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Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?

De Economist (Netherlands), 2008-06, Vol.156 (2), p.201-214

2008

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Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands

Review of industrial organization, 2002-11, Vol.21 (3), p.283-303

2002

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Cross-sectional dependence robust block bootstrap panel unit root tests

Journal of econometrics, 2011-07, Vol.163 (1), p.85-104

2011

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Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

Econometric reviews, 2010-03, Vol.29 (2), p.111-145

2010

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Wald Criteria for Jointly Testing Equality and Inequality Restrictions

Econometrica, 1986-09, Vol.54 (5), p.1243-1248

1986

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Some reflections on the Euro and competition in European financial markets

De Economist (Netherlands), 1998-07, Vol.146 (2), p.347-356

Palm, F C

1998

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To combine or not to combine? issues of combining forecasts

Journal of forecasting, 1992-12, Vol.11 (8), p.687-701

1992

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Missing Observations in the Dynamic Regression Model

Econometrica, 1984-11, Vol.52 (6), p.1415-1435

1984

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Bootstrap Unit-Root Tests: Comparison and Extensions

Journal of time series analysis, 2008-03, Vol.29 (2), p.371-401

2008

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Common Intraday Periodicity

Journal of financial econometrics, 2012-04, Vol.10 (2), p.325-353

2012

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Asymptotic least-squares estimation efficiency considerations and applications

Journal of applied econometrics (Chichester, England), 1990-07, Vol.5 (3), p.229-243

1990

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Common cyclical features analysis in VAR models with cointegration

Journal of econometrics, 2006-05, Vol.132 (1), p.117-141

2006

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Central bank FOREX interventions assessed using realized moments

Journal of international financial markets, institutions & money, 2009-02, Vol.19 (1), p.112-127

2009

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A short-run econometric analysis of the international coffee market

European review of agricultural economics, 1986, Vol.13 (4), p.451-476

1986

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Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties

International economic review (Philadelphia), 1984-10, Vol.25 (3), p.579-601

1984

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Macro-panels and reality

Economics letters, 2008-06, Vol.99 (3), p.537-540

2008

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Statistical demand functions for food in the USA and the Netherlands

Journal of applied econometrics (Chichester, England), 1997-09, Vol.12 (5), p.615-645

1997

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Inflation differentials and excess returns in the European Monetary System

Journal of international financial markets, institutions & money, 1997-04, Vol.7 (1), p.1-20

1997

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A dynamic contracting model for wages and employment in three European economies

European economic review, 1996-02, Vol.40 (2), p.429-448

1996

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Linear regression using both temporally aggregated and temporally disaggregated data

Journal of econometrics, 1982-08, Vol.19 (2), p.333-343

1982

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Comovements in international stock markets: What can we learn from a common trend-common cycle analysis?

De Economist (Netherlands), 2000-09, Vol.148 (3), p.395-406

2000

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Regret aversion and annuity risk in defined contribution pension plans

Insurance, mathematics & economics, 2008-06, Vol.42 (3), p.1050-1061

2008

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Common features

Journal of econometrics, 2006-05, Vol.132 (1), p.1-5

2006

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Structural econometric modeling and time series analysis

Applied mathematics and computation, 1986-11, Vol.20 (3), p.349-364

Palm, F.C.

1986

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7 GARCH models of volatility

Handbook of Statistics, 1996, Vol.14, p.209-240

Palm, F.C.

1996

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Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?

Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands

Cross-sectional dependence robust block bootstrap panel unit root tests

Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

Wald Criteria for Jointly Testing Equality and Inequality Restrictions

Some reflections on the Euro and competition in European financial markets

To combine or not to combine? issues of combining forecasts

Missing Observations in the Dynamic Regression Model

Bootstrap Unit-Root Tests: Comparison and Extensions

Common Intraday Periodicity

Asymptotic least-squares estimation efficiency considerations and applications

Common cyclical features analysis in VAR models with cointegration

Central bank FOREX interventions assessed using realized moments

A short-run econometric analysis of the international coffee market

Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties

Macro-panels and reality

Statistical demand functions for food in the USA and the Netherlands

Inflation differentials and excess returns in the European Monetary System

A dynamic contracting model for wages and employment in three European economies

Linear regression using both temporally aggregated and temporally disaggregated data

Comovements in international stock markets: What can we learn from a common trend-common cycle analysis?

Regret aversion and annuity risk in defined contribution pension plans

Common features

Structural econometric modeling and time series analysis

7 GARCH models of volatility

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