Statistical model selection rules / Petrus Henricus Franciscus Maria van CasterenRegression models with time-varying parameters : applications in the environmental sciences / Hans VisserHow to implement bootstrap hypothesis testing in static and dynamic regression models / Noud P.A. van Giersbergen, Jan F. KivietPower comparisons of tests of linear and loglinear regression models / Masahito Kobayashi, Michael McAleerThe incidence and wage effects of incentive pay / Wim Groot, Hessel OosterbeekRestrictions on the credibility matrix in the regression credibility model / Dennis DannenburgAn autoregressive credibility IBNR model / Dennis DannenburgBayesian analysis of ARMA models using noninformative priors / Frank Kleibergen, Henk HoekMultivariate Student-t regression models : pitfalls and inference / by Carmen Fernández and Mark F.J. SteelMultivariate Student-t regression models : pitfalls and inference / by Carmen Fernández and Mark F.J. SteelDo we often find ARCH because of neglected outliers? / Philip Hans Franses and Dick van DijkModelling multiple regimes in the business cycle / Dick van Dijk and Philip Hans FransesDegrees of freedom adjustment for disturbance variance estimators in dynamic regression models / Jan F. Kiviet, Garry D.A. PhillipsOn trends and constants in periodic autoregressions / Richard Paap and Philip Hans FransesReference priors for the general location-scale model / by Carmen Fernández and Mark F.J. SteelReference priors for the general location-scale model / by Carmen Fernández and Mark F.J. SteelBootstrapping dynamic econometric models / Noud Pieter Antonius van GiersbergenCensored latent effects autoregression, with an application to US unemployment / Franses Ph.H.B.F., & Paap RSemiparametric analysis to estimate the deal effect curve / H.J. van Heerde, P.S.H. Leeflang, D.R. WittinkEstimating baselines / Philip Hans Franses, André LucasSemiparametric analysis to estimate the deal effect curve / Harald J. van Heerde, Peter S.H. Leeflang, Dick R. WittinkOn the usefulness of considering common serial features and cointegrating restrictions / A. HecqMonitoring time-varying parameters in an autoregression / Carsoule F., & Franses P.H.B.FCensored regression analysis in large samples with many zero observations / Cramer M., Franses P.H.B.F., & Slagter EOn the detection of effective marketing instruments and causality in VAR models / C. Horváth and P.W. OtterInflation, forecast intervals and long memory regression models / Charles S. Bos, Philip Hans Franses and Marius OomsAccurate statistical analysis in dynamic panel data models / Maurice Josephus Gerardus BunHow to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models / Frank KleibergenEstimated parameters do not get the "wrong sign" due to collinearity across included variables / Philip Hans Franses and Christiaan HeijEstimated parameters do not get the "wrong sign" due to collinearity across included variables / Philip Hans Franses and Christiaan HeijOn the number of categories in an ordered regression model / Philip Hans Franses, Mars CramerOn the number of categories in an ordered regression model / Philip Hans Franses & Mars CramerOn the detection of effective marketing instruments and causality in VAR models / C. Horváth and P.W. OtterThe value of structural information in the VAR model / Rodney W. Strachan, Herman K.van DijkMonetary transmission and equity markets in the EU / A. Elbourne and R. SalomonsValuing structure, model uncertainty and model averaging in vector autoregressive processes / Rodney W. Strachan, Herman K. van DijkA hierarchical bayes error correction model to explain : dynamic effects of price changes / Dennis Fok ... [et al.]Financial structure and the monetary transition mechanism in Europe : Evidence from VAR models / Adam ElbourneMonetary transmission and equity markets in the EU / Adam Elbourne and Roelof SalomonsAccurate statistical analysis in dynamic panel data models / Maurice Josephus Gerardus Bun