Franz C. Palm
Names
| first: |
Franz |
| middle: |
C. |
| last: |
Palm |
Identifer
Contact
Affiliations
-
Maastricht University
/ School of Business and Economics
/ Vakgroep Kwantitatieve Economie
Research profile
author of:
- Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables (repec:adr:anecst:y:1988:i:12:p:151-175)
by Theodore E. Nijman & Franz C. Palm - Economic Theory and Structural Time Series Models for Aggregate Consumption (repec:adr:anecst:y:1990:i:18:p:25-43)
by Franz C. Palm & Carlo C. A. Winder - Unraveling Trend and Stationary Components of Total Factor Productivity (repec:adr:anecst:y:1995:i:39:p:67-92)
by Franz C. Palm & Gérard A. Pfann - Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS (repec:ajk:ajkdps:028)
by Daniel Pollmann & Thomas Dohmen & Franz Palm - Econometric Analysis of Panel Data Models with Multifactor Error Structures (repec:anr:reveco:v:11:y:2019:p:495-522)
by Hande Karabiyik & Franz C. Palm & Jean-Pierre Urbain - A dynamic factor model approach to incorporate Big Data in state space models for official statistics (repec:arx:papers:1901.11355)
by Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel - The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps (repec:bes:jnlbes:v:11:y:1993:i:3:p:351-60)
by Vlaar, Peter J G & Palm, Franz C - Premia in Forward Foreign Exchange as Unobserved Components: A Note (repec:bes:jnlbes:v:11:y:1993:i:3:p:361-65)
by Nijman, Theo E & Palm, Franz C & Wolff, Christian C P - Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates (repec:bes:jnlbes:v:18:y:2000:i:3:p:274-83)
by Hoogstrate, Andre J & Palm, Franz C & Pfann, Gerard A - The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach (repec:bes:jnlbes:v:4:y:1986:i:1:p:47-58)
by Nijman, T E & Palm, F C - Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models (repec:bes:jnlbes:v:8:y:1990:i:4:p:405-15)
by Nijman, Theo E & Palm, Franz C - Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns (repec:bla:jorssa:v:179:y:2016:i:2:p:377-402)
by Oksana Bollineni-Balabay & Jan Brakel & Franz Palm - Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey (repec:bla:jorssa:v:180:y:2017:i:4:p:1281-1308)
by Oksana Bollineni‐Balabay & Jan van den Brakel & Franz Palm & Harm Jan Boonstra - A dynamic factor model approach to incorporate Big Data in state space models for official statistics (repec:bla:jorssa:v:184:y:2021:i:1:p:324-353)
by Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel - Parameter Identification In Arma Processes In The Presence Of Regular But Incomplete Sampling (repec:bla:jtsera:v:11:y:1990:i:3:p:239-248)
by Theo Nijman & Franz Palm - Bootstrap Unit‐Root Tests: Comparison and Extensions (repec:bla:jtsera:v:29:y:2008:i:2:p:371-401)
by Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain - Consistency of averaged impulse response estimators in vector autoregressive models (repec:bla:jtsera:v:45:y:2024:i:5:p:691-713)
by Jan Lohmeyer & Franz Palm & Jean‐Pierre Urbain - Interrelated Demand Rational Expectations Models for Two Types of Labour (repec:bla:obuest:v:52:y:1990:i:1:p:45-68)
by Palm, Franz C & Pfann, Gerard A - Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles (repec:bla:obuest:v:62:y:2000:i:4:p:511-532)
by Alain Hecq & Franz C. Palm & Jean‐Pierre Urbain - Cointegration Testing in Panels with Common Factors (repec:bla:obuest:v:68:y:2006:i:s1:p:683-719)
by Christian Gengenbach & Franz C. Palm & Jean‐Pierre Urbain - On the Univariate Representation of BEKK Models with Common Factors (repec:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4)
by Hecq Alain & Laurent Sébastien & Palm Franz C. - An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications (repec:ces:ceswps:_1230)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Persistence of Innovation in Dutch Manufacturing: Is it Spurious? (repec:ces:ceswps:_1681)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models (repec:ces:ceswps:_1992)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity? (repec:ces:ceswps:_2204)
