publications TiSEM 80174da5-111a-4bed-a740-8, Tilburg University, School of Economics and Management.
   
   • Peter Fontein & Geert Thijssen & Jan Magnus & Jan Dijk, 1994. "On levies to reduce the nitrogen surplus: The case of Dutch pig farms," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 4(5), pages 455-478, October.
3. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1994. "Equilibrium adjustment of disequilibrium prices," Discussion Paper 1994-84, Tilburg University, Center for Economic Research.
   
   • Herings, Jean-Jacques & van der Laan, Gerard & Talman, Dolf & Venniker, Richard, 1997. "Equilibrium adjustment of disequilibrium prices," Journal of Mathematical Economics, Elsevier, vol. 27(1), pages 53-77, February.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1997. "Equilibrium adjustment of disequilibrium prices," Other publications TiSEM 22550f27-0bed-4dff-a9de-e, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1994. "Equilibrium adjustment of disequilibrium prices," Other publications TiSEM ace62c06-6075-4264-8de3-d, Tilburg University, School of Economics and Management.
4. van der Laan, G. & Talman, A.J.J. & Yang, Z., 1994. "Intersection theorems on polytopes," Discussion Paper 1994-20, Tilburg University, Center for Economic Research.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1999. "Intersection theorems on polytypes," Other publications TiSEM 7cc2ec6a-3a45-4ad1-a99b-7, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z., 1994. "Intersection theorems on polytopes," Other publications TiSEM b1440966-d5e0-44ab-9b1c-f, Tilburg University, School of Economics and Management.
5. van der Laan, G. & Talman, A.J.J. & Yang, Z., 1994. "Modelling cooperative games in permutational structure," Discussion Paper 1994-43, Tilburg University, Center for Economic Research.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z., 1994. "Modelling cooperative games in permutational structure," Other publications TiSEM f6e53a62-8685-4abb-8aca-7, Tilburg University, School of Economics and Management.
6. van den Brink, J.R. & Gilles, R.P., 1994. "Ranking the nodes in directed and weighted directed graphs," Discussion Paper 1994-21, Tilburg University, Center for Economic Research.
7. van den Brink, J.R. & Borm, P.E.M., 1994. "Digraph competitions and cooperative games," Discussion Paper 1994-24, Tilburg University, Center for Economic Research.
   
   • René van den Brink & Peter Borm, 2002. "Digraph Competitions and Cooperative Games," Theory and Decision, Springer, vol. 53(4), pages 327-342, December.
   • van den Brink, J.R. & Borm, P.E.M., 2002. "Digraph competitions and cooperative games," Other publications TiSEM 262e8724-0bc0-49da-99c5-f, Tilburg University, School of Economics and Management.
   • van den Brink, J.R. & Borm, P.E.M., 1994. "Digraph competitions and cooperative games," Other publications TiSEM 1b98a76d-ab49-4f5c-975c-c, Tilburg University, School of Economics and Management.
8. van den Brink, J.R., 1994. "A note on the t-value and t-related solution concepts," Research Memorandum FEW 652, Tilburg University, School of Economics and Management.

1993

1. Magnus, J.R. & Pesaran, B., 1993. "Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables : background, motivation and examples," Other publications TiSEM e2bddcbe-db63-498f-951f-b, Tilburg University, School of Economics and Management.
2. Magnus, J.R. & Pesaran, B., 1993. "The evaluation of cumulants and moments of quadratic forms in normal variables (CUM) : Technical description," Other publications TiSEM b8c135e0-92e2-4a8b-9d52-9, Tilburg University, School of Economics and Management.
3. Magnus, J.R. & Pesaran, B., 1993. "The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM) : Technical description," Other publications TiSEM 5dfb53b7-482b-45bf-9647-e, Tilburg University, School of Economics and Management.
4. van der Laan, G. & Talman, D., 1993. "Intersection Theorems on the Simplotope," Papers 9370, Tilburg - Center for Economic Research.
   
   • van der Laan, G. & Talman, A.J.J., 1993. "Intersection theorems on the simplotope," Other publications TiSEM e0d3ebc6-f8bb-45fa-a836-2, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J., 1993. "Intersection theorems on the simplotope," Discussion Paper 1993-70, Tilburg University, Center for Economic Research.
5. Ridder, A., 1993. "On a stochastic ordering for random vectors and multidimensional Markov chains," Serie Research Memoranda 0028, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
6. Ridder, A., 1993. "Fast simulation of Markov fluid models," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
7. Ridder, A., 1993. "Notes on stochastic orderings on lattices," Serie Research Memoranda 0029, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1992

1. van der Laan, G. & Talman, A.J.J. & Kremers, J.A.W.M., 1992. "On the existence and computation of an equilibrium in an economy with constant returns to scale production," Research Memorandum FEW 577, Tilburg University, School of Economics and Management.
   
   • Kremers, H. & Laan, G. van der & Talman, A.J.J., 1991. "On the existence and computation of an equilibrium in an economy with constant returns to scale production," Serie Research Memoranda 0082, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
   • van der Laan, G. & Talman, A.J.J. & Kremers, J.A.W.M., 1992. "On the existence and computation of an equilibrium in an economy with constant returns to scale production," Other publications TiSEM 1c4a3b05-e512-47c8-9727-5, Tilburg University, School of Economics and Management.
2. Siem Jan Koopman & N.G. Shephard, 1992. "Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.)," STICERD - Econometrics Paper Series 241, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
3. van den Brink, J.R. & Gilles, R.P., 1992. "Measuring domination in directed graphs," Research Memorandum FEW 565, Tilburg University, School of Economics and Management.

1991

1. Magnus, J.R. & Pesaran, B., 1991. "The bias of forecasts from a first-order autoregression," Other publications TiSEM 346d080a-99dc-493f-9a95-6, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R. & Pesaran, Bahram, 1991. "The Bias of Forecasts from a First-Order Autoregression," Econometric Theory, Cambridge University Press, vol. 7(2), pages 222-235, June.
2. Gerlagh, R. & Laan, G. van der, 1991. "Monotone improvement of the social welfare in an industrial network," Serie Research Memoranda 0073, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
3. Gilles, R.P. & Owen, G. & van den Brink, J.R., 1991. "Games with permission structures : The conjunctive approach," Discussion Paper 1991-14, Tilburg University, Center for Economic Research.
   
   • Gilles, Robert P & Owen, Guillermo & van den Brink, Rene, 1992. "Games with Permission Structures: The Conjunctive Approach," International Journal of Game Theory, Springer;Game Theory Society, vol. 20(3), pages 277-293.
   • Gilles, R.P. & Owen, G. & van den Brink, J.R., 1991. "Games with permission structures : The conjunctive approach," Research Memorandum FEW 473, Tilburg University, School of Economics and Management.
4. van den Brink, J.R. & Gilles, R.P., 1991. "Axiomatizations of the conjunctive permission value for games with permission structures," Research Memorandum FEW 485, Tilburg University, School of Economics and Management.
   
   • van den Brink, Rene & Gilles, Robert P., 1996. "Axiomatizations of the Conjunctive Permission Value for Games with Permission Structures," Games and Economic Behavior, Elsevier, vol. 12(1), pages 113-126, January.
5. Merkies, A.H.Q.M. & Steyn, I.J., 1991. "Modelling changing lag patterns in Dutch construction," Serie Research Memoranda 0086, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
   
   • Merkies, Arnold H. Q. M. & Steyn, Ivo J., 1994. "Modelling changing lag patterns in Dutch construction," Journal of Economic Dynamics and Control, Elsevier, vol. 18(2), pages 499-509, March.
6. Merkies, A.H.Q.M. & Steyn, I.J., 1991. "A note on pareto laws," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1990

1. Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moments Of Ratios Of Quadratic Forms In Normal Variables And Related Statistics," Papers 9019, Tilburg - Center for Economic Research.
   
   • Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Other publications TiSEM 9b269af3-185b-4ada-93e2-5, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Discussion Paper 1990-19, Tilburg University, Center for Economic Research.
2. Magnus, J.R. & Pesaran, B., 1990. "Forecasting, Misspecification And Unit Roots: The Case Of Ar(1) Versus Arma (1,1)," Papers 9002, Tilburg - Center for Economic Research.
   
   • Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Other publications TiSEM b0a7c823-f218-49d9-9264-e, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Discussion Paper 1990-2, Tilburg University, Center for Economic Research.
3. Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moment Of Quadratic Forms In Normal Variables," Papers 9021, Tilburg - Center for Economic Research.
   
   • Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
   • Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Other publications TiSEM b16a6ec3-ce7b-406e-8c76-9, Tilburg University, School of Economics and Management.
4. Magnus, J.R., 1990. "On certain moments relating to ratios of quadratic forms in normal variables : Further results," Other publications TiSEM ee6e9beb-1fbb-4232-9571-6, Tilburg University, School of Economics and Management.
5. Magnus, J.R., 1990. "On the fundamental bordered matrix of linear estimation," Other publications TiSEM b4e18af6-b9d7-49ca-8e07-5, Tilburg University, School of Economics and Management.
   
   • Magnus, J.R., 1992. "On the fundamental bordered matrix of linear estimation," Other publications TiSEM 58a07a44-c048-4a11-9b7e-4, Tilburg University, School of Economics and Management.
6. Magnus, J.R. & Woodland, A.D., 1990. "Separability and aggregation," Other publications TiSEM 271155a7-e737-47ef-867b-3, Tilburg University, School of Economics and Management.
   
   • Magnus, J.R. & Woodland, A.D., 1990. "Separability and aggregation," Other publications TiSEM 7f5133e0-9f4a-46ae-b8c2-4, Tilburg University, School of Economics and Management.
7. Van Den Elzen, A. & Van Der Laan, G. & Talman, D., 1990. "An Adjustment Process For An Exchange Economy With Linear Production Technologies," Papers 9015, Tilburg - Center for Economic Research.
   
   • van den Elzen, A.H. & van der Laan, G. & Talman, A.J.J., 1990. "An adjustment process for an exchange economy with linear production technologies," Other publications TiSEM bd4a123d-7b05-4b20-9816-0, Tilburg University, School of Economics and Management.
   • Elzen, A. van den & Laan, G. van der & Talman, A.J.J., 1989. "An adjustment process for an exchange economy with linear production technologies," Serie Research Memoranda 0082, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
   • Talman, A.J.J. & van den Elzen, A.H. & van der Laan, G., 1994. "An adjustment process for an exchange economy with linear production technologies," Other publications TiSEM 4e361009-dd05-401a-a698-a, Tilburg University, School of Economics and Management.
   • van den Elzen, A.H. & van der Laan, G. & Talman, A.J.J., 1990. "An adjustment process for an exchange economy with linear production technologies," Discussion Paper 1990-15, Tilburg University, Center for Economic Research.
8. van der Laan, G. & Ruys, P.H.M. & Talman, A.J.J., 1990. "Signaling devices for the supply of semi-public goods," Other publications TiSEM 44434ec2-af48-4f42-8054-0, Tilburg University, School of Economics and Management.
   
   • Laan, G. van der & Ruys, P.H.M. & Talman, A.J.J., 1990. "Signaling devices for the supply of semi-public goods," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
9. Laan, G. van der, 1990. "General equilibrium in a closed international trade model," Serie Research Memoranda 0044, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
10. van den Brink, J.R. & Gilles, R.P., 1990. "A social power index for hierarchically structured populations of economic agents," Research Memorandum FEW 465, Tilburg University, School of Economics and Management.

1989

1. Magnus, J.R. & Pesaran, B., 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 9cfd5ae9-e1f8-4184-8b32-3, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R. & Pesaran, Bahram, 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Journal of Econometrics, Elsevier, vol. 42(2), pages 157-179, October.
   • Magnus, J.R. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 7e639692-03d0-4464-a966-8, Tilburg University, School of Economics and Management.
2. Van Der Laan, G. & Ta & Man, A.J.J., 1989. "Price Rigidities And Rationing," Papers 8913, Tilburg - Center for Economic Research.
   
   • Laan, G. van der & Talman, A.J.J., 1989. "Price regidities and rationing," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
   • van der Laan, G. & Talman, A.J.J., 1989. "Price rigidities and rationing," Discussion Paper 1989-13, Tilburg University, Center for Economic Research.
   • van der Laan, G. & Talman, A.J.J., 1989. "Price rigidities and rationing," Other publications TiSEM 6233bbaf-ac2d-424f-b0a7-e, Tilburg University, School of Economics and Management.
3. Dai, Y. & van der Laan, G. & Talman, A.J.J. & Yamamoto, Y., 1989. "A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron," Discussion Paper 1989-52, Tilburg University, Center for Economic Research.
   
   • Dai, Y. & van der Laan, G. & Talman, A.J.J. & Yamamoto, Y., 1989. "A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron," Other publications TiSEM 82992276-1868-4b56-a937-0, Tilburg University, School of Economics and Management.
   • Talman, A.J.J. & Dai, Y. & van der Laan, G. & Yamamoto, Y., 1991. "A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron," Other publications TiSEM d961dc7e-e203-4709-8a75-5, Tilburg University, School of Economics and Management.
   • Dai, Y. & van der Laan, G. & Talman, A.J.J. & Yamamoto, Y., 1991. "A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron," Other publications TiSEM 1c8981ec-4826-4b29-8872-e, Tilburg University, School of Economics and Management.
4. van den Elzen, A.H. & van der Laan, G., 1989. "Price adjustment in a two-country model," Research Memorandum 391, Tilburg University, School of Economics and Management.
   
   • Elzen, A. van den & Laan, G. van der, 1989. "Price adjustment in a two-country model," Serie Research Memoranda 0033, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
   • van den Elzen, A.H. & van der Laan, G., 1989. "Price adjustment in a two-country model," Other publications TiSEM 27bce94a-c24d-4406-84c2-2, Tilburg University, School of Economics and Management.
5. Hofkes, M.W. & Laan, G. van der, 1989. "Solution of general equilibrium models with nonconvex technologies," Serie Research Memoranda 0088, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
6. Merkies, A.H.Q.M. & Hofkes, M.W., 1989. "The impact of projecting multidimensional preference functions into operational macroeconometric models," Serie Research Memoranda 0084, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
7. Casteren, P.H.F.M. & Merkies, A.H.Q.M., 1989. "Micro labour demand functions with heterogeneous output for Dutch housing-construction," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
8. Casteren, P.H.F.M. & Merkies, A.H.Q.M., 1989. "A model for the employment pattern of construction projects," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1988

1. Magnus, J.R. & Pesaran, B., 1988. "The bias of forecasts from a first-order autoregression (Revised version)," Discussion Paper 1988-2, Tilburg University, Center for Economic Research.
2. Holly, A. & Magnus, J.R., 1988. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM 15b2886d-b0f9-4e4e-a526-9, Tilburg University, School of Economics and Management.
   
