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Research Output

Econometric Analysis of Panel Data Models with Multifactor Error Structures

Karabiyik, H., Palm, F. C. & Urbain, J-P., 2019, In : Annual Review of Economics. 11, p. 495-522 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

Focused information criterion for locally misspecified vector autoregressive models

Lohmeyer, J., Palm, F., Reuvers, H. & Urbain, J-P., 9 Aug 2019, In : Econometric Reviews. 38, 7, p. 763-792 30 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

Multilevel hierarchical Bayesian vs. state-space approach in time series small area estimation; the Dutch Travel Survey

Bollineni - Balabay, O., van den Brakel, J., Palm, F. & Boonstra, H. J., Oct 2017, In : Journal of the Royal Statistical Society Series A-Statistics in Society. 180, 4, p. 1281-1308 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

State space time series modelling of the Dutch Labour Force Survey: Model selection and mean squared errors estimation

Bollineni-Balabay, O., van den Brakel, J. & Palm, F., Jun 2017, In : Survey Methodology. 43, 1, p. 41-67

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

Activities

  • 19 Editorial activity; journal
  • 2 Talk or presentation

Journal of Empirical Finance (Journal)

Franz Palm (Editor)
1 Jan 201331 Dec 2013

Activity: Publication peer-review and editorial workEditorial activity; journalAcademic

Journal of Empirical Finance (Journal)

Franz Palm (Editor)
1 Jan 201131 Dec 2011

Activity: Publication peer-review and editorial workEditorial activity; journalAcademic

Journal of Empirical Finance (Journal)

Franz Palm (Editor)
1 Jan 200831 Dec 2008

Activity: Publication peer-review and editorial workEditorial activity; journalAcademic

Journal of Econometrics (Journal)

Franz Palm (Editor)
1 Jan 200831 Dec 2008

Activity: Publication peer-review and editorial workEditorial activity; journalAcademic

Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.

Franz Palm (Speaker)
1 Nov 2008

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic