Reports

“Microeconometric evidence of financing frictions and innovative activity”, with Tiwari, A., Mohnen, P., and S. Schim van der Loeff, CESifo Working Paper Nr. 2716, 2009. See PDF-file

“R&D, innovation and productivity in Dutch and French manufacturing: A panel data analysis”, with Raymond, W., Mairesse, J., and P. Mohnen, NBER Working Paper 19074, 2013 .

“A  common correlated effects estimator for dynamic panel error-correction models with factors”, with Karabiyik, H.,Gengenbach C., and J.P. Urbain, Maastricht University WP, 2013.

“Robust estimation of a DSGE model with common trend restriction”, with Duplinskiy, A., and J. P. Urbain, Maastricht University WP, 2013.

“Treating structural level and variance breaks in a state space setting: the case of the Dutch road transportation survey”, with Bollineni-Balabay, O., and J. van den Brakel, Maastricht University, WP, February 2013.

“Multivariate testing for common trend slopes, with an application to US and European macroeconomic data”, with Duplinskiy, A., and J.P. Urbain, Maastricht University, WP, November 2013.

“Testing for jumps in GARCH models, a robust approach”, with Laurent, S., and C. Lecourt,  Maastricht University, WP, June 2013.

“Robust estimation of wage dispersion with censored data: An application to occupational earnings risk and risk attitudes”, with Dohmen, T., and D. Pollmann, DIW-SOEP Papers Nr. 572, 2013.

“Asymptotic theory of pooled nonlinear least squares estimation for panel co-summable regressions”, with Urbain, J.-P. and L. Wan, WP, Maastricht University, June 2012.

“Nonlinear least squares dummy variables estimation for independent co-summable panels with fixed effects”, with Urbain, J.-P., and L. Wan, June 2012.

“Testing for jumps in GARCH models, a robust approach”, with Laurent, S. and C. Lecourt, Maastricht University, Working Paper, June 2011. See PDF-file

“On the univariate representation of BEKK models with common factors” with Hecq, A. and S. Laurent, invited paper presented at the Workshop on “Semiparametric Modelling of Multivariate Economic Time Series with Changing Dynamics”, January 17-23, 2010, Oberwolfach. See PDF-file

“Banking and debt crises in Europe : The dangerous liaisons?”, with B. Candelon, CESifo Working Paper No. 3001, 2010. See PDF-file

“Innovative sales, R&D and total innovation expenditures: Panel evidence on their dynamics”, with Raymond, W., Mohnen, P. and S. Schim van der Loeff, CESifo Working Paper No. 2716, 2009. See PDF-file

“A sieve bootstrap test for cointegration in a conditional error correction model”, with Smeekes, S. and J.-P. Urbain, Maastricht University, Research Memorandum 07/054, 2007. RM version with detailed proofs: See PDF-file Revised version with condensed proofs: See PDF-file Additional simulations: See PDF-file

“The behavior of the maximum likelihood estimator of dynamic panel data sample selection models”, with Raymond, W., Mohnen, P. and S. Schim van der Loeff, Maastricht University, paper presented at the ESEM in Vienna, August 2006, CESifo Working Paper No. 1992, May 2007.

“Bootstrap unit root tests: Comparisons and extensions”, with Smeekes, S. and J.-P. Urbain, Maastricht University, Research Memorandum 06/015, 2006, additional results. See PDF-file

“Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling” with Gengenbach, C. and J.-P. Urbain, Maastricht University, Research Memorandum 04/039, revised version: November 2006.See PDF-file1 See PDF-file2

“Common trends and transitory components of stock price volatility”, with J.-P. Urbain, paper presented at the Econometric Society 7th World  Congress in Tokyo, August 22-29, 1995.