   • Alberto Holly & Jan R. Magnus, 1988. "A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures," Annals of Economics and Statistics, GENES, issue 10, pages 121-138.
   • Holly, A. & Magnus, J.R., 1990. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM d27670f5-9d36-42e1-a59e-d, Tilburg University, School of Economics and Management.
3. Magnus, J.R. & Woodland, A.D., 1988. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM 21cf54a1-ad57-442b-9c3d-f, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R & Woodland, Alan D, 1988. "On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(4), pages 707-725, November.
   • Magnus, J.R. & Woodland, A.D., 1990. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM d2c3de60-5961-45db-932f-8, Tilburg University, School of Economics and Management.
4. Hoque, A. & Magnus, J.R. & Pesaran, B., 1988. "The exact multi-period meansquare forecast error for the first-order autoregressive model," Other publications TiSEM 23060037-ac4f-4f28-8fde-4, Tilburg University, School of Economics and Management.
   
   • Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram, 1988. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Journal of Econometrics, Elsevier, vol. 39(3), pages 327-346, November.
   • Magnus, J.R. & Hoque, A. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Other publications TiSEM 3f9a5173-06c6-4266-94b5-5, Tilburg University, School of Economics and Management.
5. Merkies, A.H.Q.M. & Steyn, I.J., 1988. "Adaptive forecasting with hyperfilters," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
6. Merkies, A.H.Q.M. & Meer, T. van der, 1988. "Theoretical foundations for the 3-c model," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
7. Daal, J. van & Merkies, A.H.Q.M., 1988. "A note on the quadratic expenditure model," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
   
   • van Daal, Jan & Merkies, Arnold H Q M, 1989. "A Note on the Quadratic Expenditure Model," Econometrica, Econometric Society, vol. 57(6), pages 1439-1443, November.

1987

1. Magnus, J.R. & Morgan, M.S., 1987. "The ET interview : Professor J. Tinbergen," Other publications TiSEM c9e971fe-394d-4e99-89a2-6, Tilburg University, School of Economics and Management.
2. Magnus, J.R., 1987. "A representation theorem for (trAp)1/p," Other publications TiSEM a6bbea90-205f-45b9-b2e3-1, Tilburg University, School of Economics and Management.
3. Magnus, J.R. & Woodland, A.D., 1987. "Inter-fuel substitution in Dutch manufacturing," Other publications TiSEM ac70331b-1a1e-465e-9ccc-8, Tilburg University, School of Economics and Management.
4. van der Laan, G. & Talman, A.J.J., 1987. "Computing economic equilibria by variable dimension algorithms : State of the art," Research Memorandum FEW 270, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1987. "Computing economic equilibria by variable dimension algorithms : State of the art," Other publications TiSEM 06bae7cf-3351-42b1-9ef6-3, Tilburg University, School of Economics and Management.
5. Ruys, P.H.M. & van der Laan, G., 1987. "Computation of an industrial equilibrium," Research Memorandum FEW 257, Tilburg University, School of Economics and Management.
   
   • Ruys, P.H.M. & van der Laan, G., 1987. "Computation of an industrial equilibrium," Other publications TiSEM 55625e6d-1c1e-4dd2-b3b6-9, Tilburg University, School of Economics and Management.
   • Ruys, P.H.M. & Laan, G. van der, 1987. "Computation of an industrial equilibrium," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
6. van der Laan, G. & Talman, A.J.J., 1987. "A convergent price adjustment process," Other publications TiSEM 0271830c-c03d-46a1-ae6f-f, Tilburg University, School of Economics and Management.
   
   • Van Der Laan, G. & Talman, A. J. J., 1987. "A convergent price adjustment process," Economics Letters, Elsevier, vol. 23(2), pages 119-123.
7. Talman, A.J.J. & van der Laan, G., 1987. "Simplicial approximation of solutions to the nonlinear complementarity problem with lower and upper bounds," Other publications TiSEM 738c081c-83bc-4764-a144-9, Tilburg University, School of Economics and Management.
8. Talman, A.J.J. & van der Laan, G. & Van der Heyden, L., 1987. "Variable dimension algorithms for solving the nonlinear complementarity problem on a product of unit simplices using general labelling," Other publications TiSEM fbe9ae2f-e01d-4eef-944c-6, Tilburg University, School of Economics and Management.
9. Hofkes, M.W. & Laan, G. van der, 1987. "On the exclusion from the use of a public good and pareto optimality," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
10. Daal, J. van & Merkies, A.H.Q.M., 1987. "Demand systems that are polynomial in income," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1986

1. Magnus, J.R. & Neudecker, H., 1986. "Symmetry, 0-1 matrices and Jacobians : A review," Other publications TiSEM c1c491d0-f2bf-4de1-94f8-3, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R. & Neudecker, H., 1986. "Symmetry, 0-1 Matrices and Jacobians: A Review," Econometric Theory, Cambridge University Press, vol. 2(2), pages 157-190, August.
   • Magnus, J & Neudecker, H, 1985. "Symmetry, 0-1 Matrices, And Jacobians: A Review," University of Amsterdam, Actuarial Science and Econometrics Archive 293083, University of Amsterdam, Faculty of Economics and Business.
2. Heijmans, R.D.H. & Magnus, J.R., 1986. "On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations," Other publications TiSEM b2fc9176-e950-4580-90e6-5, Tilburg University, School of Economics and Management.
   
   • R.D.H. Heijmans & J.R. Magnus, 1986. "On The First–Order Efficiency And Asymptotic Normality Of Maximum Likelihood Estimators Obtained From Dependent Observations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 40(3), pages 169-188, September.
   • Heijmans, Risto & Magnus, Jan, 1983. "On The First-Order Efficiency And Asympotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293068, University of Amsterdam, Faculty of Economics and Business.
   • Heijmans, R & Magnus, J, 1984. "On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293077, University of Amsterdam, Faculty of Economics and Business.
3. Magnus, J.R., 1986. "The exact moments of a ratio of quadratic forms in normal variables," Other publications TiSEM c6725407-ac3c-44fd-b6d1-5, Tilburg University, School of Economics and Management.
   
   • Jan R. Magnus, 1986. "The Exact Moments of a Ratio of Quadratic Forms in Normal Variables," Annals of Economics and Statistics, GENES, issue 4, pages 95-109.
4. Heijmans, R.D.H. & Magnus, J.R., 1986. "Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations," Other publications TiSEM 04646078-f0bf-4fe6-80a7-3, Tilburg University, School of Economics and Management.
   
   • Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations," Econometric Theory, Cambridge University Press, vol. 2(3), pages 374-412, December.
5. van den Elzen, A.H. & van der Laan, G., 1986. "A price adjustment process for an economy with a block-diagonal pattern," Research Memorandum FEW 229, Tilburg University, School of Economics and Management.
   
   • van den Elzen, A.H. & van der Laan, G., 1986. "A price adjustment process for an economy with a block-diagonal pattern," Other publications TiSEM 6fdb976a-8e5c-4577-83c1-9, Tilburg University, School of Economics and Management.
6. Kool, J.T.C. & Merkies, A.H.Q.M., 1986. "On the integration of multi-step prediction and model selection for stationary time series," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1985

1. Magnus, J & Neudecker, H, 1985. "MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory," University of Amsterdam, Actuarial Science and Econometrics Archive 293086, University of Amsterdam, Faculty of Economics and Business.
2. Heijmans, Risto & Magnus, Jan, 1985. "Consistent Maximum Likelihood Estimation With Dependent Observations: The General (Non-Normal) Case And The Normal Case," University of Amsterdam, Actuarial Science and Econometrics Archive 293107, University of Amsterdam, Faculty of Economics and Business.
   
   • Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case," Journal of Econometrics, Elsevier, vol. 32(2), pages 253-285, July.
   • Heijmans, R.D.H. & Magnus, J.R., 1986. "Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case," Other publications TiSEM 9b460ea9-57c5-4d5b-934f-c, Tilburg University, School of Economics and Management.
3. Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Other publications TiSEM 1b2f1740-bfd1-4ea5-986c-9, Tilburg University, School of Economics and Management.
4. Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Other publications TiSEM f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
5. Heijmans, Risto & Magnus, Jan, 1985. "On The First-Order Efficiency An Dasymptotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293110, University of Amsterdam, Faculty of Economics and Business.
   
   • Heijmans, R & Magnus, J, 1984. "On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293077, University of Amsterdam, Faculty of Economics and Business.
6. Magnus, J & Neudecker, H, 1985. "Matrix differential calculus and static optimization Part III- differentials: Practice," University of Amsterdam, Actuarial Science and Econometrics Archive 293096, University of Amsterdam, Faculty of Economics and Business.
7. van den Elzen, A.H. & van der Laan, G. & Talman, A.J.J., 1985. "Adjustment processes for finding equilibria on the simplotope," Research Memorandum FEW 196, Tilburg University, School of Economics and Management.
   
   • van den Elzen, A.H. & van der Laan, G. & Talman, A.J.J., 1985. "Adjustment processes for finding equilibria on the simplotope," Other publications TiSEM 21421db2-1e09-461b-9a16-a, Tilburg University, School of Economics and Management.
8. van der Laan, G. & Talman, A.J.J., 1985. "Adjustment processes for finding economic equilibria," Research Memorandum FEW 174, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1985. "Adjustment processes for finding economic equilibria," Other publications TiSEM 90ab0a23-b91a-4c4b-b4b7-8, Tilburg University, School of Economics and Management.
9. van der Laan, G. & Talman, A.J.J., 1985. "An algorithm for the linear complementarity problem with upper and lower bounds," Research Memorandum FEW 200, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1985. "An algorithm for the linear complementarity problem with upper and lower bounds," Other publications TiSEM fbcd28cb-a339-4fc5-844b-f, Tilburg University, School of Economics and Management.
   • Talman, A.J.J. & van der Laan, G., 1989. "An algorithm for the linear complementarity problem with upper and lower bounds," Other publications TiSEM 8a5225e3-e776-4167-a5b1-9, Tilburg University, School of Economics and Management.

1984

1. Doup, T.M. & van der Laan, G. & Talman, A.J.J., 1984. "The (2n+1-2)-ray algorithm : A new simplicial algorithm to compute economic equilibria," Research Memorandum FEW 151, Tilburg University, School of Economics and Management.
   
   • Doup, T.M. & van der Laan, G. & Talman, A.J.J., 1984. "The (2n+1-2)-ray algorithm : A new simplicial algorithm to compute economic equilibria," Other publications TiSEM 03240a63-123f-484a-9017-4, Tilburg University, School of Economics and Management.
   • Talman, A.J.J. & Doup, T.M. & van der Laan, G., 1987. "The (2**(n+1)-2)-ray algorithm : A new simplicial algorithm to compute economic equilibria," Other publications TiSEM 400795a4-b171-4faa-b242-2, Tilburg University, School of Economics and Management.
2. van der Laan, G. & Talman, A.J.J. & van der Heyden, L., 1984. "Variable dimension algorithms for unproper labellings," Research Memorandum FEW 147, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J. & van der Heyden, L., 1984. "Variable dimension algorithms for unproper labellings," Other publications TiSEM 8b90cff0-cd81-487a-beab-5, Tilburg University, School of Economics and Management.
3. van der Laan, G. & Talman, A.J.J. & Van der Heyden, L., 1984. "Shortest paths for simplicial algorithms," Research Memorandum FEW 164, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J. & Van der Heyden, L., 1984. "Shortest paths for simplicial algorithms," Other publications TiSEM cfcbbc3f-30f6-422a-a4ee-8, Tilburg University, School of Economics and Management.

1983

1. Heijmans, R & Magnus, J, 1983. "Consistency of Maximum Likelihood Estimators When Observations Are Dependent," University of Amsterdam, Actuarial Science and Econometrics Archive 293066, University of Amsterdam, Faculty of Economics and Business.
2. Heijmans, Risto & Magnus, Jan, 1983. "Consistent Maximum Likelihood Estimation Of The Nonlinear Regression Model With Normal Errors," University of Amsterdam, Actuarial Science and Econometrics Archive 293069, University of Amsterdam, Faculty of Economics and Business.
3. Magnus, J.R., 1983. "L-structured matrices and linear matrix equations," Other publications TiSEM ef9a74f0-816a-4079-8211-1, Tilburg University, School of Economics and Management.
4. Heijmans, Risto & Magnus, Jan, 1983. "On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293067, University of Amsterdam, Faculty of Economics and Business.
5. Heijmans, Risto & Magnus, Jan, 1983. "Asymptotic Normality Of The Maximum Likelihood Estimator In The Nonlinear Regression Model With Normal Errors," University of Amsterdam, Actuarial Science and Econometrics Archive 293070, University of Amsterdam, Faculty of Economics and Business.
6. Talman, A.J.J. & van der Laan, G., 1983. "Interpretation of the variable dimension fixed point algorithm with an artificial level," Other publications TiSEM a021faea-47c1-4b65-a508-4, Tilburg University, School of Economics and Management.

1982

1. Magnus, J.R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Other publications TiSEM 9ffb33fe-f5af-470f-b405-f, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 239-285, August.
2. van der LAAN, Gerard, 1982. "Simplicial approximation of unemployment equilibria," LIDAM Reprints CORE 467, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   
   • Laan, Gerard van der, 1982. "Simplicial approximation of unemployment equilibria," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 83-97, January.
3. van der Laan, G. & Talman, A.J.J., 1982. "Simplicial approximation of solutions to the nonlinear complementarity problem," Research Memorandum FEW 118, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1982. "Simplicial approximation of solutions to the nonlinear complementarity problem," Other publications TiSEM 2eacfb91-c244-45ae-8711-b, Tilburg University, School of Economics and Management.
4. van der Laan, G. & Talman, A.J.J., 1982. "Simplical algorithms for finding stationary points, a unifying description," Research Memorandum FEW 109, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1982. "Simplical algorithms for finding stationary points, a unifying description," Other publications TiSEM 44492d22-c6c1-49ac-a66a-6, Tilburg University, School of Economics and Management.
5. van der Laan, G. & Talman, A.J.J., 1982. "From fixed point to equilibrium," Research Memorandum FEW 122, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1982. "From fixed point to equilibrium," Other publications TiSEM c66927da-83a1-482b-addf-9, Tilburg University, School of Economics and Management.
6. Talman, A.J.J. & van der Laan, G., 1982. "On the computation of fixed points on the product space of unit simplices and an application to noncooperative N-person games," Other publications TiSEM ba74b902-87c8-43d5-8471-6, Tilburg University, School of Economics and Management.

1981

1. Magnus, J.R., 1981. "Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems," Other publications TiSEM 0f5e327c-8c59-4d0f-914a-f, Tilburg University, School of Economics and Management.
2. van der Laan, G. & Talman, A.J.J., 1981. "Note of the path following approach of equilibrium programming," Research Memorandum FEW 106, Tilburg University, School of Economics and Management.
   
   • van der Laan, G. & Talman, A.J.J., 1981. "Note of the path following approach of equilibrium programming," Other publications TiSEM 85f001a7-4e11-4cac-bfdc-7, Tilburg University, School of Economics and Management.
   • Talman, A.J.J. & van der Laan, G., 1983. "Note on the path-following approach of equilibrium programming," Other publications TiSEM 69e03de8-a3d5-4bcf-a94f-3, Tilburg University, School of Economics and Management.
3. Talman, A.J.J. & van der Laan, G., 1981. "A class of simplicial subdivisions for restart fixed point algorithms," Other publications TiSEM 4b5dcc3a-9a84-4ee8-b8a5-b, Tilburg University, School of Economics and Management.