by Sybrand Schim van der Loeff & Pierre Mohnen & Franz Palm & Amaresh K. Tiwari - Testing for Common Cyclical Features in Nonstationary Panel Data Models (repec:ces:ceswps:_248)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics (repec:ces:ceswps:_2716)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Banking and Debt Crisis in Europe: The Dangerous Liaisons? (repec:ces:ceswps:_3001)
by Bertrand Candelon & Franz Palm - Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing (repec:ces:ceswps:_4290)
by Wladimir Raymond & Jacques Mairesse & Pierre Mohnen & Franz Palm - Testing for Common Cyclical Features in Var Models with Cointegration (repec:ces:ceswps:_451)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis (repec:ces:ceswps:_4513)
by Laurent Cavenaile & Christian Gengenbach & Franz Palm - Microeconometric Evidence of Financing Frictions and Innovative Activity (repec:ces:ceswps:_4645)
by Amaresh K. Tiwari & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features (repec:ces:ceswps:_660)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications (repec:cir:cirwor:2004s-36)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing (repec:cir:cirwor:2005s-32)
by Bert Diederen & Pierre Mohnen & Franz Palm & Wladimir Raymond & Sybrand Schim van der Loeff - Persistence of Innovation in Dutch Manufacturing: Is it Spurious? (repec:cir:cirwor:2006s-04)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models (repec:cir:cirwor:2007s-06)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics (repec:cir:cirwor:2009s-29)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Microeconometric Evidence of Financing Frictions and Innovative Activity (repec:cir:cirwor:2012s-24)
by Amaresh K. Tiwari & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing (repec:cir:cirwor:2013s-12)
by Wladimir Raymond & Jacques Mairesse & Pierre Mohnen & Franz Palm - To combine or not to combine? issues of combining forecasts (repec:cor:louvco:1991022)
by Palm, F. & Zellner, A. - Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors (repec:cor:louvco:1992017)
by PFANN, Gerard & PALM, Franz - Central Bank forex interventions assessed using realized moments (repec:cor:louvco:2004001)
by BEINE, Michel & LAURENT, Sébastien & PALM, Franz - To Combine or not to Combine? Issues of Combining Forecasts (repec:cor:louvrp:1027)
by PALM, Franz C. & ZELLNER, Arnold - Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors (repec:cor:louvrp:1044)
by PFANN, Gerard A. & PALM, Franz C. - La demande d'engrais chimiques en Belgique: une approche bayésienne (repec:cor:louvrp:168)
by PALM, Franz - Time series analysis and simultaneous equation econometric models (repec:cor:louvrp:173)
by ZELLNER, Arnold & PALM, Franz - Central bank FOREX interventions assessed using realized moments (repec:cor:louvrp:2135)
by BEINE, Michel & LAURENT, Sébastien & PALM, Franz C. - Time series and structural analysis of monetary models of the U.S. economy (repec:cor:louvrp:247)
by ZELLNER, Arnold & PALM, Franz - Analyse chronologique. Spécification de modèles dynamiques à équations simultanées (repec:cor:louvrp:261)
by PALM, Franz - Testing the dynamic specification of an econometric model with an application to Belgian data (repec:cor:louvrp:273)
by PALM, Franz - On univariate time series methods and simultaneous equation econometric models (repec:cor:louvrp:293)
by PALM, Franz - Inflation Differentials and Excess Returns in the European Monetary System (repec:cpr:ceprfm:0038)
by Peter J G Vlaar & Franz C Palm - A Dynamic Contracting Model for Wages and Employment in three European Economies (repec:ctl:louvir:1993021)
by de la Croix, David & Palm, Franz & Pfann, Gerard - Labor market dynamics when effort depends on wage growth comparisons (repec:ctl:louvir:1996019)
