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Research Output

2019
65 Downloads (Pure)

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
2017

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
2016
Open Access
File
2 Citations (Scopus)
144 Downloads (Pure)

On the Univariate Representation of BEKK Models with Common Factors

Hecq, A., Laurent, S. & Palm, F. C., Jul 2016, In : Journal of Time Series Econometrics . 8, 2, p. 91-113

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)

State Space time series modelling of the Dutch Labour Force Survey: Model Selection and MSE Estimation

Bollineni - Balabay, O., van den Brakel, J. & Palm, F., 2016, Heerlen: Statistics Netherlands, 32 p. (CBS Discussion Paper; No. 2016 - 13).

Research output: Working paperDiscussion paperProfessional

Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach

Laurent, S. F. J. A., Lecourt, C. & Palm, F. C., Aug 2016, In : Computational Statistics & Data Analysis. 100, p. 383-400 18 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
425 Downloads (Pure)
2015

Dynamic models of R&D, innovation and productivity: Panel data evidence for Dutch and French manufacturing

Raymond, W., Mairesse, J., Mohnen, P. & Palm, F. C., Aug 2015, In : European Economic Review. 78, p. 285-306 22 p.

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)

Long-term strategic asset allocation: An out-of-sample evaluation

Diris, B. F., Palm, F. C. & Schotman, P. C., Sep 2015, In : Management Science. 61, 9, p. 2185-2202 18 p.

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)
2014

MEMORIAL STATEMENTS BY ANDERSON, JUDGE, PRESS, AIGNER, ALLENBY, AND PALM

Anderson, T. W., Judge, G. G., Press, S. J., Aigner, D. J., Allenby, G. M. & Palm, F. C., 10 Feb 2014, In : Econometric Reviews. 33, 1-4, p. 424-427 4 p.

Research output: Contribution to journalArticleAcademicpeer-review

Stock markets, banks and long run economic growth: A panel cointegration-based analysis

Cavenaile, L., Gengenbach, C. & Palm, F. C., 1 Jan 2014, In : De Economist. 162, 1, p. 19-40

Research output: Contribution to journalArticleAcademicpeer-review

5 Citations (Scopus)
2013
Open Access
File
217 Downloads (Pure)

Microeconometric evidence of financing frictions and innovative activity - a revision

Tiwari, A. K., Mohnen, P., Palm, F. C. & Schim van der Loeff, S., 1 Jan 2013, Maastricht: UNU-MERIT, Maastricht Economic and Social Research and Training Centre on Innovation and Technology. 37 p. (UNU-MERIT Working Papers; No. 027).

Research output: Book/ReportReportProfessional

Open Access
File
89 Downloads (Pure)

Multivariate dynamic probit models: an application to financial crises mutation

Candelon, B., Dumitrescu, E-I., Hurlin, C. & Palm, F. C., 1 Jan 2013, VAR Models in Macroeconomics — New Developments and Applications: Essays in Honor of Christopher A. Sims. Fomby, T. B., Kilian, L. & Murphy, A. (eds.). Emerald Group Publishing Limited, p. 395-427 32 p. (Advances in Econometrics; No. 32).

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

1 Citation (Scopus)
2012

Common intraday periodicity

Hecq, A. W., Laurent, S. F. J. A. & Palm, F. C., 1 Jan 2012, In : Journal of Financial Econometrics. 10, 2, p. 325-353 29 p.

Research output: Contribution to journalArticleAcademicpeer-review

5 Citations (Scopus)

Microeconometric evidence of financing frictions and innovative activity

Tiwari, A. K., Mohnen, P., Palm, F. C. & Schim van der Loeff, S., 1 Jan 2012, Maastricht: UNU-MERIT, Maastricht Economic and Social Research and Training Centre on Innovation and Technology. 39 p. (UNU-MERIT Working Papers; No. 062).

Research output: Book/ReportReportProfessional

Open Access
File
136 Downloads (Pure)

On the univariate representation of BEKK models with common factors

Hecq, A. W., Palm, F. C. & Laurent, S. F. J. A., 1 Jan 2012, Maastricht: METEOR, Maastricht University School of Business and Economics, 23 p. (METEOR Research Memorandum; No. 018).

Research output: Working paperProfessional

Open Access
File
295 Downloads (Pure)

Robust estimation of wage dispersion with censored data: an application to occupational earnings risk and risk attitudes

Pollmann, D., Dohmen, T. J. & Palm, F. C., 1 Jan 2012, Bonn: IZA. (IZA Discussion Paper Series; No. 6447).