1980

1. Magnus, J.R. & Neudecker, H., 1980. "The elimination matrix : Some lemmas and applications," Other publications TiSEM 0e3315d3-846c-4bc5-928e-f, Tilburg University, School of Economics and Management.
2. Talman, A.J.J. & van der Laan, G., 1980. "A new subdivision for computing fixed points with a homotopy algorithm," Other publications TiSEM d702630e-5e0d-4c31-bd1e-1, Tilburg University, School of Economics and Management.
3. Talman, A.J.J. & van der Laan, G., 1980. "An improvement of fixed point algorithms by using a good triangulation," Other publications TiSEM df7bfc3b-d7c7-4631-811a-e, Tilburg University, School of Economics and Management.

1979

1. Magnus, J.R., 1979. "Substitution between energy and non-energy inputs in the Netherlands, 1950-1976," Other publications TiSEM eef7f886-58db-4162-a57f-b, Tilburg University, School of Economics and Management.
   
   • Magnus, Jan R, 1979. "Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 465-484, June.
2. Magnus, J.R., 1979. "The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica," Other publications TiSEM fe936fc3-c7db-4806-80b3-6, Tilburg University, School of Economics and Management.
3. Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
4. Talman, A.J.J. & van der Laan, G., 1979. "A restart algorithm for computing fixed points without an extra dimension," Other publications TiSEM 1f2102f8-e6da-4e9c-a2ed-9, Tilburg University, School of Economics and Management.

1978

1. Magnus, J.R., 1978. "The moments of products of quadratic forms in normal variables," Other publications TiSEM 17c77a44-1789-4cf4-a382-a, Tilburg University, School of Economics and Management.
   
   • Jan R. Magnus, 1978. "The moments of products of quadratic forms in normal variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 32(4), pages 201-210, December.

1977

1. Magnus, Jan & Neudecker, H, 1977. "The commutation matrix: some theorems and applications," University of Amsterdam, Actuarial Science and Econometrics Archive 293044, University of Amsterdam, Faculty of Economics and Business.
2. Heijmans, Risto & Magnus, Jan, 1977. "Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix," University of Amsterdam, Actuarial Science and Econometrics Archive 293047, University of Amsterdam, Faculty of Economics and Business.
3. Magnus, Jan, 1977. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," University of Amsterdam, Actuarial Science and Econometrics Archive 293034, University of Amsterdam, Faculty of Economics and Business.
   
   • Magnus, Jan R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Journal of Econometrics, Elsevier, vol. 7(3), pages 281-312, April.
   • Magnus, J.R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Other publications TiSEM 388c2c25-0925-4b56-834a-7, Tilburg University, School of Economics and Management.
4. Don, F & Magnus, Jan, 1977. "On the Unbiasedness of Iterated GLS Estimators," University of Amsterdam, Actuarial Science and Econometrics Archive 293048, University of Amsterdam, Faculty of Economics and Business.
   
   • Don, F.J.H. & Magnus, J.R., 1980. "On the unbiasedness of iterated GLS estimators," Other publications TiSEM 0651c9b8-01ec-451a-aced-2, Tilburg University, School of Economics and Management.

1976

1. Magnus, Jan, 1976. "Substitution between energy and non-energy inputs in the Netherlands, 1950-1974," University of Amsterdam, Actuarial Science and Econometrics Archive 293027, University of Amsterdam, Faculty of Economics and Business.

1974

1. Cramer, J.S. & Magnus, J.R., 1974. "Benzine is al eens duurder geweest," Other publications TiSEM f3743619-64fb-4314-833a-e, Tilburg University, School of Economics and Management.

Undated

1. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 0000. "The Restricted Core for Totally Positive Games with Ordered Players," Tinbergen Institute Discussion Papers 09-038/1, Tinbergen Institute.
2. Siem Jan Koopman & Kai Ming Lee, 0000. "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers 08-028/4, Tinbergen Institute.
   
   • Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448, September.
3. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute, revised 17 Sep 2010.
4. René van den Brink & Robert P. Gilles, 0000. "The Outflow Ranking Method for Weighted Directed Graphs," Tinbergen Institute Discussion Papers 06-044/1, Tinbergen Institute.
   
   • van den Brink, René & Gilles, Robert P., 2009. "The outflow ranking method for weighted directed graphs," European Journal of Operational Research, Elsevier, vol. 193(2), pages 484-491, March.

---

Journal articles

2024

1. Blasques, F. & van Brummelen, J. & Gorgi, P. & Koopman, S.J., 2024. "A robust Beveridge–Nelson decomposition using a score-driven approach with an application," Economics Letters, Elsevier, vol. 236(C).
   
   • Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024. "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers 24-003/III, Tinbergen Institute.
2. Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan, 2024. "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions," Journal of Econometrics, Elsevier, vol. 238(1).
3. Creal, Drew & Koopman, Siem Jan & Lucas, André & Zamojski, Marcin, 2024. "Observation-driven filtering of time-varying parameters using moment conditions," Journal of Econometrics, Elsevier, vol. 238(2).
4. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2024. "A regression-based approach to the CO2 airborne fraction," Nature Communications, Nature, vol. 15(1), pages 1-9, December.
5. Francisco Blasques & Enzo D’Innocenzo & Siem Jan Koopman, 2024. "Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices," Econometric Reviews, Taylor & Francis Journals, vol. 43(8), pages 638-670, September.
6. De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
7. Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2024. "A method to evaluate the rank condition for CCE estimators," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 123-155, April.
8. Telg, Sean, 2024. "Time aggregation of mixed causal–noncausal models," Economics Letters, Elsevier, vol. 244(C).
9. Mirko Armillotta & Konstantinos Fokianos, 2024. "Count network autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(4), pages 584-612, July.

2023

1. Rene van den Brink & Ilya Katsev & Gerard van der Laan, 2023. "Properties of Solutions for Games on Union-Closed Systems," Mathematics, MDPI, vol. 11(4), pages 1-16, February.
2. Takayuki Oishi & Gerard van der Laan & René van den Brink, 2023. "Axiomatic analysis of liability problems with rooted-tree networks in tort law," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 229-258, January.
3. Gorgi, P. & Koopman, S.J., 2023. "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, vol. 237(2).
   
   • Paolo Gorgi & Siem Jan Koopman, 2020. "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers 20-004/III, Tinbergen Institute.
4. Blasques, F. & Harvey, A.C. & Koopman, S.J. & Lucas, A., 2023. "Time-Varying Parameters in Econometrics: The editor’s foreword," Journal of Econometrics, Elsevier, vol. 237(2).
5. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2023. "On the evidence of a trend in the CO2 airborne fraction," Nature, Nature, vol. 616(7956), pages 1-3, April.
6. P. Gorgi & S. J. Koopman & R. Lit, 2023. "Estimation of final standings in football competitions with a premature ending: the case of COVID-19," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(1), pages 233-250, March.
   
   • Paolo Gorgi & Siem Jan Koopman & Rutger Lit, 2020. "Estimation of final standings in football competitions with premature ending: the case of COVID-19," Tinbergen Institute Discussion Papers 20-070/III, Tinbergen Institute.
7. Telg, Sean & Dubinova, Anna & Lucas, Andre, 2023. "Covid-19, credit risk management modeling, and government support," Journal of Banking & Finance, Elsevier, vol. 147(C).

2022

1. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
2. Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022. "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
   
   • Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018. "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers 18-088/III, Tinbergen Institute.
3. Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
   
   • Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014. "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers 14-029/III, Tinbergen Institute, revised 23 Oct 2017.

2021

1. Blasques, F. & Gorgi, P. & Koopman, S.J., 2021. "Missing observations in observation-driven time series models," Journal of Econometrics, Elsevier, vol. 221(2), pages 542-568.
   
   • Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018. "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers 18-013/III, Tinbergen Institute.
2. Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
   
   • Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
3. Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021. "Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
   
   • Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
4. Mengheng Li & Siem Jan Koopman, 2021. "Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 614-627, August.
5. Ignace De Vos & Gerdie Everaert, 2021. "Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 294-306, January.

2020

1. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
   
   • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Other publications TiSEM 52cbee73-e1dc-4ed3-8ec9-6, Tilburg University, School of Economics and Management.
   • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper 2010-122, Tilburg University, Center for Economic Research.
2. Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2020. "Adaptation for Mitigation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 457-484, March.
   
   • Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Working Papers 2014.102, Fondazione Eni Enrico Mattei.
   • Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Tinbergen Institute Discussion Papers 14-126/III, Tinbergen Institute.
   • Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2017. "Adaptation for mitigation," Discussion papers e-16-014, Graduate School of Economics , Kyoto University.
   • Ikefuji, Masako & Magnus, Jan R. & Sakamoto, Hiroaki, 2014. "Adaptation for Mitigation," Climate Change and Sustainable Development 191000, Fondazione Eni Enrico Mattei (FEEM).
3. Li, Mengheng & Koopman, Siem Jan & Lit, Rutger & Petrova, Desislava, 2020. "Long-term forecasting of El Niño events via dynamic factor simulations," Journal of Econometrics, Elsevier, vol. 214(1), pages 46-66.
4. Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
5. Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020. "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, vol. 217(2), pages 335-355.
   
   • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk, 2019. "Partially Censored Posterior for robust and efficient risk evaluation," Working Paper 2019/12, Norges Bank.
   • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019. "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers 19-057/III, Tinbergen Institute.
6. Francisco Blasques & Siem Jan Koopman & André Lucas, 2020. "Nonlinear autoregressive models with optimality properties," Econometric Reviews, Taylor & Francis Journals, vol. 39(6), pages 559-578, July.
7. Alain Hecq & Joao Victor Issler & Sean Telg, 2020. "Mixed causal–noncausal autoregressions with exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 328-343, April.
   
   • Hecq, Alain & Issler, João Victor & Telg, Sean, 2019. "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 810, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

2019

1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 217-222, April.
   
   • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," EIEF Working Papers Series 1802, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2018.
2. Jan R. Magnus, 2019. "On Using the t -Ratio as a Diagnostic," Econometrics, MDPI, vol. 7(2), pages 1-3, May.
3. P. Gorgi & S. J. Koopman & R. Lit, 2019. "The analysis and forecasting of tennis matches by using a high dimensional dynamic model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(4), pages 1393-1409, October.
4. Siem Jan Koopman & Rutger Lit & Thuy Minh Nguyen, 2019. "Modified efficient importance sampling for partially non‐Gaussian state space models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 73(1), pages 44-62, February.
5. Blasques, F. & Gorgi, P. & Koopman, S.J., 2019. "Accelerating score-driven time series models," Journal of Econometrics, Elsevier, vol. 212(2), pages 359-376.
6. Koopman, Siem Jan & Lit, Rutger, 2019. "Forecasting football match results in national league competitions using score-driven time series models," International Journal of Forecasting, Elsevier, vol. 35(2), pages 797-809.
   
   • Siem Jan (S.J.) Koopman & Rutger Lit, 2017. "Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models," Tinbergen Institute Discussion Papers 17-062/III, Tinbergen Institute.
7. Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng, 2019. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1735-1747.
   
   • Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li, 2018. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," Tinbergen Institute Discussion Papers 18-026/III, Tinbergen Institute.
8. P Gorgi & P R Hansen & P Janus & S J Koopman, 2019. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 1-32.
   
   • Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers 16-061/III, Tinbergen Institute.
9. De Vos, Ignace & Westerlund, Joakim, 2019. "On CCE estimation of factor-augmented models when regressors are not linear in the factors," Economics Letters, Elsevier, vol. 178(C), pages 5-7.
10. Gianluca Cubadda & Alain Hecq & Sean Telg, 2019. "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 697-715, June.
    
    • Gianluca Cubadda & Alain Hecq & Sean Telg, 2018. "Detecting Co-Movements in Noncausal Time Series," CEIS Research Paper 430, Tor Vergata University, CEIS, revised 23 Apr 2018.
    • Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017. "Detecting Co-Movements in Noncausal Time Series," MPRA Paper 77254, University Library of Munich, Germany, revised 02 Mar 2017.

2018

1. De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018. "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, vol. 204(1), pages 1-17.
   
   • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017. "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series 1711, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2017.
   • Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
2. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.
3. F Blasques & S J Koopman & A Lucas, 2018. "Amendments and Corrections," Biometrika, Biometrika Trust, vol. 105(3), pages 753-753.
4. István Barra & Agnieszka Borowska & Siem Jan Koopman, 2018. "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 384-424.
   
   • Istvan Barra & Siem Jan Koopman & Agnieszka Borowska, 2016. "Bayesian Dynamic Modeling of High-Frequency Integer Price Changes," Tinbergen Institute Discussion Papers 16-028/III, Tinbergen Institute, revised 16 Feb 2018.
5. Siem Jan Koopman & Rutger Lit & André Lucas & Anne Opschoor, 2018. "Dynamic discrete copula models for high‐frequency stock price changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 966-985, November.

2017

1. Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017. "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(3), pages 458-478, May.
   
   • Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014. "Time Varying Transition Probabilities for Markov Regime Switching Models," Tinbergen Institute Discussion Papers 14-072/III, Tinbergen Institute.
2. Francesco Calvori & Drew Creal & Siem Jan Koopman & André Lucas, 2017. "Testing for Parameter Instability across Different Modeling Frameworks," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 223-246.
3. Siem Jan Koopman & Rutger Lit & André Lucas, 2017. "Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1490-1503, October.
   
   • Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015. "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers 15-076/IV/DSF94, Tinbergen Institute.
4. S. J. Koopman & G. Mesters, 2017. "Empirical Bayes Methods for Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 486-498, July.
   
   • Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
5. Bernd Schwaab & Siem Jan Koopman & André Lucas, 2017. "Global Credit Risk: World, Country and Industry Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 296-317, March.
   
   • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "Global credit risk: world country and industry factors," Working Paper Series 1922, European Central Bank.
   • Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015. "Global Credit Risk: World, Country and Industry Factors," Tinbergen Institute Discussion Papers 15-029/III/DSF87, Tinbergen Institute.
6. István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2017. "Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 1003-1026, August.
   
   • István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014. "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 14-118/III, Tinbergen Institute, revised 31 Mar 2016.
7. René Brink & Chris Dietz & Gerard Laan & Genjiu Xu, 2017. "Comparable characterizations of four solutions for permission tree games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 903-923, April.
   
   • René van den Brink & Chris Dietz & Gerard van der Laan & Genjiu Xu, 2015. "Comparable Characterizations of Four Solutions for Permission Tree Games," Tinbergen Institute Discussion Papers 15-021/II, Tinbergen Institute.
8. A. Estévez-Fernández & P. Borm & M. G. Fiestras-Janeiro & M. A. Mosquera & E. Sánchez-Rodríguez, 2017. "On the 1-nucleolus," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(2), pages 309-329, October.
   