by de la Croix, David & Palm, Franz & Urbain, Jean-Pierre - Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands (repec:ctl:louvre:1991031)
by Franz C. PALM & Gerard A. PFANN - Stochastic implications of the life cycle consumption model under rational habit formation (repec:ctl:louvre:1996043)
by Carlo C.A. WINDER & Franz C. PALM - The Structural Econometric Time Series Analysis Approach (repec:cup:cbooks:9780521187435)
by Zellner,Arnold & Palm,Franz C. (ed.) - The Structural Econometric Time Series Analysis Approach (repec:cup:cbooks:9780521814072)
by Zellner,Arnold & Palm,Franz C. (ed.) - A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model (repec:cup:etheor:v:26:y:2010:i:03:p:647-681_99)
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes (repec:diw:diwsop:diw_sp572)
by Daniel Pollmann & Thomas Dohmen & Franz Palm - Missing Observations in the Dynamic Regression Model (repec:ecm:emetrp:v:52:y:1984:i:6:p:1415-35)
by Palm, Franz C & Nijman, Theo E - Wald Criteria for Jointly Testing Equality and Inequality Restriction s (repec:ecm:emetrp:v:54:y:1986:i:5:p:1243-48)
by Kodde, David A & Palm, Franz C - Correction (repec:ecm:emetrp:v:68:y:2000:i:5:p:1293-1294)
by Arnold Zellner & Franz C. Palm - Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach (repec:eee:csdana:v:100:y:2016:i:c:p:383-400)
by Laurent, Sébastien & Lecourt, Christelle & Palm, Franz C. - Macro-panels and reality (repec:eee:ecolet:v:99:y:2008:i:3:p:537-540)
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C. - Large sample estimation and testing procedures for dynamic equation systems (repec:eee:econom:v:12:y:1980:i:3:p:251-283)
by Palm, Franz & Zellner, Arnold - Common cyclical features analysis in VAR models with cointegration (repec:eee:econom:v:132:y:2006:i:1:p:117-141)
by Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre - Studying co-movements in large multivariate data prior to multivariate modelling (repec:eee:econom:v:148:y:2009:i:1:p:25-35)
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C. - Factor structures for panel and multivariate time series data (repec:eee:econom:v:163:y:2011:i:1:p:1-3)
by Palm, Franz C. & Urbain, Jean-Pierre - Cross-sectional dependence robust block bootstrap panel unit root tests (repec:eee:econom:v:163:y:2011:i:1:p:85-104)
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - Large sample estimation and testing procedures for dynamic equation systems (repec:eee:econom:v:17:y:1981:i:1:p:131-138)
by Palm, Franz & Zellner, Arnold - Linear regression using both temporally aggregated and temporally disaggregated data (repec:eee:econom:v:19:y:1982:i:2-3:p:333-343)
by Palm, F. C. & Nijman, T. E. - Time series analysis and simultaneous equation econometric models (repec:eee:econom:v:2:y:1974:i:1:p:17-54)
by Zellner, Arnold & Palm, Franz - On univariate time series methods and simultaneous equation econometric models (repec:eee:econom:v:5:y:1977:i:3:p:379-388)
by Palm, Franz - Bayesian model selection and prediction with empirical applications comments (repec:eee:econom:v:69:y:1995:i:1:p:333-335)
by Palm, Franz C. - Sources of asymmetry in production factor dynamics (repec:eee:econom:v:82:y:1998:i:2:p:361-392)
by Palm, Franz C. & Pfann, Gerard A. - Report of the chairman of the standing committee for Students' Affairs (repec:eee:eecrev:v:36:y:1992:i:2-3:p:730-730)
by Palm, Franz C. - A dynamic contracting model for wages and employment in three European economies (repec:eee:eecrev:v:40:y:1996:i:2:p:429-448)
by de la Croix, David & Palm, Franz C. & Pfann, Gerard A. - Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing (repec:eee:eecrev:v:78:y:2015:i:c:p:285-306)
by Raymond, Wladimir & Mairesse, Jacques & Mohnen, Pierre & Palm, Franz - Testing the dynamic specification of an econometric model with an application to Belgian data (repec:eee:eecrev:v:8:y:1976:i:3:p:269-289)
by Palm, Franz - Journal of Empirical Finance, Elsevier (repec:eee:empfin)
edited by - Statement by the editors (repec:eee:empfin:v:1:y:1993:i:1:p:1-2)
by Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P. - Introduction to the special issue on behavioral finance (repec:eee:empfin:v:11:y:2004:i:4:p:423-427)
by De Bondt, Werner & Palm, Franz & Wolff, Christian - Introduction to the special issue on International Finance (repec:eee:empfin:v:13:y:2006:i:4-5:p:393-395)
by Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P. - Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot (repec:eee:empfin:v:17:y:2010:i:2:p:177-179)
by Dufour, Jean-Marie & Kurz-Kim, Jeong-Ryeol & Palm, Franz C. - Obituary (repec:eee:empfin:v:18:y:2011:i:1:p:1-1)
by Palm, Franz C. - Regret aversion and annuity risk in defined contribution pension plans (repec:eee:insuma:v:42:y:2008:i:3:p:1050-1061)
by Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C. - Central bank FOREX interventions assessed using realized moments (repec:eee:intfin:v:19:y:2009:i:1:p:112-127)
by Beine, Michel & Laurent, Sébastien & Palm, Franz C. - Inflation differentials and excess returns in the European Monetary System (repec:eee:intfin:v:7:y:1997:i:1:p:1-20)
by Vlaar, P. J. G. & Palm, F. C. - Information gathering through alliances (repec:eee:jeborg:v:66:y:2008:i:2:p:176-194)
by Letterie, Wilko & Hagedoorn, John & van Kranenburg, Hans & Palm, Franz - Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing (repec:elg:eechap:3774_4)
by Bert Diederen & Pierre Mohnen & Franz C. Palm & Sybrand Schim van der Loeff - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (repec:eme:aecozz:s0731-9053(2013)0000031011)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm - Central bank intervention and exchange rate volatility, its continuous and jump components (repec:fip:fedlwp:2006-031)
by Michel Beine & Jerome Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm - Generalized Least Squares Estimation Of Linear Models Containing Rational Future Exepectations (repec:fth:tilbur:8902)
by Nijman, T. & Palm, F. - Premia in Forward Foreign Exchange as Unobserved Components (repec:fth:tilbur:9112)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Recent Developments in Modeling Volatility in Financial Data (repec:fth:tilbur:9168)
by Nijman, T.E. & Palm, F.C. - On the Univariate Representation of BEKK Models with Common Factors (repec:hal:journl:hal-01440307)
by Alain Hecq & Franz C. Palm & Sébastien Laurent - Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (repec:hal:journl:hal-01447861)
by Sébastien Laurent & Christelle Lecourt & Franz C. Palm - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (repec:hal:journl:hal-01449943)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (repec:hal:wpaper:halshs-00630036)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm - Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties (repec:ier:iecrev:v:25:y:1984:i:3:p:579-601)
by Palm, Franz C & Vogelvang, Engbert & Kodde, David A - Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (repec:ier:iecrev:v:32:y:1991:i:2:p:383-89)
by Nijman, Theo & Palm, Franz - Central bank intervention and exchange rate volatility, its continuous and jump components (repec:ijf:ijfiec:v:12:y:2007:i:2:p:201-223)
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm - Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation (repec:inm:ormnsc:v:61:y:2015:i:9:p:2185-2202)
by Bart Diris & Franz Palm & Peter Schotman - Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands (repec:iza:izadps:dp565)
by van Kranenburg, Hans & Palm, Franz C. & Pfann, Gerard A. - Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes (repec:iza:izadps:dp6447)
by Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C. - Statistical Demand Functions for Food in the USA and the Netherlands (repec:jae:japmet:v:12:y:1997:i:5:p:615-37)
by de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre - Statistical Demand Functions for Food in the USA and the Netherlands: Reply (repec:jae:japmet:v:12:y:1997:i:5:p:643-45)
by de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre - A Parametric Test of the Negativity of the Substitution Matrix (repec:jae:japmet:v:2:y:1987:i:3:p:227-35)
by Kodde, David A & Palm, Franz C - Asymptotic Least-Squares Estimation Efficiency Considerations and Applications (repec:jae:japmet:v:5:y:1990:i:3:p:229-43)
by Kodde, D A & Palm, Franz C & Pfann, G A - A Classification of Dutch Manufacturing based on a Model of Innovation (repec:kap:decono:v:154:y:2006:i:1:p:85-105)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Loeff - Martin M.G. Fase Retires from the Board of the Editors (repec:kap:decono:v:156:y:2008:i:1:p:1-2)
by Franz Palm - Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? (repec:kap:decono:v:156:y:2008:i:2:p:201-214)
by P. Mohnen & F. Palm & S. Loeff & A. Tiwari - Banking and Debt Crises in Europe: The Dangerous Liaisons? (repec:kap:decono:v:158:y:2010:i:1:p:81-99)
by Bertrand Candelon & Franz Palm - Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? (repec:kap:decono:v:158:y:2010:i:3:p:337-340)
by Bertrand Candelon & Franz Palm - Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis (repec:kap:decono:v:162:y:2014:i:1:p:19-40)
by Laurent Cavenaile & Christian Gengenbach & Franz Palm - Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes (repec:kap:decono:v:168:y:2020:i:4:d:10.1007_s10645-020-09374-x)
by Daniel Pollmann & Thomas Dohmen & Franz Palm - Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands (repec:kap:revind:v:21:y:2002:i:3:p:283-303)
by H. Van Kranenburg & F. Palm & G. Pfann - Modelling Financial Crises Mutation (repec:leo:wpaper:1238)
by Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM - Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing (repec:nbr:nberwo:19074)
by Wladimir Raymond & Jacques Mairesse & Pierre Mohnen & Franz Palm - A Short-run Econometric Analysis of the International Coffee Market (repec:oup:erevae:v:13:y:1986:i:4:p:451-76)
by Palm, F C & Vogelvang, E - Common Intraday Periodicity (repec:oup:jfinec:v:10:y:2011:i:2:p:325-353)
by Alain Hecq & Sébastien Laurent & Franz C. Palm - Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors (repec:oup:restud:v:60:y:1993:i:2:p:397-412.)
by Gerard A. Pfann & Franz C. Palm - Asymetric Adjustment Costs In Labour Demand Models With Empirical Evidence For The Dutch An U.K. Manufacturing Sectors (repec:oxf:wpaper:9987)
by Pfann, G.A. & Palm, F.C. - Financial Constraint and R&D Investment: Evidence from CIS (repec:pal:palchp:978-0-230-28573-6_10)
by Amaresh K. Tiwari & Pierre Mohnen & Franz C. Palm & Sybrand Schim Loeff - Comment on Chapters 14 and 15 (repec:pal:palchp:978-1-349-19795-8_23)
by F. C. Palm - The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry (repec:pra:mprapa:33042)
by Palm, Franz C. & Peeters, Marga & Pfann, Gerard A. - Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis (repec:rpp:wpaper:1102)
by Laurent Cavenaile & Christian Gengenbach & Franz Palm - Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling (repec:rtv:ceisrp:125)
by Gianluca Cubadda & Alain Hecq & Franz C. Palm - Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry (repec:spr:empeco:v:18:y:1993:i:4:p:639-71)
by Palm, Franz C & Peeters, H M M & Pfann, G A - Labor market dynamics when effort depends on wage growth comparisons (repec:spr:empeco:v:25:y:2000:i:3:p:393-419)
by Jean-Pierre Urbain & Franz Palm & David de la Croix - Arnold Zellner (1927–2010) (repec:spr:sprchp:978-3-031-01775-9_31)
by Franz C. Palm - Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features (repec:taf:emetrv:v:21:y:2002:i:3:p:273-307)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (repec:taf:emetrv:v:29:y:2010:i:2:p:111-145)
by Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain - Focused information criterion for locally misspecified vector autoregressive models (repec:taf:emetrv:v:38:y:2019:i:7:p:763-792)
by Jan Lohmeyer & Franz Palm & Hanno Reuvers & Jean-Pierre Urbain - Time-varying state correlations in state space models and their estimation via indirect inference (repec:tin:wpaper:20210020)
by Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel - Recent developments in modeling volatility in financial data (repec:tiu:tiucen:0c1ff78c-d484-43bb-bcc3-a079fd10f9d4)
by Nijman, T.E. & Palm, F.C. - Generalized least squares estimation of linear models containing rational future expectations (repec:tiu:tiucen:b0399d55-e181-46f2-b7ea-5c9dad8e2186)
by Nijman, T.E. & Palm, F.C. - Premia in forward foreign exchange as unobserved components (repec:tiu:tiucen:f9309525-e1b8-46ad-8760-922a84220af4)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Efficiency gains due to using missing data procedures in regression models (repec:tiu:tiurem:001c2552-a7e8-45b6-be4b-41094d0a48c4)
by Nijman, T.E. & Palm, F.C. - Predictive accuracy gain from disaggregate sampling in ARIMA-models (repec:tiu:tiurem:73cf32e2-d741-45a0-8b3e-fe4d5c266bbd)
by Nijman, T.E. & Palm, F.C. - Consistent estimation of regression models with incompletely observed exogenous variables (repec:tiu:tiurem:a1dbc0ec-23d6-4bb1-8a95-773dce465666)
by Nijman, T.E. & Palm, F.C. - Consistent estimation of rational expectation models (repec:tiu:tiurem:e9900aa6-bae2-4b35-89cb-e5f55c8f027e)
by Nijman, T.E. & Palm, F.C. - Efficiency gains due to using missing data procedures in regression models (repec:tiu:tiutis:001c2552-a7e8-45b6-be4b-41094d0a48c4)
by Nijman, T.E. & Palm, F.C. - Recent developments in modeling volatility in financial data (repec:tiu:tiutis:0c1ff78c-d484-43bb-bcc3-a079fd10f9d4)
by Nijman, T.E. & Palm, F.C. - The construction and use of approximations for missing quarterly observations : A model-based approach (repec:tiu:tiutis:22310454-d7c0-4639-b9a7-50b0c340ad86)
by Nijman, T.E. & Palm, F.C. - Premia in forward foreign exchange as unobserved components (repec:tiu:tiutis:23782b7b-2146-4381-8cf9-4a2fdeda4262)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Efficiency gains due to using missing data procedures in regression models (repec:tiu:tiutis:2853eab0-e00a-4df9-898e-d82d73983be8)
by Palm, F.C. & Nijman, T.E. - Missing observations in the dynamic regression model (repec:tiu:tiutis:4d689d7c-4d89-4ab6-b8c3-f682bb444710)
by Nijman, T.E. & Palm, F.C. - Predictive accuracy gain from disaggregate sampling in ARIMA models (repec:tiu:tiutis:50a68aea-1b30-497d-b111-6be123eff98f)
by Nijman, T.E. & Palm, F.C. - Parameter identification in ARMA-processes in the presence of regular but incomplete sampling (repec:tiu:tiutis:69e84dde-44ef-4592-93a8-8148c32f5f98)
by Palm, F.C. & Nijman, T.E. - Generalized least squares estimation of linear models containing rational future expectations (repec:tiu:tiutis:6d9f1d75-6ab6-4db6-b5aa-bfdf60d47623)
by Nijman, T.E. & Palm, F.C. - Parameter identification in ARMA processes in the presence of regular but incomplete sampling (repec:tiu:tiutis:708ee84d-487f-48a4-8169-0642b4f46c1c)
by Nijman, T.E. & Palm, F.C. - Predictive accuracy gain from disaggregate sampling in ARIMA-models (repec:tiu:tiutis:73cf32e2-d741-45a0-8b3e-fe4d5c266bbd)
by Nijman, T.E. & Palm, F.C. - Generalized least squares estimation of linear models containing rational future expectations (repec:tiu:tiutis:84eea9d9-bc3c-4d75-97d5-312eace509f7)
by Nijman, T.E. & Palm, F.C. - Consistent estimation of regression models with incompletely observed exogenous variables (repec:tiu:tiutis:a1dbc0ec-23d6-4bb1-8a95-773dce465666)
by Nijman, T.E. & Palm, F.C. - Consistent estimation of regression models with incompletely observed exogenous variables (repec:tiu:tiutis:a44e99cc-3c1b-461c-91c1-2088f1c21c44)
by Nijman, T.E. & Palm, F.C. - Séries temporelles incomplètes en modélisation macroéconomique (repec:tiu:tiutis:a683cac4-6bf7-4049-ac25-e892010d401b)
by Nijman, T.E. & Palm, F.C. - Generalized least squares estimation of linear models containing rational future expectations (repec:tiu:tiutis:b0399d55-e181-46f2-b7ea-5c9dad8e2186)
by Nijman, T.E. & Palm, F.C. - On econometric modelling of incomplete data (repec:tiu:tiutis:b095c870-39c8-4eca-a232-8e2524184beb)
by Nijman, T.E. & Palm, F.C. - Linear regression using both temporally aggregated and temporally disaggregated data (repec:tiu:tiutis:dc43de47-0865-4485-8f7c-8d7d5d5d90b8)
by Palm, F.C. & Nijman, T.E. - Consistent estimation of rational expectation models (repec:tiu:tiutis:e9900aa6-bae2-4b35-89cb-e5f55c8f027e)
by Nijman, T.E. & Palm, F.C. - Premia in forward foreign exchange as unobserved components (repec:tiu:tiutis:f9309525-e1b8-46ad-8760-922a84220af4)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Persistence of Innovation in Dutch Manufacturing: Is It Spurious? (repec:tpr:restat:v:92:y:2010:i:3:p:495-504)
by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff - Central bank intervention in the foreign exchange markets assessed using realized moments (repec:ulb:ulbeco:2013/10407)
by Michel Beine & Sébastien Laurent & Franz Palm - Central Bank intervention and exchange rate volatility: its continuous and jump components (repec:ulb:ulbeco:2013/10413)
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher Neely & Franz Palm - Have sequential interventions of Central Banks in foreign exchange been effective ? (repec:ulb:ulbeco:2013/10429)
by Michel Beine & Sébastien Laurent & Franz Palm - An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications (repec:unm:umamer:2004011)
by Raymond, Wladimir & Mohnen, Pierre & Palm, Franz & Schneider, Berit - Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing (repec:unm:umamer:2005021)
by Diederen, Bert & Mohnen, Pierre & Palm, Franz & Raymond, Wladimir & Schim van der Loeff, Sybrand - Labor market dynamics when effort depends on wage growth comparisons (repec:unm:umamet:1996028)
by Croix de la, D. & Urbain, J.R.Y.J. & Palm, F.C. - Life expectancy of daily newspapers in the Netherlands: the Period 1848 - 1997 (repec:unm:umamet:1998005)
by van Kranenburg, H.L. & Palm, F.C. & Pfann, G.A. - Central bank FOREX interventions assessed using realized moments (repec:unm:umamet:2003043)
by Beine, M. & Laurent, S. & Palm, F.C. - An emprically-based taxonomy of Dutch manufacturing: innovation policy implications (repec:unm:umamet:2004024)
by Raymond, W. & Mohnen, P. & Palm, F.C. & Schim van der Loeff, S. - Panel unit root tests in the presence of cross-1 sectional dependencies: comparison and implications for medelling (repec:unm:umamet:2004039)
by Palm, F.C. & Gengenbach, C. & Urbain, J.R.Y.J. - Stochastic Online Scheduling on Parallel Machines (repec:unm:umamet:2004040)
by Megow, N. & Uetz, M.J. & Vredeveld, T. - Machine scheduling with resource dependent processing times (repec:unm:umamet:2005050)
by Grigoriev, A. & Sviridenko, M. & Uetz, M.J. - Panel cointegration testing in the presence of common factors (repec:unm:umamet:2005051)
by Gengenbach, C. & Palm, F.C. & Urbain, J.R.Y.J. - Persistence of innovation in Dutch manufacturing : is it spurious? (repec:unm:umamet:2006009)
by Raymond, W. & Mohnen, P. & Palm, F.C. & Schim van der Loeff, S. - Bootstrap unit root tests: comparison and extensions (repec:unm:umamet:2006015)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - On the information value of (un)embedded network ties (repec:unm:umamet:2007004)
by Hagedoorn, J. & Letterie, W.A. & Palm, F.C. - Macro-panels and reality (repec:unm:umamet:2007009)
by Cubadda, G. & Hecq, A.W. & Palm, F.C. - Studying co-movements in large multivariate models without multivariate modelling (repec:unm:umamet:2007032)
