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Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - In: Journal of Econometrics 123 (2004) 2, pp. 201-225

Persistent link: https://www.econbiz.de/10005192590

Generalized reduced rank tests using the singular value decomposition

Kleibergen, Frank; Paap, Richard - In: Journal of Econometrics 133 (2006) 1, pp. 97-126

Persistent link: https://www.econbiz.de/10005052839

Seasonality and non-linear price effects in scanner-data-based market-response models

Fok, Dennis; Hans Franses, Philip; Paap, Richard - In: Journal of Econometrics 138 (2007) 1, pp. 231-251

Persistent link: https://www.econbiz.de/10005285332

A nonlinear long memory model, with an application to US unemployment

van Dijk, Dick; Franses, Philip Hans; Paap, Richard - In: Journal of Econometrics 110 (2002) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10005285698

Priors, posteriors and bayes factors for a Bayesian analysis of cointegration

Kleibergen, Frank; Paap, Richard - In: Journal of Econometrics 111 (2002) 2, pp. 223-249

Persistent link: https://www.econbiz.de/10005238968

Bayesian analysis of seasonal unit roots and seasonal mean shifts

Franses, Philip Hans; Hoek, Henk; Paap, Richard - In: Journal of Econometrics 78 (1997) 2, pp. 359-380

Persistent link: https://www.econbiz.de/10005192919

Explaining individual response using aggregated data

van Dijk, Bram; Paap, Richard - In: Journal of Econometrics 146 (2008) 1, pp. 1-9

Empirical analysis of individual response behavior is sometimes limited due to the lack of explanatory variables at the individual level. In this paper we put forward a new approach to estimate the effects of covariates on individual response, where the covariates are unknown at the individual...

Persistent link: https://www.econbiz.de/10005192988