   • Estévez-Fernández , M.A. & Borm, Peter & Fiestras, & Mosquera, & Sanchez,, 2017. "On the 1-nucleolus," Other publications TiSEM a8ce6687-c87a-4131-98f7-3, Tilburg University, School of Economics and Management.
9. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2017. "Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 140-158, January.
10. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
    
    • Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, Department of Economics and Business Economics, Aarhus University.
    • Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models," Tinbergen Institute Discussion Papers 15-019/III, Tinbergen Institute.
11. Alain Hecq & Sean Telg & Lenard Lieb, 2017. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," Econometrics, MDPI, vol. 5(4), pages 1-22, October.
    
    • Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper 74922, University Library of Munich, Germany, revised 04 Nov 2016.

2016

1. Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
   
   • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
   • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
2. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
3. Jan R. Magnus & Giuseppe De Luca, 2016. "Weighted-Average Least Squares (Wals): A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 117-148, February.
4. Gerard van der Laan & Zaifu Yang, 2016. "An ascending multi-item auction with financially constrained bidders," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 1(1), pages 109-149, December.
   
   • Gerard van der Laan & Zaifu Yang, 2008. "An Ascending Multi-Item Auction with Financially Constrained Bidders," Tinbergen Institute Discussion Papers 08-017/1, Tinbergen Institute.
   • Gerard van der Laan & Zaifu Yang, 2011. "An Ascending Multi-Item Auction with Financially Constrained Bidders," Discussion Papers 11/04, Department of Economics, University of York.
5. René Brink & Anna Khmelnitskaya & Gerard Laan, 2016. "An Owen-type value for games with two-level communication structure," Annals of Operations Research, Springer, vol. 243(1), pages 179-198, August.
   
   • Rene van den Brink & Anna Khmelnitskaya & Gerard van der Laan, 2011. "An Owen-Type Value for Games with Two-Level Communication Structures," Tinbergen Institute Discussion Papers 11-089/1, Tinbergen Institute.
6. G. Mesters & S. J. Koopman & M. Ooms, 2016. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 659-687, April.
   
   • Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.
7. Vujić, Sunčica & Commandeur, Jacques J.F. & Koopman, Siem Jan, 2016. "Intervention time series analysis of crime rates: The case of sentence reform in Virginia," Economic Modelling, Elsevier, vol. 57(C), pages 311-323.
8. Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016. "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, vol. 145(C), pages 83-87.
   
   • Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area," Tinbergen Institute Discussion Papers 16-029/III, Tinbergen Institute.
9. Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016. "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 405-417.
10. Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
    
    • Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014. "Spillover dynamics for systemic risk measurement using spatial financial time series models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100632, Verein für Socialpolitik / German Economic Association.
    • Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
11. Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 461-475.
    
    • Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015. "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers 15-070/III/DSF94, Tinbergen Institute.
    • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016. "The information in systemic risk rankings," Working Paper Series 1875, European Central Bank.
12. Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
    
    • Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
13. Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.
14. Siem Jan Koopman & André Lucas & Marcel Scharth, 2016. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 97-110, March.
    
    • Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
15. Hans Peters & Judith Timmer & Rene van den Brink, 2016. "Power on digraphs," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 26(2), pages 107-125.
    
    • Peters, Hans & Timmer, Judith & van den Brink, Rene, 2016. "Power on digraphs," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
16. René Brink & Youngsub Chun & Yukihiko Funaki & Boram Park, 2016. "Consistency, population solidarity, and egalitarian solutions for TU-games," Theory and Decision, Springer, vol. 81(3), pages 427-447, September.
    
    • Rene van den Brink & Youngsub Chun & Yukihiko Funaki & Boram Park, 2012. "Consistency, Population Solidarity, and Egalitarian Solutions for TU-Games," Tinbergen Institute Discussion Papers 12-136/II, Tinbergen Institute.
17. Huang, Jia-Ping & Koster, Maurice & Lindner, Ines, 2016. "Diffusion of behavior in network games with threshold dynamics," Mathematical Social Sciences, Elsevier, vol. 84(C), pages 109-118.
18. Emiliya Lazarova & Peter Borm & Arantza Estévez-Fernández, 2016. "Transfers and exchange-stability in two-sided matching problems," Theory and Decision, Springer, vol. 81(1), pages 53-71, June.
    
    • Lazarova, E.A. & Borm, Peter & Estevez, Arantza, 2016. "Transfers and exchange-stability in two-sided matching problems," Other publications TiSEM e76da65e-c692-4ba3-a2c6-d, Tilburg University, School of Economics and Management.
    • Emiliya Lazarova & Peter Borm & Arantza Estévez-Fernández, 2014. "Transfers and Exchange-Stability in Two-Sided Matching Problems," Tinbergen Institute Discussion Papers 14-086/II, Tinbergen Institute.
19. Laurent Callot & Niels Haldrup & Malene Kallestrup-Lamb, 2016. "Deterministic and stochastic trends in the Lee–Carter mortality model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(7), pages 486-493, May.
    
    • Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, Department of Economics and Business Economics, Aarhus University.
20. Alain Hecq & Lenard Lieb & Sean Telg, 2016. "Identification of Mixed Causal-Noncausal Models in Finite Samples," Annals of Economics and Statistics, GENES, issue 123-124, pages 307-331.

2015

1. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
2. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015. "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 306-312.
3. Harold Houba & Gerard Laan & Yuyu Zeng, 2015. "International Environmental Agreements for River Sharing Problems," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(4), pages 855-872, December.
   
   • Harold Houba & Gerard van der Laan & Yuyu Zeng, 2013. "International Environmental Agreements for River Sharing Problems," Tinbergen Institute Discussion Papers 13-157/II, Tinbergen Institute.
4. Siem Jan Koopman & Rutger Lit, 2015. "A dynamic bivariate Poisson model for analysing and forecasting match results in the English Premier League," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 167-186, January.
   
   • Siem Jan Koopman & Rutger Lit, 2012. "A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League," Tinbergen Institute Discussion Papers 12-099/III, Tinbergen Institute.
5. F. Blasques & S. J. Koopman & A. Lucas, 2015. "Information-theoretic optimality of observation-driven time series models for continuous responses," Biometrika, Biometrika Trust, vol. 102(2), pages 325-343.
6. Siem Jan Koopman & André Lucas & Marcel Scharth, 2015. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 114-127, January.
   
   • Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 11-057/4, Tinbergen Institute, revised 27 Jan 2012.
7. Borus Jungbacker & Siem Jan Koopman, 2015. "Likelihood‐based dynamic factor analysis for measurement and forecasting," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-21, June.
8. René Brink & P. Herings & Gerard Laan & A. Talman, 2015. "The Average Tree permission value for games with a permission tree," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 99-123, January.
   
   • van den Brink, J.R. & Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2013. "The average tree permission value for games with a permission tree," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
   • van den Brink, R. & Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2013. "The Average Tree Permission Value for Games with a Permission Tree," Discussion Paper 2013-001, Tilburg University, Center for Economic Research.
   • van den Brink, R. & Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2013. "The Average Tree Permission Value for Games with a Permission Tree," Other publications TiSEM 7f82484a-b6d8-4d2e-90cb-8, Tilburg University, School of Economics and Management.
   • Rene van den Brink & Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2012. "The Average Tree Permission Value for Games with a Permission Tree," Tinbergen Institute Discussion Papers 13-023/II, Tinbergen Institute.
   • van den Brink, R. & van der Laan, G. & Herings, P.J.J. & Talman, A.J.J., 2015. "The Average Tree permission value for games with a permission tree," Other publications TiSEM 97042492-4b03-4e72-b88d-d, Tilburg University, School of Economics and Management.
9. René Brink & Gerard Laan & Nigel Moes, 2015. "Values for transferable utility games with coalition and graph structure," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(1), pages 77-99, April.
10. René Brink & Yukihiko Funaki, 2015. "Implementation and axiomatization of discounted Shapley values," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 45(2), pages 329-344, September.
11. E. Algaba & J. Bilbao & R. Brink, 2015. "Harsanyi power solutions for games on union stable systems," Annals of Operations Research, Springer, vol. 225(1), pages 27-44, February.
    
    • Encarnacion Algaba & Jesus Mario Bilbao & Rene van den Brink, 2011. "Harsanyi Power Solutions for Games on Union Stable Systems," Tinbergen Institute Discussion Papers 11-182/1, Tinbergen Institute.
12. van den Brink, René & Pintér, Miklós, 2015. "On axiomatizations of the Shapley value for assignment games," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 110-114.
    
    • Rene van den Brink & Miklos Pinter, 2012. "On Axiomatizations of the Shapley Value for Assignment Games," Tinbergen Institute Discussion Papers 12-092/II, Tinbergen Institute.
13. E. Sánchez-Rodríguez & P. Borm & A. Estévez-Fernández & M. Fiestras-Janeiro & M. Mosquera, 2015. "$$k$$ k -core covers and the core," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(2), pages 147-167, April.
14. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
    
    • Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
15. Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-based bias correction and inference for dynamic panels with fixed effects," Stata Journal, StataCorp LLC, vol. 15(4), pages 986-1018, December.
    
    • Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-Based Bias Correction And Inference For Dynamic Panels With Fixed Effects," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/906, Ghent University, Faculty of Economics and Business Administration.

2014

1. Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
   
   • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
2. Kan Ji & Jan Magnus & Wendun Wang, 2014. "Natural Resources, Institutional Quality, and Economic Growth in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 57(3), pages 323-343, March.
3. Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "The effect of health benefits on climate change mitigation policies," Climatic Change, Springer, vol. 126(1), pages 229-243, September.
4. Houba, Harold & van der Laan, Gerard & Zeng, Yuyu, 2014. "Asymmetric Nash Solutions in the River Sharing Problem," Strategic Behavior and the Environment, now publishers, vol. 4(4), pages 321-360, December.
   
   • Harold Houba & Gerard van der Laan & Yuyu Zeng, 2013. "Asymmetric Nash Solutions in the River Sharing Problem," Tinbergen Institute Discussion Papers 13-051/II, Tinbergen Institute.
5. Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius, 2014. "Long memory with stochastic variance model: A recursive analysis for US inflation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 144-157.
6. Mesters, G. & Koopman, S.J., 2014. "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.
   
   • Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.
7. Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014. "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 187-206.
   
   • Pawel Janus & Siem Jan Koopman & André Lucas, 2011. "Long Memory Dynamics for Multivariate Dependence under Heavy Tails," Tinbergen Institute Discussion Papers 11-175/2/DSF28, Tinbergen Institute.
8. Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
   
   • Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
9. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2014. "Nowcasting and forecasting global financial sector stress and credit market dislocation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 741-758.
10. Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014. "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 898-915, December.
    
    • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013. "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series 1626, European Central Bank.
    • Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
11. Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014. "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 65-90, January.
    
    • Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
12. Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
    
    • Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
13. René Brink & Chris Dietz, 2014. "Games with a local permission structure: separation of authority and value generation," Theory and Decision, Springer, vol. 76(3), pages 343-361, March.
    
    • Rene van den Brink & Chris Dietz, 2012. "Games with a Local Permission Structure: Separation of Authority and Value Generation," Tinbergen Institute Discussion Papers 12-126/II, Tinbergen Institute.
14. René Brink & Arantza Estévez-Fernández & Gerard Laan & Nigel Moes, 2014. "Independence of downstream and upstream benefits in river water allocation problems," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 43(1), pages 173-194, June.
15. René Brink & Gerard Laan & Valeri Vasil’ev, 2014. "Constrained core solutions for totally positive games with ordered players," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(2), pages 351-368, May.
16. van den Brink, René & González-Arangüena, Enrique & Manuel, Conrado & del Pozo, Mónica, 2014. "Order monotonic solutions for generalized characteristic functions," European Journal of Operational Research, Elsevier, vol. 238(3), pages 786-796.
    
    • René van den Brink & Enrique González-Aranguena & Conrado Manuel & Mónica del Pozo, 2013. "Order Monotonic Solutions for Generalized Characteristic Functions," Tinbergen Institute Discussion Papers 13-093/II, Tinbergen Institute.
17. Ju, Yuan & Chun, Youngsub & van den Brink, René, 2014. "Auctioning and selling positions: A non-cooperative approach to queueing conflicts," Journal of Economic Theory, Elsevier, vol. 153(C), pages 33-45.
    
    • Rene van den Brink & Youngsub Chun & Yuan Ju, 2014. "Auctioning and Selling Positions: A Non-cooperative Approach to Queuing Conflicts," Tinbergen Institute Discussion Papers 14-016/II, Tinbergen Institute.
    • Yuan Ju & Youngsub Chun & Rene van den Brink, 2014. "Auctioning and Selling Positions: a noncooperative approach to queueing conflicts," Working Paper Series no91, Institute of Economic Research, Seoul National University.
18. Lindner, Ines & Strulik, Holger, 2014. "From tradition to modernity: Economic growth in a small world," Journal of Development Economics, Elsevier, vol. 109(C), pages 17-29.
    
    • Lindner, Ines & Strulik, Holger, 2011. "From Tradition to Modernity: Economic Growth in a Small World," Hannover Economic Papers (HEP) dp-478, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    • Ines Lindner & Holger Strulik, 2012. "From Tradition to Modernity: Economic Growth in a Small World," Tinbergen Institute Discussion Papers 12-035/1, Tinbergen Institute.
19. Estévez-Fernández, Arantza & Reijnierse, Hans, 2014. "On the core of cost-revenue games: Minimum cost spanning tree games with revenues," European Journal of Operational Research, Elsevier, vol. 237(2), pages 606-616.
    
    • Arantza Estevez-Fernandez & Hans Reijnierse, 2012. "On the Core of Cost-Revenue Games: Minimum Cost Spanning Tree Games with Revenues," Tinbergen Institute Discussion Papers 12-101/II, Tinbergen Institute.
20. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
    
    • Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
    • Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.

2013

1. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.
2. Álvarez-Mozos, M. & van den Brink, R. & van der Laan, G. & Tejada, O., 2013. "Share functions for cooperative games with levels structure of cooperation," European Journal of Operational Research, Elsevier, vol. 224(1), pages 167-179.
   
   • Mikel Alvarez-Mozos & Rene van den Brink & Gerard van der Laan & Oriol Tejada, 2012. "Share Functions for Cooperative Games with Levels Structure of Cooperation," Tinbergen Institute Discussion Papers 12-052/1, Tinbergen Institute.
3. van den Brink, René & Funaki, Yukihiko & van der Laan, Gerard, 2013. "Characterization of the Reverse Talmud bankruptcy rule by Exemption and Exclusion properties," European Journal of Operational Research, Elsevier, vol. 228(2), pages 413-417.
4. van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2013. "A strategic implementation of the Average Tree solution for cycle-free graph games," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2737-2748.
   
   • Rene van den Brink & Gerard van der Laan & Nigel Moes, 2012. "A Strategic Implementation of the Average Tree Solution for Cycle-Free Graph Games," Tinbergen Institute Discussion Papers 12-050/1, Tinbergen Institute.
5. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013. "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
   
   • Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
6. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
   
   • Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
7. Drew Creal & Siem Jan Koopman & André Lucas, 2013. "Generalized Autoregressive Score Models With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 777-795, August.
8. René Brink & Yukihiko Funaki & Yuan Ju, 2013. "Reconciling marginalism with egalitarianism: consistency, monotonicity, and implementation of egalitarian Shapley values," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(3), pages 693-714, March.
9. René Brink & Agnieszka Rusinowska & Frank Steffen, 2013. "Measuring power and satisfaction in societies with opinion leaders: an axiomatization," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(3), pages 671-683, September.
   
   • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587726, HAL.
   • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Post-Print halshs-00587726, HAL.
   • Rene van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Tinbergen Institute Discussion Papers 11-058/1, Tinbergen Institute.
   • René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Documents de travail du Centre d'Economie de la Sorbonne 11018, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
10. C. Manuel & E. González-Arangüena & R. Brink, 2013. "Players indifferent to cooperate and characterizations of the Shapley value," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(1), pages 1-14, February.
    
    • Conrado Manuel & Enrique Gonzalez-Aranguena & Rene van den Brink|, 2012. "Players Indifferent to cooperate and Characterizations of the Shapley Value," Tinbergen Institute Discussion Papers 12-036/1, Tinbergen Institute.

2012

1. Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
   
   • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
   • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
2. Salima Douhou & Jan Magnus & Arthur Soest, 2012. "Peer Reporting and the Perception of Fairness," De Economist, Springer, vol. 160(3), pages 289-310, September.
   
   • Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Discussion Paper 2011-068, Tilburg University, Center for Economic Research.
   • Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Other publications TiSEM 534a454c-f74a-43e6-b9e8-f, Tilburg University, School of Economics and Management.
3. van den Brink, René & Khmelnitskaya, Anna & van der Laan, Gerard, 2012. "An efficient and fair solution for communication graph games," Economics Letters, Elsevier, vol. 117(3), pages 786-789.
   
   • Rene van den Brink & Anna Khmelnitskaya & Gerard van der Laan, 2011. "An Efficient and Fair Solution for Communication Graph Games," Tinbergen Institute Discussion Papers 11-052/1, Tinbergen Institute.
4. van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2012. "Fair agreements for sharing international rivers with multiple springs and externalities," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 388-403.
   
   • Rene van den Brink & Gerard van der Laan & Nigel Moes, 2010. "Fair Agreements for Sharing International Rivers with Multiple Springs and Externalities," Tinbergen Institute Discussion Papers 10-096/1, Tinbergen Institute.
5. Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius, 2012. "Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3134-3152.
6. Vujić Sunčica & Koopman Siem Jan & Commandeur J.F., 2012. "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(6), pages 652-677, December.
7. Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
   
   • Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
8. Siem Jan Koopman & Marcel Scharth, 2012. "The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures," Journal of Financial Econometrics, Oxford University Press, vol. 11(1), pages 76-115, December.
   
   • Siem Jan Koopman & Marcel Scharth, 2011. "The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures," Tinbergen Institute Discussion Papers 11-132/4, Tinbergen Institute.
9. Siem Jan Koopman & André Lucas & Bernd Schwaab, 2012. "Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 521-532, May.
   
   • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2012. "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series 1459, European Central Bank.
10. René Brink & Frank Steffen, 2012. "Axiomatizations of a positional power score and measure for hierarchies," Public Choice, Springer, vol. 151(3), pages 757-787, June.
    
    • René van den Brink & Frank Steffen, 2008. "Axiomatizations of a Positional Power Score and Measure for Hierarchies," Tinbergen Institute Discussion Papers 08-115/1, Tinbergen Institute.
11. René Brink & Youngsub Chun, 2012. "Balanced consistency and balanced cost reduction for sequencing problems," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 38(3), pages 519-529, March.
    
    • Rene van den Brink & Youngsub Chun, 2010. "Balanced Consistency and Balanced Cost Reduction for Sequencing Problems," Tinbergen Institute Discussion Papers 10-035/1, Tinbergen Institute.
12. René Brink, 2012. "On hierarchies and communication," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 39(4), pages 721-735, October.
    
    • René van den Brink, 2006. "On Hierarchies and Communication," Tinbergen Institute Discussion Papers 06-056/1, Tinbergen Institute.
13. van den Brink, René, 2012. "Efficiency and collusion neutrality in cooperative games and networks," Games and Economic Behavior, Elsevier, vol. 76(1), pages 344-348.
14. Ines Lindner, 2012. "Annick Laruelle and Federico Valenciano: Voting and collective decision-making," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 38(1), pages 161-179, January.
15. Estévez-Fernández, Arantza, 2012. "A game theoretical approach to sharing penalties and rewards in projects," European Journal of Operational Research, Elsevier, vol. 216(3), pages 647-657.
    
    • Estevez Fernandez, M.A., 2008. "A Game Theoretical Approach to Sharing Penalties and Rewards in Projects," Discussion Paper 2008-84, Tilburg University, Center for Economic Research.
    • Arantza Estévez-Fernández, 2009. "A Game Theoretical Approach to Sharing Penalties and Rewards in Projects," Tinbergen Institute Discussion Papers 09-090/1, Tinbergen Institute.
16. Estévez-Fernández, Arantza, 2012. "New characterizations for largeness of the core," Games and Economic Behavior, Elsevier, vol. 76(1), pages 160-180.
    
    • Arantza Estevez-Fernandez, 2011. "New Characterizations for Largeness of the Core," Tinbergen Institute Discussion Papers 11-086/1, Tinbergen Institute.
17. A. Estévez-Fernández & M. Fiestras-Janeiro & M. Mosquera & E. Sánchez-Rodríguez, 2012. "A bankruptcy approach to the core cover," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(3), pages 343-359, December.
    
    • Arantza Estévez-Fernández & María Gloria Fiestras-Janeiro & Manuel Alfredo Mosquera & Estela Sánchez- Rodríguez, 2012. "A Bankruptcy Approach to the Core Cover," Tinbergen Institute Discussion Papers 12-012/1, Tinbergen Institute.
18. Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2012. "A Note On Passepartout Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 14(02), pages 1-9.
    
    • Arantza Estevez-Fernandez & Peter Borm & Herbert Hamers, 2010. "A Note on Passepartout Problems," Tinbergen Institute Discussion Papers 10-031/1, Tinbergen Institute.

2011

1. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.
2. Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris, 2011. "Rejoinder," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 457-468.
3. Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris, 2011. "Global Warming and Local Dimming: The Statistical Evidence," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 452-464.
   
   • Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Other publications TiSEM b99c7444-f83a-40ac-a46d-c, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Discussion Paper 2011-004, Tilburg University, Center for Economic Research.
4. Douhou, Salima & Magnus, Jan R. & van Soest, Arthur, 2011. "The perception of small crime," European Journal of Political Economy, Elsevier, vol. 27(4), pages 749-763.
   
   • Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Discussion Paper 2010-115, Tilburg University, Center for Economic Research.
   • Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Other publications TiSEM 42591c23-7d44-40ec-9430-4, Tilburg University, School of Economics and Management.
5. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
   
   • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
   • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
6. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2011. "Solving discrete systems of nonlinear equations," European Journal of Operational Research, Elsevier, vol. 214(3), pages 493-500, November.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "Solving Discrete Systems of Nonlinear Equations," Discussion Paper 2008-105, Tilburg University, Center for Economic Research.
   • Gerard van der Laan & Dolf Talman & Zaifu Yang, 2009. "Solving Discrete Systems of Nonlinear Equations," Tinbergen Institute Discussion Papers 09-062/1, Tinbergen Institute.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "Solving Discrete Systems of Nonlinear Equations," Other publications TiSEM 38ca20ed-7652-4b71-acd6-2, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2011. "Solving discrete systems of nonlinear equations," Other publications TiSEM 81f0a46c-3c9d-4757-bfa1-0, Tilburg University, School of Economics and Management.
7. René Brink & Ilya Katsev & Gerard Laan, 2011. "Axiomatizations of two types of Shapley values for games on union closed systems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(1), pages 175-188, May.
   
   • Rene van den Brink & Ilya Katsev & Gerard van der Laan, 2009. "Axiomatizations of Two Types of Shapley Values for Games on Union Closed Systems," Tinbergen Institute Discussion Papers 09-064/1, Tinbergen Institute.
8. René Brink & Gerard Laan & Vitaly Pruzhansky, 2011. "Harsanyi power solutions for graph-restricted games," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(1), pages 87-110, February.
   
   • René van den Brink & Gerard van der Laan & Vitaly Pruzhansky, 2004. "Harsanyi Power Solutions for Graph-restricted Games," Tinbergen Institute Discussion Papers 04-095/1, Tinbergen Institute.
9. René Brink & Ilya Katsev & Gerard Laan, 2011. "A polynomial time algorithm for computing the nucleolus for a class of disjunctive games with a permission structure," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(3), pages 591-616, August.
10. Commandeur, Jacques J. F. & Koopman, Siem Jan & Ooms, Marius, 2011. "Statistical Software for State Space Methods," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i01).
11. Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 552-563.
    
    • Drew Creal & Siem Jan Koopman & André Lucas, 2011. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 552-563, October.
    • Drew Creal & Siem Jan Koopman & André Lucas, 2010. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers 10-032/2, Tinbergen Institute.
12. Jungbacker, B. & Koopman, S.J. & van der Wel, M., 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1358-1368, August.
    
    • B. Jungbacker & S.J. Koopman & M. van Der Wel, 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Post-Print hal-00828980, HAL.
13. Koopman, Siem Jan & Lucas, André & Schwaab, Bernd, 2011. "Modeling frailty-correlated defaults using many macroeconomic covariates," Journal of Econometrics, Elsevier, vol. 162(2), pages 312-325, June.
14. Siem Jan Koopman & Soon Yip Wong, 2011. "Kalman filtering and smoothing for model‐based signal extraction that depend on time‐varying spectra," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(1), pages 147-167, January.

2010

1. Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
2. Magnus, Jan & Peresetsky, Anatoly, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.
3. Magnus, Jan R. & Muris, Chris, 2010. "Specification Of Variance Matrices For Panel Data Models," Econometric Theory, Cambridge University Press, vol. 26(1), pages 301-310, February.
4. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
5. van den Brink, René & Katsev, Ilya & van der Laan, Gerard, 2010. "An algorithm for computing the nucleolus of disjunctive non-negative additive games with an acyclic permission structure," European Journal of Operational Research, Elsevier, vol. 207(2), pages 817-826, December.
6. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2010. "The average tree solution for cooperative games with communication structure," Games and Economic Behavior, Elsevier, vol. 68(2), pages 626-633, March.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Discussion Paper 2008-73, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2010. "The average tree solution for cooperative games with communication structure," Other publications TiSEM 24359ac5-6399-42ee-8f0b-7, Tilburg University, School of Economics and Management.
   • P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Tinbergen Institute Discussion Papers 08-083/1, Tinbergen Institute.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Other publications TiSEM 0fe0e3f2-44c2-42b9-a201-c, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2008. "The average tree solution for cooperative games with communication structure," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
7. Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius, 2010. "Exact maximum likelihood estimation for non-stationary periodic time series models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2641-2654, November.
8. Koopman, S.J. & Ooms, M., 2010. "Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments," International Journal of Forecasting, Elsevier, vol. 26(4), pages 647-651, October.
9. Koopman, Siem Jan & Mallee, Max I. P. & Van der Wel, Michel, 2010. "Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 329-343.
10. Frits Bijleveld & Jacques Commandeur & Siem Jan Koopman & Kees van Montfort, 2010. "Multivariate non‐linear time series modelling of exposure and risk in road safety research," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(1), pages 145-161, January.
11. Marc K. Francke & Siem Jan Koopman & Aart F. De Vos, 2010. "Likelihood functions for state space models with diffuse initial conditions," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 407-414, November.
    
    • Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008. "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers 08-040/4, Tinbergen Institute.
12. Drew Creal & Siem Jan Koopman & Eric Zivot, 2010. "Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 695-719.
    
    • Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter," Working Papers UWEC-2008-15-FC, University of Washington, Department of Economics.
13. René Brink, 2010. "Axiomatizations of Banzhaf permission values for games with a permission structure," International Journal of Game Theory, Springer;Game Theory Society, vol. 39(3), pages 445-466, July.
14. Kaynar, Bahar & Ridder, Ad, 2010. "The cross-entropy method with patching for rare-event simulation of large Markov chains," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1380-1397, December.

2009

1. Klaassen, Franc J.G.M. & Magnus, Jan R., 2009. "The efficiency of top agents: An analysis through service strategy in tennis," Journal of Econometrics, Elsevier, vol. 148(1), pages 72-85, January.
2. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
   
   • Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
   • Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
3. Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2009. "Equilibria with coordination failures," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 23-37, January.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "Equilibria with Coordination Failures," Discussion Paper 2004-107, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "Equilibria with Coordination Failures," Other publications TiSEM 09a2dbab-9dce-433f-bac4-a, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2009. "Equilibria with coordination failures," Other publications TiSEM 6c9f44c7-1e79-4b4b-9c9a-6, Tilburg University, School of Economics and Management.
4. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
   
   • Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.
5. Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448, September.
   
   • Siem Jan Koopman & Kai Ming Lee, 0000. "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers 08-028/4, Tinbergen Institute.
6. Koopman, Siem Jan & Shephard, Neil & Creal, Drew, 2009. "Testing the assumptions behind importance sampling," Journal of Econometrics, Elsevier, vol. 149(1), pages 2-11, April.
7. Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
   
   • Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
   • Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006. "Credit cycles and macro fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies (CFS).
8. van den Brink, René & Gilles, Robert P., 2009. "The outflow ranking method for weighted directed graphs," European Journal of Operational Research, Elsevier, vol. 193(2), pages 484-491, March.
   
   • René van den Brink & Robert P. Gilles, 0000. "The Outflow Ranking Method for Weighted Directed Graphs," Tinbergen Institute Discussion Papers 06-044/1, Tinbergen Institute.
9. René Brink & Yukihiko Funaki, 2009. "Axiomatizations of a Class of Equal Surplus Sharing Solutions for TU-Games," Theory and Decision, Springer, vol. 67(3), pages 303-340, September.
10. Arantza Estévez-Fernández & Peter Borm & Marc Meertens & Hans Reijnierse, 2009. "On the core of routing games with revenues," International Journal of Game Theory, Springer;Game Theory Society, vol. 38(2), pages 291-304, June.
    
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2009. "On the core of routing games with revenues," Other publications TiSEM 09bc6e81-943f-466a-b86f-f, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2006. "On the Core of Routing Games with Revenues," Other publications TiSEM 114b470d-ab88-44f4-9a7c-d, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2006. "On the Core of Routing Games with Revenues," Discussion Paper 2006-43, Tilburg University, Center for Economic Research.
11. Borm, Peter & Estévez-Fernández, Arantza & Fiestras-Janeiro, M. Gloria, 2009. "Competitive environments and protective behavior," Games and Economic Behavior, Elsevier, vol. 67(1), pages 245-252, September.
    