by Cubadda, G. & Hecq, A.W. & Palm, F.C. - A sieve bootstrap test for cointegration in a conditional error correction model (repec:unm:umamet:2007054)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Cross-sectional dependence robust block bootstrap panel unit root tests (repec:unm:umamet:2008048)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Innovative sales, R&D and total innovation expenditures: panel evidence on their dynamics (repec:unm:umamet:2009028)
by Raymond, W. & Mohnen, P. & Palm, F.C. & Schim van der Loeff, S. - Common intraday periodicity (repec:unm:umamet:2011010)
by Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A. - On the univariate representation of multivariate volatility models with common factors (repec:unm:umamet:2011011)
by Hecq, A.W. & Laurent, S.F.J.A. & Palm, F.C. - On the univariate representation of BEKK models with common factors (repec:unm:umamet:2012018)
by Hecq, A.W. & Palm, F.C. & Laurent, S.F.J.A. - Persistence of Innovation in Dutch Manufacturing: Is it Spurious? (repec:unm:unumer:2006011)
by Mohnen, Pierre & Schim van der Loeff, S. & Palm, Franz & Raymond, Wladimir - The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models (repec:unm:unumer:2007007)
by Mohnen, Pierre & Raymond, Wladimir & Palm, Franz & Schim van der Loeff, Sybrand - Financial Constraint and R&D Investment: Evidence from CIS (repec:unm:unumer:2007011)
by Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand - Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity? (repec:unm:unumer:2008006)
by Mohnen, Pierre & Palm, Franz & Schim van der Loeff, Sybrand & Tiwari, Amaresh - Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics (repec:unm:unumer:2009029)
by Raymond, Wladimir & Mohnen, Pierre & Palm, Franz & Schim van der Loeff, Sybrand - Microeconometric evidence of financing frictions and innovative activity (repec:unm:unumer:2012062)
by Tiwari, Amaresh K. & Mohnen, Pierre & Palm, Franz C. & Schim van der Loeff, Sybrand - Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing (repec:unm:unumer:2013025)
by Raymond W. & Mairesse J. & Mohnen P. & Palm F.C. - Microeconometric evidence of financing frictions and innovative activity - a revision (repec:unm:unumer:2013027)
by Tiwari A.K. & Mohnen P. & Palm F.C. & Schim van der Loeff S. - Large sample estimation and testing procedures for dynamic equation systems (repec:vua:wpaper:1978-10)
by Palm, F.C. & Zellner, A. - The aggregate demand for money in the Netherlands : a new look at a study of the Bank of the Netherlands (repec:vua:wpaper:1979-8)
by Blommestein, H.J. & Palm, F.C. - Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties (repec:vua:wpaper:1980-12)
by Palm, F.C. & Kodde, D.A. & Vogelvang, E. - Structural econometric modelling and time series analysis : an integrated approach (repec:vua:wpaper:1981-16)
by Palm, F.C. - Linear regression using both temporally aggregated and temporally disaggregated data (repec:vua:wpaper:1981-17)
by Palm, F.C. & Nijman, Th. - Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates (repec:vua:wpaper:1981-18)
by Palm, F.C. & Sneek, J.M. - Structural econometric modelling and time series analysis towards an integrated approach (repec:vua:wpaper:1981-4)
by Palm, F.C. - Missing observations in the dynamic regression model (repec:vua:wpaper:1982-18)
by Palm, F.C. & Nijman, Th. - Computing wald criteria for nested hypotheses with Econometric Applications (repec:vua:wpaper:1982-27)
by Kodde, D.A. & Palm, F.C. - Consistent estimation using proxy-variables in models with missing observations (repec:vua:wpaper:1983-9)
by Palm, F.C. & Nijman, Th. - Consistent estimation using proxy-variables in models with unobserved variables (repec:vua:wpaper:1984-12)
by Palm, F.C. & Nijman, Th. - Missing observations in a quarterly model for the aggregate labor market in the Netherlands (repec:vua:wpaper:1984-13)
by Nijman, Th. & Palm, F.C. - