Testing for treshold cointegration / Dick van Dijk, Philip Hans FransesTesting for smooth transition nonlinearity in the presence of outliers / Dick van Dijk, Philip Hans Franses and André LucasEmpirical specification of nonlinear error-correction models / Dick van Dijk and Philip Hans FransesTesting for smooth transition nonlinearity in the presence of outliers / Dick van Dijk, Philip Hans Franses and Andr ̌LucasTesting for ARCH in the presence of additive outliers / Dick van Dijk, Philip Hans Franses, Andr ̌LucasTesting for ARCH in the presence of additive outliers / Dick van Dijk, Philip Hans Franses and André LucasTesting for ARCH in the presence of additive outliers / Dick van Dijk, Philip Hans Franses, André LucasNonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans FransesModelling multiple regimes in the business cycle / Dick van Dijk and Philip Hans FransesA comment on long run exchange rate predict ability : a critical assessment / Dick van Dijk[ Over: Gourieroux, C. ARCH models and financial applications. Berlin: Springer Verlag, 1997] / D.J. van DijkShort patches of outliers, arch and volatility modeling / Dick van Dijk, Philip Hans Franses and André Lucas[ Over: Pötscher, B.M., I.R. Prucha. Dynamic nonlinear econometric models: asymptotic theory. Berlin: Springer-Verlag, 1997] / D.J. van DijkSmooth transition models : extensions and outlier robust inference / Dirk Jacobus Cornelis van DijkSmooth transition autoregressive models : A survey of recent developments / Dick van Dijk, Timo Tersvirta, Philip Hans FransesA nonlinear long memory model for US unemployment / Dick van Dijk, Philip Hans Franses, Richard PaapAsymmetric and common absorption of shocks in nonlinear autoregressive models / Dijk D.J.C. van, Franses P.H.B.F., & Boswijk H.PSmooth transition autoregressive models : a survey of recent developments / Van Dijk D., Teräsvirta, & Franses P.HThe effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series / Dick van Dijk, Birgit Strikholm, Timo TersvirtaA nonlinear long memory model for US unemployment / Dijk D.J.C. van, Franses P.H., & Paap RThe effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series / Dick van Dijk & Birgit Strikholm, [Timo Teräsvirta]Smooth transition models : extensions and outlier robust inference/ Dirk Jacobus Cornelis van DijkChanges in variability of the business cycle in the g7 countries / Dick van Dijk, Denise R. Osborn, Marianne SensierChanges in variability of the business cycle in the G7 countries / Dick J.C. van Dijk, Denise R. Osborn & Marianne SensierSelecting a nonlinear time series model using weighted tests of equal forecast accuracy / Dick van Dijk, Philip Hans FransesSelecting a nonlinear time series model using weighted tests of equal forecast accuracy / Dick van Dijk, Philip Hans FransesThe euro introduction and non-euro currencies / Dick van Dijk, Haris Munandar, Christian M. HafnerThe euro introduction and non-euro currencies / Dick van Dijk, Haris Munandar, Christian M. HafnerGoed nieuws is geen nieuws / Dick J.C. van DijkTesting for smooth transition nonlinearity in the presence of outliers / Dick van Dijk, Philip Hans Franses, André LucasEvaluating real-time forecasts in real-time / Dick van Dijk, Philip Hans Franses, Francesco Ravazzolo
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Do we often find ARCH because of neglected outliers? / Philip Hans Franses and Dick van DijkTiming of vote decision in first and second order Dutch elections 1978-1995 : evidence from artificial neural networks / Rob Eisinga, Philip Hans Franses and Dick van DijkShort patches of outliers, ARCH and volatility modeling / Philip Hans Franses, Dick van Dijk, André LukasShort patches of outliers, ARCH and volatility modeling / Philip Hans Franses, Dick van Dijk, André LukasDoes the absence of cointegration explain the typical findings in long horizon regressions? / Berben R.B., & Dijk, D.J. vanNonlinearities and outliers : robust specification of STAR models / Escribano A., Franses P.H.B.F., Dijk D. vanModeling asymmetric volatility in weekly Dutch temperature data / Franses Ph.H.B.F., Neele J., & Dijk D.J.C. vanSets, arbitrage activity and stock price dynamics / Dick van Dijk ... [et al.]Unit root tests and asymmetric adjustment : a reassessment / Berben R.-P., & Dijk, D.J.C. vanOutlier detection in the GARCH (1,1) model / Franses Ph.H.B.F., & Dijk D.J.C. vanA multivariate STAR analysis of the relationship between money and output / Rothman P., van Dijk D.J.C., & Franses P.H.B.FTesting for stochas[t]ic unit roots : some Monte Carlo evidence / Taylor A.M.R., & Dijk D.J.C. vanSeasonal smooth transition autoregression / Franses P.H.B.F., Bruin P. de, & Dijk D.J.C. vanOn the variation of hedging decisions in daily currency risk management / Charles S. Bos, Ronald J. Mahieu, Herman K. van DijkStock selection strategies in emerging markets / Jaap van der Hart, Erica Slagter, Dick van DijkComparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration / Lennart F. Hoogerheide and Herman K. van DijkNeural networks as econometric tool / Johan F. Kaashoek, Herman K. van DijkShort-term volatility versus long-term growth : evidence in US macroeconomic / Marianne Sensier, Dick van DijkStock selection strategies in emerging markets / Jaap van der Hart, Erica Slagter, Dick van DijkThe forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production / Philip Hans Franses, Dick van DijkAre statistical reporting agencies getting it right? : data rationality and business cycle asymmetry / Norman R. Swanson, Dick van DijkA Bayesian analysis of the PPP puzzle using an unobserved components model / Richard Kleijn, Herman K. van DijkShort-term volatility versus long-term growth : evidence in US macroeconomic time series / Marianne Sensier & Dick van DijkThe forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production / Philip Hans Franses & Dick van DijkAre statistical reporting agencies getting it right? : data rationality and business cycle asymmetry / Norman R. Swanson, & Dick J.C. van DijkA simple test for PPP among traded goods / Philip Hans Franses, Dick van DijkA simple test for PPP among traded goods / Philip Hans Franses, & Dick J.C. van DijkThe cost of capital of cross-listed firms / Kees G. Koedijk, Mathijs A. van DijkDo global risk factors matter for international cost of capital computations? / Kees G. Koedijk, Mathijs A. van DijkDoes africa grow slower than asia and latin america / Richard Paap, Philip Hans Franses, Dick van DijkBayesian model selection for a sharp null and a diffuse alternative with econometric applications / Rodney W. Strachan, Herman K. van DijkForecasting industrial production with linear, nonlinear and structural change models / Boriss Siliverstovs, Dick van DijkMacroeconomic crisis and individual firm performance : the Mexican experience / Karen Watkins, Dick van Dijk, Jaap SpronkMacroeconomic crisis and individual firm performance : the Mexican experience / Karen Watkins, Dick van Dijk, Jaap SpronkModeling and forecasting S&P 500 volatility: long memory, structural breaks and nonlinearity / Martin Martens, Dick van Dijk, Michiel de PooterModeling and forecasting S&P 500 volatility: long memory, structural breaks and nonlinearity / Martin Martens, Dick van Dijk, Michiel de PooterDoes the absence of cointegration explain the typical findings in long horizon regressions? / R-P. Berben, D.J.C. van DijkThe succes of stock selection strategies in emerging markets: is it risk or behavioral bias? / Jaap van der Hart, Gerben de Zwart and Dick van DijkPredicting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use? / Michiel de Pooter, Martin Martens, Dick van DijkPredicting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use? / Michiel de Pooter, Martin Martens, Dick van Dijk