Research output: Book/ReportReportProfessional

2011

Common intraday periodicity

Hecq, A. W., Palm, F. C. & Laurent, S. F. J. A., 1 Jan 2011, Maastricht: METEOR, Maastricht University School of Business and Economics, 35 p. (METEOR Research Memorandum; No. 010).

Research output: Working paperProfessional

Open Access
File
335 Downloads (Pure)

Cross-sectional dependence robust block bootstrap panel unit root tests

Palm, F. C., Smeekes, S. & Urbain, J. R. Y. J., Jul 2011, In : Journal of Econometrics. 163, 1, p. 85-104 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

25 Citations (Scopus)

Factor structures for panel and multivariate time series data

Palm, F. C. & Urbain, J. R. Y. J., Jul 2011, In : Journal of Econometrics. 163, 1, p. 1-3 3 p.

Research output: Contribution to journalEditorialAcademicpeer-review

On the univariate representation of multivariate volatility models with common factors

Hecq, A. W., Laurent, S. F. J. A. & Palm, F. C., 1 Jan 2011, Maastricht: METEOR, Maastricht University School of Business and Economics, 19 p. (METEOR Research Memorandum; No. 011).

Research output: Working paperProfessional

Open Access
File
202 Downloads (Pure)

The information value of R&D alliances: The preference for local or distant ties

Hagedoorn, J., Letterie, W. A. & Palm, F. C., 1 Jan 2011, In : Strategic Organization. 9, 4, p. 283-309 26 p.

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)
2010

A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model

Palm, F. C., Smeekes, S. & Urbain, J. R. Y. J., Jun 2010, In : Econometric Theory. 26, 3, p. 647-681 35 p.

Research output: Contribution to journalArticleAcademicpeer-review

10 Citations (Scopus)

Banking and debt crises in Europe: The dangerous liaisons?

Candelon, B. & Palm, F. C., Apr 2010, In : De Economist. 158, 1, p. 81-99 19 p.

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)

Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance A volume honoring Benoit B. Mandelbrot Preface

Dufour, JP., Kurz-Kim, JR. & Palm, F. C., Mar 2010, In : Journal of Empirical Finance. 17, 2, p. 177-179 3 p.

Research output: Contribution to journalEditorialAcademicpeer-review

1 Citation (Scopus)

Persistence of innovation in Dutch manufacturing: Is it spurious?

Raymond, W., Mohnen, P., Palm, F. C. & Schim van der Loeff, S., 1 Jan 2010, In : Review of Economics and Statistics. 92, 3, p. 495-504 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

72 Citations (Scopus)
2009

Central bank FOREX interventions assessed using realized moments

Beine, M., Laurent, S. & Palm, F. C., 1 Jan 2009, In : Journal of International Financial Markets, Institutions & Money. 19, 1, p. 112-127 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

14 Citations (Scopus)

Information gathering through alliances.

Letterie, W. A., Hagedoorn, J. & Palm, F. C., 1 Jan 2009, Journal of Economic Behavior and Organizations.. p. 176-194

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingAcademic

Innovative sales, R&D, and total innovation expenditures: panel evidence on their dynamics.

Raymond, W., Palm, F. C., Schim van der Loeff, S. & Mohnen, P., 1 Jan 2009, Maastricht: UNU-MERIT, Maastricht Economic and Social Research and Training Centre on Innovation and Technology, 35 p. (UNU-MERIT Working Papers; No. 029).

Research output: Working paperProfessional

Open Access
File
89 Downloads (Pure)

Innovative sales, R&D and total innovation expenditures: panel evidence on their dynamics

Raymond, W., Mohnen, P., Palm, F. C. & Schim van der Loeff, S., 1 Jan 2009, Maastricht: METEOR, Maastricht University School of Business and Economics, (METEOR Research Memorandum; No. 028).

Research output: Working paperProfessional

Open Access
File
191 Downloads (Pure)
Open Access
File
213 Downloads (Pure)

Panel unit root tests in the presence of cross-sectional dependencies: Comparison and implications for modelling

Gengenbach, C., Palm, F. C. & Urbain, J. R. Y. J., 1 Jan 2009, In : Econometric Reviews. 29, 2, p. 111-145

Research output: Contribution to journalArticleAcademicpeer-review

46 Citations (Scopus)

Sudying Co-movements in Large Multivariate Models without Multivariate Modelling.

Hecq, A. W., Palm, F. C. & Cubadda, G., 1 Jan 2009, In : Journal of Econometrics. 148, 1, p. 25-35 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

11 Citations (Scopus)
2008

Bootstrap Unit Root Tests: comparison and extensions.

Palm, F. C., Smeekes, S. & Urbain, J. R. Y. J., 1 Jan 2008, In : Journal of Time Series Analysis. 29, p. 370-401 32 p.

Research output: Contribution to journalArticleAcademicpeer-review

21 Citations (Scopus)

Cross-sectional dependence robust block bootstrap panel unit root tests

Palm, F. C., Smeekes, S. & Urbain, J. R. Y. J., 1 Jan 2008, Maastricht: METEOR, Maastricht University School of Business and Economics, 54 p. (METEOR Research Memorandum; No. 048).

Research output: Working paperProfessional

Open Access
File
318 Downloads (Pure)

Financial constraints and other obstacles: are they a threat to innovation activity?

Mohnen, P., Palm, F. C., Schim van der Loeff, S. & Tiwari, A. K., 1 Jan 2008, Maastricht: UNU-MERIT, Maastricht Economic and Social Research and Training Centre on Innovation and Technology. 18 p. (UNU-MERIT Working Papers; No. 006).

Research output: Book/ReportReportProfessional

Open Access
File
42 Citations (Scopus)
154 Downloads (Pure)

Financial constraints and other obstacles: Are they a threat to innovation activity?

Mohnen, P., Palm, F. C., Schim van der Loeff, S. & Tiwari, A. K., 1 Jan 2008, In : De Economist. p. 201-214 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

42 Citations (Scopus)

Information gathering through alliances

Letterie, W., Hagedoorn, J., van Kranenburg, H. & Palm, F., May 2008, In : Journal of Economic Behavior & Organization. 66, 2, p. 176-194

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
7 Citations (Scopus)
187 Downloads (Pure)

Macro-Panels and Reality.

Cubadda, G., Hecq, A. W. & Palm, F. C., Jul 2008, In : Economics Letters. 99, 3, p. 537-540 4 p.

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)

Martin M.G. Fase retires form the Board of Editors.

Palm, F. C., 1 Jan 2008, In : De Economist. 156, p. 1-2 2 p.

Research output: Contribution to journalArticleAcademic

Regret Aversion and Annuity Risk in Defined Contribution Pension Plans

Hoevenaars, R. P. P. M., Frehen, R. G. P., Palm, F. C. & Schotman, P. C., 1 Jan 2008, In : Insurance: Mathematics and Economics. 42, 3, p. 1050-1061 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)
2007

A sieve bootstrap test for cointegration in a conditional error correction model

Palm, F. C., Smeekes, S. & Urbain, J. R. Y. J., 1 Jan 2007, Maastricht: METEOR, Maastricht University School of Business and Economics, 49 p. (METEOR Research Memorandum; No. 054).

Research output: Working paperProfessional

Open Access
File
297 Downloads (Pure)

Central bank intervention and exchange rate volatility its continuous and jump components

Beine, M., Lahaye, J., Laurent, S., Neely, C. J. & Palm, F. C., 1 Jan 2007, In : International Journal of Finance & Economics. 22, p. 201-223

Research output: Contribution to journalArticleAcademicpeer-review

23 Citations (Scopus)

Financial constraint and R&D investment: evidence from CIS

Tiwari, A. K., Mohnen, P., Palm, F. C. & Schim van der Loeff, S., 1 Jan 2007, Maastricht: UNU-MERIT, Maastricht Economic and Social Research and Training Centre on Innovation and Technology, 45 p. (UNU-MERIT Working Papers; No. 011).

Research output: Working paperProfessional

Open Access
File
157 Downloads (Pure)

Macro-panels and reality

Cubadda, G., Hecq, A. W. & Palm, F. C., 1 Jan 2007, Maastricht: METEOR, Maastricht University School of Business and Economics, 8 p. (METEOR Research Memorandum; No. 009).

Research output: Working paperProfessional

Open Access
File
206 Downloads (Pure)

Macro panes and reality

Hecq, A. W., Palm, F. C. & Cubadda, G., 1 Jan 2007, onbekend: Kwantitatieve Economie, (Research Memorandum; No. 2007/09).

Research output: Working paperProfessional

On the information value of (un)embedded network ties

Hagedoorn, J., Letterie, W. A. & Palm, F. C., 1 Jan 2007, Maastricht: METEOR, Maastricht University School of Business and Economics, 32 p. (METEOR Research Memorandum; No. 004).

Research output: Working paperProfessional

Open Access
File
215 Downloads (Pure)