    • Borm, P.E.M. & Estevez Fernandez, M.A. & Fiestras-Janeiro, G., 2005. "Competitive Environments and Protective Behaviour," Other publications TiSEM b8a5d1fa-38f3-4c42-9e29-2, Tilburg University, School of Economics and Management.
    • Borm, P.E.M. & Estevez Fernandez, M.A. & Fiestras-Janeiro, G., 2005. "Competitive Environments and Protective Behaviour," Discussion Paper 2005-50, Tilburg University, Center for Economic Research.
12. Ridder, Ad, 2009. "Importance sampling algorithms for first passage time probabilities in the infinite server queue," European Journal of Operational Research, Elsevier, vol. 199(1), pages 176-186, November.

2008

1. Danilov, Dmitry & Magnus, Jan R., 2008. "On the estimation of a large sparse Bayesian system: The Snaer program," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4203-4224, May.
   
   • Dmitry Danilov & Jan R. Magnus, 2007. "On the estimation of a large sparse Bayesian system: the Snaer program," CIRJE F-Series CIRJE-F-478, CIRJE, Faculty of Economics, University of Tokyo.
2. Magnus, Jan R. & Vasnev, Andrey L., 2008. "Using Macro Data To Obtain Better Micro Forecasts," Econometric Theory, Cambridge University Press, vol. 24(2), pages 553-579, April.
3. Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
   
   • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
   • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
4. Davidson, James & Magnus, Jan R. & Wiegerinck, Jan, 2008. "Notes And Problems A General Bound For The Limiting Distribution Of Breitung'S Statistic," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1443-1455, October.
5. Herings, P. Jean Jacques & van der Laan, Gerard & Talman, Dolf, 2008. "The average tree solution for cycle-free graph games," Games and Economic Behavior, Elsevier, vol. 62(1), pages 77-92, January.
   
   • HERINGS, P. Jean-Jacques & van der LAAN, Gerard & TALMAN, Dolf, 2009. "The average tree solution for cycle-free graph games," LIDAM Reprints CORE 2155, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2008. "The average tree solution for cycle-free graph games," Other publications TiSEM f243609c-2847-415f-ae52-1, Tilburg University, School of Economics and Management.
6. van den Brink, René & van der Laan, Gerard & Vasil'ev, Valeri, 2008. "Extreme points of two digraph polytopes: Description and applications in economics and game theory," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1114-1125, December.
7. Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor Van Der Geest, 2008. "Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 62(1), pages 104-130, February.
   
   • Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007. "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers 07-027/4, Tinbergen Institute.
8. Doornik, Jurgen A. & Ooms, Marius, 2008. "Multimodality in GARCH regression models," International Journal of Forecasting, Elsevier, vol. 24(3), pages 432-448.
   
   • Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford.
9. Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
   
   • V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
10. Koopman, Siem Jan & Lucas, André, 2008. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 510-525.
    
    • Siem Jan Koopman & André Lucas & Robert Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Tinbergen Institute Discussion Papers 05-060/4, Tinbergen Institute.
11. Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2008. "Model‐based measurement of latent risk in time series with applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 265-277, January.
    
    • Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005. "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers 05-118/4, Tinbergen Institute.
12. Siem Jan Koopman & João Valle E Azevedo, 2008. "Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 23-51, February.
13. Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008. "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, vol. 142(1), pages 399-424, January.
    
    • Siem Jan Koopman & André Lucas & André Monteiro, 2005. "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers 05-071/4, Tinbergen Institute, revised 04 Jul 2005.
14. René Brink & Pieter Ruys, 2008. "Technology driven organizational structure of the firm," Annals of Finance, Springer, vol. 4(4), pages 481-503, October.
    
    • van den Brink, J.R. & Ruys, P.H.M., 2008. "Technology driven organizational structure of the firm," Other publications TiSEM 417827ae-0c53-4d1e-8f55-1, Tilburg University, School of Economics and Management.
15. René Brink, 2008. "Vertical wage differences in hierarchically structured firms," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 30(2), pages 225-243, February.
16. René Brink & Peter Borm & Ruud Hendrickx & Guillermo Owen, 2008. "Characterizations of the β- and the Degree Network Power Measure," Theory and Decision, Springer, vol. 64(4), pages 519-536, June.
17. Ines Lindner & Holger Strulik, 2008. "Social Fractionalization, Endogenous Appropriation Norms, and Economic Development," Economica, London School of Economics and Political Science, vol. 75(298), pages 244-258, May.
18. Ines Lindner, 2008. "The power of a collectivity to act in weighted voting games with many small voters," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 30(4), pages 581-601, May.
19. Koster, M. & Lindelauf, R. & Lindner, I. & Owen, G., 2008. "Mass-mobilization with noisy conditional beliefs," Mathematical Social Sciences, Elsevier, vol. 55(1), pages 55-77, January.
20. Ines Lindner, 2008. "A Special Case of Penrose’s Limit Theorem When Abstention is Allowed," Theory and Decision, Springer, vol. 64(4), pages 495-518, June.
21. Ines Lindner, 2008. "A generalization of Condorcet’s Jury Theorem to weighted voting games with many small voters," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(3), pages 607-611, June.
22. Arantza Estévez-Fernández & Peter Borm & Pedro Calleja & Herbert Hamers, 2008. "Sequencing games with repeated players," Annals of Operations Research, Springer, vol. 158(1), pages 189-203, February.
    
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2008. "Sequencing games with repeated players," Other publications TiSEM e80f7089-c7f4-4683-9f13-4, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2004. "Sequencing Games with Repeated Players," Other publications TiSEM 0244ce95-d717-4b18-8b3b-f, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2004. "Sequencing Games with Repeated Players," Discussion Paper 2004-128, Tilburg University, Center for Economic Research.

2007

1. Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
   
   • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
   • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
2. Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007. "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3258-3258, April.
3. Dmitry Danilov & Jan R. Magnus, 2007. "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
4. Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
   
   • Jan R. Magnus, 2007. "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series CIRJE-F-479, CIRJE, Faculty of Economics, University of Tokyo.
5. Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2007. "The socially stable core in structured transferable utility games," Games and Economic Behavior, Elsevier, vol. 59(1), pages 85-104, April.
   
   • P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2004. "The Socially Stable Core in Structured Transferable Utility Games," Tinbergen Institute Discussion Papers 04-043/1, Tinbergen Institute.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "The socially stable core in structured transferable utility games," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "The Socially Stable Core in Structured Transferable Utility Games," Other publications TiSEM 991b92f6-3cd4-4567-bc6f-1, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "The Socially Stable Core in Structured Transferable Utility Games," Discussion Paper 2004-51, Tilburg University, Center for Economic Research.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2007. "The socially stable core in structured transferable utility games," Other publications TiSEM 28c8ea20-8a66-4d9e-b054-8, Tilburg University, School of Economics and Management.
6. P. Herings & Gerard Laan & Dolf Talman, 2007. "Socially Structured Games," Theory and Decision, Springer, vol. 62(1), pages 1-29, February.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2007. "Socially structured games," Other publications TiSEM c2546c5b-249a-44a8-b917-7, Tilburg University, School of Economics and Management.
7. René Brink & Gerard Laan & Valeri Vasil’ev, 2007. "Component efficient solutions in line-graph games with applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(2), pages 349-364, November.
8. Jurjen Kamphorst & Gerard Van Der Laan, 2007. "Network Formation Under Heterogeneous Costs: The Multiple Group Model," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 599-635.
   
   • Jurjen Kamphorst & Gerard van der Laan, 2004. "Network Formation under Heterogeneous Costs: The Multiple Group Model," Tinbergen Institute Discussion Papers 04-006/1, Tinbergen Institute.
9. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
   
   • Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005. "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 05-091/4, Tinbergen Institute.
10. Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre, 2007. "Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 213-225, April.
11. Borus Jungbacker & Siem Jan Koopman, 2007. "Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models," Biometrika, Biometrika Trust, vol. 94(4), pages 827-839.
12. van den Brink, Rene, 2007. "Null or nullifying players: The difference between the Shapley value and equal division solutions," Journal of Economic Theory, Elsevier, vol. 136(1), pages 767-775, September.
13. Lindner, Ines & Owen, Guillermo, 2007. "Cases where the Penrose limit theorem does not hold," Mathematical Social Sciences, Elsevier, vol. 53(3), pages 232-238, May.
14. Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2007. "Project games," International Journal of Game Theory, Springer;Game Theory Society, vol. 36(2), pages 149-176, October.
    
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2007. "Project games," Other publications TiSEM 809ba203-2bd2-48ce-ae6d-b, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Other publications TiSEM 21fd9b62-93b6-4a8b-9bf4-4, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Discussion Paper 2005-91, Tilburg University, Center for Economic Research.
15. Francke, Marc K. & de Vos, Aart F., 2007. "Marginal likelihood and unit roots," Journal of Econometrics, Elsevier, vol. 137(2), pages 708-728, April.

2006

1. Marius Ooms & Jurgen A. Doornik, 2006. "Econometric software development: past, present and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 206-224, May.
2. Koopman, Siem Jan & Ooms, Marius, 2006. "Forecasting daily time series using periodic unobserved components time series models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 885-903, November.
   
   • Siem Jan Koopman & Marius Ooms, 2004. "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers 04-135/4, Tinbergen Institute.
3. Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio, 2006. "Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 278-290, July.
4. Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan, 2006. "Special Issue on Nonlinear Modelling and Financial Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2115-2117, December.
5. Siem Jan Koopman & John A. D. Aston, 2006. "A non-Gaussian generalization of the Airline model for robust seasonal adjustment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(5), pages 325-349.
6. Borus Jungbacker & Siem Jan Koopman, 2006. "Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 385-408.
7. Guillermo Owen & Ines Lindner & Scott Feld & Bernard Grofman & Leonard Ray, 2006. "A simple “market value” bargaining model for weighted voting games: characterization and limit theorems," International Journal of Game Theory, Springer;Game Theory Society, vol. 35(1), pages 111-128, December.
8. Estevez-Fernandez, Arantza & Borm, Peter & Hamers, Herbert, 2006. "On the core of multiple longest traveling salesman games," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1816-1827, November.
   
   • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2003. "On the Core of Multiple Longest Traveling Salesman Games," Discussion Paper 2003-127, Tilburg University, Center for Economic Research.
   • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2003. "On the Core of Multiple Longest Traveling Salesman Games," Other publications TiSEM 08569957-5741-4082-ae18-c, Tilburg University, School of Economics and Management.

2005

1. Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
   
   • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
2. van den Brink, Rene & van der Laan, Gerard, 2005. "A class of consistent share functions for games in coalition structure," Games and Economic Behavior, Elsevier, vol. 51(1), pages 193-212, April.
   
   • van den Brink, J.R. & van der Laan, G., 2001. "A Class of Consistent Share Functions For Games in Coalition Structure," Other publications TiSEM ba398b81-e24b-40d4-a281-7, Tilburg University, School of Economics and Management.
   • René van den Brink & Gerard van der Laan, 2001. "A Class of Consistent Share Functions for Games in Coalition Structure," Tinbergen Institute Discussion Papers 01-044/1, Tinbergen Institute.
   • van den Brink, J.R. & van der Laan, G., 2001. "A Class of Consistent Share Functions For Games in Coalition Structure," Discussion Paper 2001-33, Tilburg University, Center for Economic Research.
3. Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005. "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 445-475, June.
   
   • Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
   • Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
4. Koopman, Siem Jan & Lucas, Andre & Klaassen, Pieter, 2005. "Empirical credit cycles and capital buffer formation," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3159-3179, December.
5. André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
   
   • Siem Jan Koopman & André Lucas, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
   • Siem Jan Koopman & André Lucas, 2003. "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers 03-062/2, Tinbergen Institute, revised 09 Jan 2003.

2004

1. Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
   
   • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
   • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
2. Danilov, Dmitry & Magnus, J.R.Jan R., 2004. "On the harm that ignoring pretesting can cause," Journal of Econometrics, Elsevier, vol. 122(1), pages 27-46, September.
3. Abadir, Karim & Magnus, Jan, 2004. "03.6.1 The Central Limit Theorem for Student's Distribution—Solution," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1261-1263, December.
4. Bart Hobijn & Philip Hans Franses & Marius Ooms, 2004. "Generalizations of the KPSS‐test for stationarity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 483-502, November.
5. Doornik Jurgen A & Ooms Marius, 2004. "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.
6. Koopman S.J. & Bos C.S., 2004. "State Space Models With a Common Stochastic Variance," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 346-357, July.
7. Lee Kai Ming & Koopman Siem Jan, 2004. "Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-17, May.
8. Rob Luginbuhl & Siem Jan Koopman, 2004. "Convergence in European GDP series: a multivariate common converging trend-cycle decomposition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 611-636.
9. Borm, Peter & van den Brink, Rene & Levinsky, Rene & Slikker, Marco, 2004. "On two new social choice correspondences," Mathematical Social Sciences, Elsevier, vol. 47(1), pages 51-68, January.
   
   • Borm, P.E.M. & van den Brink, J.R. & Levinsky, R. & Slikker, M., 2000. "On Two New Social Choice Correspondences," Discussion Paper 2000-125, Tilburg University, Center for Economic Research.
   • Borm, P.E.M. & van den Brink, J.R. & Levinsky, R. & Slikker, M., 2000. "On Two New Social Choice Correspondences," Other publications TiSEM 71885704-e24b-43ef-a029-8, Tilburg University, School of Economics and Management.
10. E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2004. "An axiomatization of the Banzhaf value for cooperative games on antimatroids," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 59(1), pages 147-166, February.
    
    • E. Algaba & J.M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2002. "An Axiomatization of the Banzhaf Value for Cooperative Games on Antimatroids," Tinbergen Institute Discussion Papers 02-110/1, Tinbergen Institute.
11. Ines Lindner & Holger Strulik, 2004. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Public Choice, Springer, vol. 120(1_2), pages 143-167, July.
    
    • Holger Strulik & Ines Lindner, 1999. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Quantitative Macroeconomics Working Papers 19909, Hamburg University, Department of Economics.
12. Manfred Holler & Ines Lindner, 2004. "Mediation as Signal," European Journal of Law and Economics, Springer, vol. 17(2), pages 165-173, March.
13. Lindner, Ines & Machover, Moshe, 2004. "L.S. Penrose's limit theorem: proof of some special cases," Mathematical Social Sciences, Elsevier, vol. 47(1), pages 37-49, January.
14. Ines Lindner & Holger Strulik, 2004. "Distributive politics and economic growth: the Markovian Stackelberg solution," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(2), pages 439-444, January.
15. A. Estévez-Fernández & M.G. Fiestras-Janeiro, 2004. "On Properties of Several Refinements of Optimal Solutions in Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 122(1), pages 41-62, July.
16. J.L.T. Blank & A.H.Q.M. Merkies, 2004. "Empirical assessment of the economic behaviour of Dutch general hospitals," Health Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 265-280, March.

2003

1. Klaassen, Franc J. G. M. & Magnus, Jan R., 2003. "Forecasting the winner of a tennis match," European Journal of Operational Research, Elsevier, vol. 148(2), pages 257-267, July.
   
   • Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Other publications TiSEM 2c6b897d-983a-4e48-9456-6, Tilburg University, School of Economics and Management.
   • Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Discussion Paper 2001-38, Tilburg University, Center for Economic Research.
2. Abadir, Karim & Magnus, Jan, 2003. "03.6.1. The Central Limit Theorem for Student's Distribution," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1195-1195, December.
3. Abadir, Karim M. & Magnus, Jan R., 2003. "03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance," Econometric Theory, Cambridge University Press, vol. 19(4), pages 691-691, August.
4. van der Laan, Gerard & Withagen, Cees, 2003. "Quasi-equilibrium in economies with infinite dimensional commodity spaces: a truncation approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 423-444, January.
5. Siem Jan Koopman & Marius Ooms, 2003. "Time Series Modelling of Daily Tax Revenues," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 439-469, November.
   
   • Siem Jan Koopman & Marius Ooms, 2001. "Time Series Modelling of Daily Tax Revenues," Tinbergen Institute Discussion Papers 01-032/4, Tinbergen Institute.
   • Marius Ooms & Björn de Groot & Siem Jan Koopman, 1999. "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999 312, Society for Computational Economics.
6. Doornik, Jurgen A. & Ooms, Marius, 2003. "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 333-348, March.
   
   • Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford.
7. S. J. Koopman & J. Durbin, 2003. "Filtering and smoothing of state vector for diffuse state‐space models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 85-98, January.
8. Koopman, Siem Jan & Harvey, Andrew, 2003. "Computing observation weights for signal extraction and filtering," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1317-1333, May.
   
   • A. C. Harvey & Siem Jan Koopman, 2000. "Computing Observation Weights for Signal Extraction and Filtering," Econometric Society World Congress 2000 Contributed Papers 0888, Econometric Society.
9. E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2003. "Axiomatizations of the Shapley value for cooperative games on antimatroids," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 57(1), pages 49-65, April.
   
   • Algaba, A. & Bilbao, J.M. & van den Brink, J.R. & Jiménez-Losada, A., 2001. "Axiomatizations of the Shapley Value for Cooperative Games on Antimatroids," Discussion Paper 2001-99, Tilburg University, Center for Economic Research.
10. Rob Luginbuhl & Aart de Vos, 2003. "Seasonality and Markov switching in an unobserved component time series model," Empirical Economics, Springer, vol. 28(2), pages 365-386, April.

2002

1. Jan R. Magnus, 2002. "Estimation of the mean of a univariate normal distribution with known variance," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 225-236, June.
2. Karim M. Abadir & Jan R. Magnus, 2002. "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
   
   • Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
   • Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Other publications TiSEM cf61fb49-7e25-4117-afa9-4, Tilburg University, School of Economics and Management.
3. Jan R. Magnus & Victor M. Polterovich & Dmitri L. Danilov & Alexei V. Savvateev, 2002. "Tolerance of Cheating: An Analysis Across Countries," The Journal of Economic Education, Taylor & Francis Journals, vol. 33(2), pages 125-135, June.
4. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2002. "Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible and Indivisible Commodities and Linear Production Technologies," Journal of Economic Theory, Elsevier, vol. 103(2), pages 411-428, April.
5. Gerard van der Laan & René van den Brink, 2002. "A Banzhaf share function for cooperative games in coalition structure," Theory and Decision, Springer, vol. 53(1), pages 61-86, August.
   
   • van der Laan, G. & van den Brink, J.R., 1998. "A Banzhaf share function for cooperative games in coalition structure," Discussion Paper 1998-66, Tilburg University, Center for Economic Research.
   • van der Laan, G. & van den Brink, J.R., 1998. "A Banzhaf share function for cooperative games in coalition structure," Other publications TiSEM ee0f55cf-8290-4960-9661-5, Tilburg University, School of Economics and Management.
6. Gerard Van Der Laan & Harold Houba, 2002. "One-Seller/Two-Buyer Markets With Buyer Externalities And (Im)Perfect Competition," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 141-164.
7. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 243-264.
   
   • Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute.
8. Siem Jan Koopman & Philip Hans Franses, 2002. "Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 509-526, December.
   
   • Koopman, S.J. & Franses, Ph.H.B.F., 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers EI 2001-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
9. S. J. Koopman, 2002. "Discussion of ‘MCMC‐based inference’ by R. Paap," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 34-40, February.
10. Siem Jan Koopman & Eugenie Hol Uspensky, 2002. "The stochastic volatility in mean model: empirical evidence from international stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 667-689.
    
    • Siem Jan Koopman & Eugenie Hol Uspensky, 2002. "The stochastic volatility in mean model: empirical evidence from international stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 667-689, December.
11. René van den Brink & Peter Borm, 2002. "Digraph Competitions and Cooperative Games," Theory and Decision, Springer, vol. 53(4), pages 327-342, December.
    
    • van den Brink, J.R. & Borm, P.E.M., 2002. "Digraph competitions and cooperative games," Other publications TiSEM 262e8724-0bc0-49da-99c5-f, Tilburg University, School of Economics and Management.
    • van den Brink, J.R. & Borm, P.E.M., 1994. "Digraph competitions and cooperative games," Other publications TiSEM 1b98a76d-ab49-4f5c-975c-c, Tilburg University, School of Economics and Management.
    • van den Brink, J.R. & Borm, P.E.M., 1994. "Digraph competitions and cooperative games," Discussion Paper 1994-24, Tilburg University, Center for Economic Research.
12. René van den Brink, 2002. "The apex power measure for directed networks," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 19(4), pages 845-867.
13. René van den Brink, 2002. "An axiomatization of the Shapley value using a fairness property," International Journal of Game Theory, Springer;Game Theory Society, vol. 30(3), pages 309-319.
    
    • van den Brink, J.R., 1999. "An Axiomatization of the Shapley Value Using a Fairness Property," Discussion Paper 1999-120, Tilburg University, Center for Economic Research.
14. Peter Borm & René van den Brink & Marco Slikker, 2002. "An Iterative Procedure for Evaluating Digraph Competitions," Annals of Operations Research, Springer, vol. 109(1), pages 61-75, January.
    
    • Borm, P.E.M. & van den Brink, J.R. & Slikker, M., 2000. "An Iterative Procedure for Evaluating Digraph Competitions," Research Memorandum 788, Tilburg University, School of Economics and Management.
    • Borm, P.E.M. & van den Brink, J.R. & Slikker, M., 2000. "An Iterative Procedure for Evaluating Digraph Competitions," Other publications TiSEM 03637fc0-696b-4b91-b292-d, Tilburg University, School of Economics and Management.
    • Borm, P.E.M. & van den Brink, J.R. & Slikker, M., 2002. "An iterative procedure for evaluating digraph competitions," Other publications TiSEM 40ae2ec2-efdb-48f6-905c-5, Tilburg University, School of Economics and Management.

2001

1. Klaassen F. J G M & Magnus J. R., 2001. "Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 500-509, June.
2. Gerard van der Laan & René van den Brink, 2001. "Core concepts for share vectors," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 18(4), pages 759-784.
   
   • van den Brink, J.R. & van der Laan, G., 1999. "Core Concepts for Share Vectors," Other publications TiSEM 7b3a5d55-7e46-4144-8423-6, Tilburg University, School of Economics and Management.
   • van den Brink, J.R. & van der Laan, G., 1999. "Core Concepts for Share Vectors," Discussion Paper 1999-64, Tilburg University, Center for Economic Research.
3. F. Butter & S. Koopman, 2001. "Interaction between structural and cyclical shocks in production and employment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(2), pages 273-296, June.

2000

1. Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
2. Jan R. Magnus & Jan W. van Tongeren & Aart F. de Vos, 2000. "National Accounts Estimation Using Indicator Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(3), pages 329-350, September.
3. J. Durbin & S. J. Koopman, 2000. "Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 3-56.
   
   • Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Other publications TiSEM 6338af09-6f2c-46d0-985b-d, Tilburg University, School of Economics and Management.
   • Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper 1998-142, Tilburg University, Center for Economic Research.
4. S. J. Koopman & J. Durbin, 2000. "Fast Filtering and Smoothing for Multivariate State Space Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(3), pages 281-296, May.
   
   • Koopman, S.J.M. & Durbin, J., 1998. "Fast Filtering and Smoothing for Multivariate State Space Models," Discussion Paper 1998-18, Tilburg University, Center for Economic Research.
   • Koopman, S.J.M. & Durbin, J., 1998. "Fast Filtering and Smoothing for Multivariate State Space Models," Other publications TiSEM 3ca0d14b-21ad-427f-8631-e, Tilburg University, School of Economics and Management.
5. Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 84-107.
   
   • Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper 1999-44, Tilburg University, Center for Economic Research.
   • Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Other publications TiSEM 44688527-92c9-4c46-ac53-f, Tilburg University, School of Economics and Management.
6. Francke, M K & de Vos, A F, 2000. "Efficient Computation of Hierarchical Trends," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 51-57, January.

1999

1. Jan R. Magnus & J. Durbin, 1999. "Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest," Econometrica, Econometric Society, vol. 67(3), pages 639-644, May.
2. Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.
3. Jan Magnus & Franc Klaassen, 1999. "The final set in a tennis match: Four years at Wimbledon," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 461-468.
4. Marius Ooms, 1999. "Review of SsfPack 2.2: statistical algorithms for models in state space," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 161-166.
5. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, vol. 15(2), pages 185-199, April.
6. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449.
   
   • Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute.
   • Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998. "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers EI 9811, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
7. Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
   
   • Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998. "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Discussion Paper 1998-141, Tilburg University, Center for Economic Research.
   • Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998. "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Other publications TiSEM 8fe36759-6517-4c66-86fa-e, Tilburg University, School of Economics and Management.
8. Luginbuhl, Rob & de Vos, Aart, 1999. "Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 456-465, October.

1998

1. Magnus, Jan R., 1998. "Handbook Of Matrices," Econometric Theory, Cambridge University Press, vol. 14(3), pages 379-380, June.
2. Herings, Jean-Jacques & van der Laan, Gerard & Venniker, Richard, 1998. "The transition from a Dreze equilibrium to a Walrasian equilibrium1," Journal of Mathematical Economics, Elsevier, vol. 29(3), pages 303-330, April.
3. Gerard van der Laan & René van den Brink, 1998. "Axiomatization of a class of share functions for n-person games," Theory and Decision, Springer, vol. 44(2), pages 117-148, April.
4. Gerard van der Laan & Zaifu Yang & Dolf Talman, 1998. "Cooperative games in permutational structure," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 427-442.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1998. "Cooperative games in permutational structure," Other publications TiSEM 94dd61cf-8471-40af-8cc8-4, Tilburg University, School of Economics and Management.
5. (*), Gerard van der Laan & RenÊ van den Brink, 1998. "Axiomatizations of the normalized Banzhaf value and the Shapley value," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 15(4), pages 567-582.
6. Sandmann, Gleb & Koopman, Siem Jan, 1998. "Estimation of stochastic volatility models via Monte Carlo maximum likelihood," Journal of Econometrics, Elsevier, vol. 87(2), pages 271-301, September.

1997

1. Magnus, Jan R & Morgan, Mary S, 1997. "The Data: A Brief Description," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 651-661, Sept.-Oct.
   
   • Magnus, J.R. & Morgan, M.S., 1997. "The data : A brief description," Other publications TiSEM 4bdd1a8c-adbb-4786-9fc1-b, Tilburg University, School of Economics and Management.
2. Magnus, Jan R & Morgan, Mary S, 1997. "Organization of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 467-476, Sept.-Oct.
   
   • Magnus, J.R. & Morgan, M.S., 1997. "Organization of the experiment," Other publications TiSEM 64345f81-09e1-498f-b6de-c, Tilburg University, School of Economics and Management.
3. Magnus, Jan R & Morgan, Mary S, 1997. "Design of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 459-465, Sept.-Oct.
   
   • Magnus, J.R. & Morgan, M.S., 1997. "Design of the experiment," Other publications TiSEM 8d946f6d-a95f-40de-a3a5-c, Tilburg University, School of Economics and Management.
4. Herings, Jean-Jacques & van der Laan, Gerard & Talman, Dolf & Venniker, Richard, 1997. "Equilibrium adjustment of disequilibrium prices," Journal of Mathematical Economics, Elsevier, vol. 27(1), pages 53-77, February.
   
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1997. "Equilibrium adjustment of disequilibrium prices," Other publications TiSEM 22550f27-0bed-4dff-a9de-e, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1994. "Equilibrium adjustment of disequilibrium prices," Other publications TiSEM ace62c06-6075-4264-8de3-d, Tilburg University, School of Economics and Management.
   • Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1994. "Equilibrium adjustment of disequilibrium prices," Discussion Paper 1994-84, Tilburg University, Center for Economic Research.
5. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 1997. "Existence of an equilibrium in a competitive economy with indivisibilities and money," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 101-109, August.
   
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1997. "Existence of an equilibrium in a competitive economy with indivisibilities and money," Other publications TiSEM d8160f44-5f61-430b-9a31-e, Tilburg University, School of Economics and Management.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Existence of an Equilibrium in a Competitive Economy with Indivisibilities and Money," Discussion Paper 1996-35, Tilburg University, Center for Economic Research.
   • van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1996. "Existence of an Equilibrium in a Competitive Economy with Indivisibilities and Money," Other publications TiSEM d6a39049-ea90-4a33-97c9-b, Tilburg University, School of Economics and Management.
6. Ooms, Marius & Franses, Philip Hans, 1997. "On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 470-481, October.
7. Ooms, Marius & Hassler, Uwe, 1997. "On the effect of seasonal adjustment on the log-periodogram regression," Economics Letters, Elsevier, vol. 56(2), pages 135-141, October.
8. Franses, Philip Hans & Ooms, Marius, 1997. "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, vol. 13(1), pages 117-126, March.
9. Harvey, Andrew & Koopman, Siem Jan & Riani, Marco, 1997. "The Modeling and Seasonal Adjustment of Weekly Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 354-368, July.
10. Atkinson, A. C. & Koopman, S. J. & Shephard, N., 1997. "Detecting shocks: Outliers and breaks in time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 387-422, October.
11. RenÊ van den Brink, 1997. "An Axiomatization of the Disjunctive Permission Value for Games with a Permission Structure," International Journal of Game Theory, Springer;Game Theory Society, vol. 26(1), pages 27-43.

1996

1. van den Brink, Rene & Gilles, Robert P., 1996. "Axiomatizations of the Conjunctive Permission Value for Games with Permission Structures," Games and Economic Behavior, Elsevier, vol. 12(1), pages 113-126, January.
   
   • van den Brink, J.R. & Gilles, R.P., 1991. "Axiomatizations of the conjunctive permission value for games with permission structures," Research Memorandum FEW 485, Tilburg University, School of Economics and Management.
2. van der Laan, Erwin & Dekker, Rommert & Salomon, Marc & Ridder, Ad, 1996. "An (s, Q) inventory model with remanufacturing and disposal," International Journal of Production Economics, Elsevier, vol. 46(1), pages 339-350, December.

1995

1. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
   
   • Keuzenkamp, H.A. & Magnus, J.R., 1995. "On tests and significance in econometrics," Other publications TiSEM 1808e2e0-3805-4999-b9a1-5, Tilburg University, School of Economics and Management.
   • Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Other publications TiSEM deda69ee-1b8e-418f-9e1f-d, Tilburg University, School of Economics and Management.
   • Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Discussion Paper 1994-31, Tilburg University, Center for Economic Research.
2. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "Editors' introduction : The significance of testing in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 1-3, May.

1994

1. Peter Fontein & Geert Thijssen & Jan Magnus & Jan Dijk, 1994. "On levies to reduce the nitrogen surplus: The case of Dutch pig farms," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 4(5), pages 455-478, October.
   
   • Fontein, P.F. & Thijssen, G.J. & Magnus, J.R. & Dijk, J., 1994. "On levies to reduce the nitrogen surplus : The case of Dutch pig farms," Other publications TiSEM 80174da5-111a-4bed-a740-8, Tilburg University, School of Economics and Management.
2. Merkies, Arnold H. Q. M. & Steyn, Ivo J., 1994. "Modelling changing lag patterns in Dutch construction," Journal of Economic Dynamics and Control, Elsevier, vol. 18(2), pages 499-509, March.
   
   • Merkies, A.H.Q.M. & Steyn, I.J., 1991. "Modelling changing lag patterns in Dutch construction," Serie Research Memoranda 0086, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1993

1. Merkus, H R & Pollock, D S G & de Vos, A F, 1993. "A Synopsis of the Smoothing Formulae Associated with the Kalman Filter," Computational Economics, Springer;Society for Computational Economics, vol. 6(3-4), pages 177-200, November.
   
   • Merkus, H.R. & Pollock, D.S.G. & Vos, A.F., 1991. "A synopsis of the smoothing formulae associated with the Kalman Filter," Serie Research Memoranda 0079, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
2. Merkies, Arnold H. Q. M. & Steyn, Ivo J., 1993. "Income distribution, Pareto laws and regular variation," Economics Letters, Elsevier, vol. 43(2), pages 177-182.

1992

1. Harvey, Andrew C & Koopman, Siem Jan, 1992. "Diagnostic Checking of Unobserved-Components Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 377-389, October.
2. Gilles, Robert P & Owen, Guillermo & van den Brink, Rene, 1992. "Games with Permission Structures: The Conjunctive Approach," International Journal of Game Theory, Springer;Game Theory Society, vol. 20(3), pages 277-293.
   
   • Gilles, R.P. & Owen, G. & van den Brink, J.R., 1991. "Games with permission structures : The conjunctive approach," Discussion Paper 1991-14, Tilburg University, Center for Economic Research.
   • Gilles, R.P. & Owen, G. & van den Brink, J.R., 1991. "Games with permission structures : The conjunctive approach," Research Memorandum FEW 473, Tilburg University, School of Economics and Management.
3. Jacob A. Bikker & Aart F. De Vos, 1992. "An international trade flow model with zero observations: an extension of the Tobit model," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 135, pages 379-404.

1991

1. Magnus, Jan R. & Pesaran, Bahram, 1991. "The Bias of Forecasts from a First-Order Autoregression," Econometric Theory, Cambridge University Press, vol. 7(2), pages 222-235, June.
   
   • Magnus, J.R. & Pesaran, B., 1991. "The bias of forecasts from a first-order autoregression," Other publications TiSEM 346d080a-99dc-493f-9a95-6, Tilburg University, School of Economics and Management.

1989

1. Magnus, Jan R. & Pesaran, Bahram, 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Journal of Econometrics, Elsevier, vol. 42(2), pages 157-179, October.
   
   • Magnus, J.R. & Pesaran, B., 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 9cfd5ae9-e1f8-4184-8b32-3, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 7e639692-03d0-4464-a966-8, Tilburg University, School of Economics and Management.
2. Jan R. Magnus, 1989. "Estimation of Variance Components and Applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 152(2), pages 272-273, March.
3. van Daal, Jan & Merkies, Arnold H Q M, 1989. "A Note on the Quadratic Expenditure Model," Econometrica, Econometric Society, vol. 57(6), pages 1439-1443, November.
   
   • Daal, J. van & Merkies, A.H.Q.M., 1988. "A note on the quadratic expenditure model," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
4. Merkies, Arnold H. Q. M. & Van Der Meer, Tjemme, 1989. "Scope of the three-component model," Regional Science and Urban Economics, Elsevier, vol. 19(4), pages 601-614, December.

1988

1. Magnus, Jan R & Woodland, Alan D, 1988. "On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(4), pages 707-725, November.
   
   • Magnus, J.R. & Woodland, A.D., 1988. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM 21cf54a1-ad57-442b-9c3d-f, Tilburg University, School of Economics and Management.
   • Magnus, J.R. & Woodland, A.D., 1990. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM d2c3de60-5961-45db-932f-8, Tilburg University, School of Economics and Management.
2. Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram, 1988. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Journal of Econometrics, Elsevier, vol. 39(3), pages 327-346, November.
   
   • Magnus, J.R. & Hoque, A. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Other publications TiSEM 3f9a5173-06c6-4266-94b5-5, Tilburg University, School of Economics and Management.
   • Hoque, A. & Magnus, J.R. & Pesaran, B., 1988. "The exact multi-period meansquare forecast error for the first-order autoregressive model," Other publications TiSEM 23060037-ac4f-4f28-8fde-4, Tilburg University, School of Economics and Management.
3. Alberto Holly & Jan R. Magnus, 1988. "A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures," Annals of Economics and Statistics, GENES, issue 10, pages 121-138.
   
   • Holly, A. & Magnus, J.R., 1988. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM 15b2886d-b0f9-4e4e-a526-9, Tilburg University, School of Economics and Management.
   • Holly, A. & Magnus, J.R., 1990. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM d27670f5-9d36-42e1-a59e-d, Tilburg University, School of Economics and Management.
4. Merkies, A H Q M & van der Meer, T, 1988. "A Theoretical Foundation for Constant Market Share Analysis," Empirical Economics, Springer, vol. 13(2), pages 65-80.

1987

1. Van Der Laan, G. & Talman, A. J. J., 1987. "A convergent price adjustment process," Economics Letters, Elsevier, vol. 23(2), pages 119-123.
   
   • van der Laan, G. & Talman, A.J.J., 1987. "A convergent price adjustment process," Other publications TiSEM 0271830c-c03d-46a1-ae6f-f, Tilburg University, School of Economics and Management.

1986

1. Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case," Journal of Econometrics, Elsevier, vol. 32(2), pages 253-285, July.
   
   • Heijmans, R.D.H. & Magnus, J.R., 1986. "Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case," Other publications TiSEM 9b460ea9-57c5-4d5b-934f-c, Tilburg University, School of Economics and Management.
   • Heijmans, Risto & Magnus, Jan, 1985. "Consistent Maximum Likelihood Estimation With Dependent Observations: The General (Non-Normal) Case And The Normal Case," University of Amsterdam, Actuarial Science and Econometrics Archive 293107, University of Amsterdam, Faculty of Economics and Business.
2. Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations," Econometric Theory, Cambridge University Press, vol. 2(3), pages 374-412, December.
   
   • Heijmans, R.D.H. & Magnus, J.R., 1986. "Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations," Other publications TiSEM 04646078-f0bf-4fe6-80a7-3, Tilburg University, School of Economics and Management.
3. R.D.H. Heijmans & J.R. Magnus, 1986. "On The First–Order Efficiency And Asymptotic Normality Of Maximum Likelihood Estimators Obtained From Dependent Observations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 40(3), pages 169-188, September.
   
   • Heijmans, Risto & Magnus, Jan, 1983. "On The First-Order Efficiency And Asympotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293068, University of Amsterdam, Faculty of Economics and Business.
   • Heijmans, R.D.H. & Magnus, J.R., 1986. "On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations," Other publications TiSEM b2fc9176-e950-4580-90e6-5, Tilburg University, School of Economics and Management.
   • Heijmans, R & Magnus, J, 1984. "On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293077, University of Amsterdam, Faculty of Economics and Business.
4. Jan R. Magnus, 1986. "The Exact Moments of a Ratio of Quadratic Forms in Normal Variables," Annals of Economics and Statistics, GENES, issue 4, pages 95-109.
   
   • Magnus, J.R., 1986. "The exact moments of a ratio of quadratic forms in normal variables," Other publications TiSEM c6725407-ac3c-44fd-b6d1-5, Tilburg University, School of Economics and Management.
5. Magnus, Jan R. & Neudecker, H., 1986. "Symmetry, 0-1 Matrices and Jacobians: A Review," Econometric Theory, Cambridge University Press, vol. 2(2), pages 157-190, August.
   
   • Magnus, J.R. & Neudecker, H., 1986. "Symmetry, 0-1 matrices and Jacobians : A review," Other publications TiSEM c1c491d0-f2bf-4de1-94f8-3, Tilburg University, School of Economics and Management.
   • Magnus, J & Neudecker, H, 1985. "Symmetry, 0-1 Matrices, And Jacobians: A Review," University of Amsterdam, Actuarial Science and Econometrics Archive 293083, University of Amsterdam, Faculty of Economics and Business.
6. Cornielje, O. J. C. & Van Der Laan, G., 1986. "The computation of quantity-constrained equilibria by virtual taxes," Economics Letters, Elsevier, vol. 22(1), pages 1-6.

1985

1. Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
   
   • Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Other publications TiSEM f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.
2. van der Laan, Gerard, 1985. "The Computation of General Equilibrium in Economies with a Block Diagonal Pattern," Econometrica, Econometric Society, vol. 53(3), pages 658-665, May.

1984

1. van der Laan, Gerard, 1984. "Supply-constrained fixed price equilibria in monetary economies," Journal of Mathematical Economics, Elsevier, vol. 13(2), pages 171-187, October.

1983

1. Van Der Laan, G., 1983. "Note on the optimality of unemployment equilibria," Journal of Mathematical Economics, Elsevier, vol. 12(2), pages 185-190, October.

1982

1. Magnus, Jan R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 239-285, August.
   
   • Magnus, J.R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Other publications TiSEM 9ffb33fe-f5af-470f-b405-f, Tilburg University, School of Economics and Management.
2. Laan, Gerard van der, 1982. "Simplicial approximation of unemployment equilibria," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 83-97, January.
   
   • van der LAAN, Gerard, 1982. "Simplicial approximation of unemployment equilibria," LIDAM Reprints CORE 467, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1981

1. G. van der Laan, 1981. "Simplicial fixed point algorithms," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 35(1), pages 58-58, March.
2. van Daal, J. & Merkies, A. H. Q. M., 1981. "A simple proof of Nataf's theorem on consistent aggregation," Economics Letters, Elsevier, vol. 7(2), pages 145-150.

1980

1. van der Laan, Gerard, 1980. "Equilibrium under Rigid Prices with Compensation for the consumers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 63-73, February.

1979

1. Magnus, Jan R, 1979. "Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 465-484, June.
   
   • Magnus, J.R., 1979. "Substitution between energy and non-energy inputs in the Netherlands, 1950-1976," Other publications TiSEM eef7f886-58db-4162-a57f-b, Tilburg University, School of Economics and Management.
2. Jan R. Magnus, 1979. "The expectation of products of quadratic forms in normal variables: the practice," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 131-136, September.

1978

1. Magnus, Jan R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Journal of Econometrics, Elsevier, vol. 7(3), pages 281-312, April.
   
   • Magnus, J.R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Other publications TiSEM 388c2c25-0925-4b56-834a-7, Tilburg University, School of Economics and Management.
   • Magnus, Jan, 1977. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," University of Amsterdam, Actuarial Science and Econometrics Archive 293034, University of Amsterdam, Faculty of Economics and Business.
2. Jan R. Magnus, 1978. "The moments of products of quadratic forms in normal variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 32(4), pages 201-210, December.
   
   • Magnus, J.R., 1978. "The moments of products of quadratic forms in normal variables," Other publications TiSEM 17c77a44-1789-4cf4-a382-a, Tilburg University, School of Economics and Management.

1976

1. van Alphen, Hendrik J & Merkies, Arnold H Q M, 1976. "Distributed Lags in Construction: An Empirical Study," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 411-430, June.

1968

1. A. H. Q. M. Merkies, 1968. "On an Optimal Use of the Income Averaging Facilities in the Proposals of the Carter Commission," Canadian Journal of Economics, Canadian Economics Association, vol. 1(s1), pages 255-267, February.

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Books

2018

1. Abadir,Karim M. & Heijmans,Risto D. H. & Magnus,Jan R., 2018. "Statistics," Cambridge Books, Cambridge University Press, number 9780521537452, December.
   
   • Abadir,Karim M. & Heijmans,Risto D. H. & Magnus,Jan R., 2018. "Statistics," Cambridge Books, Cambridge University Press, number 9780521822886, December.

2015

1. Koopman, Siem Jan & Shephard, Neil (ed.), 2015. "Unobserved Components and Time Series Econometrics," OUP Catalogue, Oxford University Press, number 9780199683666, Decembrie.

2014

1. Klaassen, Franc & Magnus, Jan R., 2014. "Analyzing Wimbledon: The Power of Statistics," OUP Catalogue, Oxford University Press, number 9780199355969, Decembrie.

2012

1. Harvey,Andrew & Koopman,Siem Jan & Shephard,Neil (ed.), 2012. "State Space and Unobserved Component Models," Cambridge Books, Cambridge University Press, number 9781107407435, December.

2007

1. Commandeur, Jacques J.F. & Koopman, Siem Jan, 2007. "An Introduction to State Space Time Series Analysis," OUP Catalogue, Oxford University Press, number 9780199228874, Decembrie.

2005

1. Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, December.

2001

1. Durbin, James & Koopman, Siem Jan, 2001. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, number 9780198523543, Decembrie.
   
   • Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178, Decembrie.
   • Tom Doan, "undated". "SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM," Statistical Software Components RTS00251, Boston College Department of Economics.

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Chapters

2016

1. Laurent Callot & Johannes Tang Kristensen, 2016. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479, Emerald Group Publishing Limited.
   
   • Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
   • Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.

2006

1. Borus Jungbacker & Siem Jan Koopman, 2006. "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 183-210, Emerald Group Publishing Limited.
   
   • B. Jungbacker & S.J. Koopman, 2005. "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers 05-002/4, Tinbergen Institute.
2. Siem Jan Koopman & Kai Ming Lee & Soon Yip Wong, 2006. "Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 199-219, Emerald Group Publishing Limited.

2000

1. Pieter H.M. Ruys & René van den Brink & Radislav Semenov, 2000. "Values and governance systems," Chapters, in: Claude Ménard (ed.), Institutions, Contracts and Organizations, chapter 27, Edward Elgar Publishing.
   
   • Ruys, P.H.M. & van den Brink, J.R. & Semenov, R., 1999. "Values and Governance Systems," Discussion Paper 1999-66, Tilburg University, Center for Economic Research.

1999

1. Andrew Harvey & Siem Jan Koopman & Jeremy Penzer, 1999. "Messy Time Series," Advances in Econometrics, in: Messy Data, pages 103-143, Emerald Group Publishing Limited.

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Software components

2015

1. Ignace De Vos & Ilse Ruyssen & Gerdie Everaert, 2015. "XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models," Statistical Software Components S458009, Boston College Department of Economics.

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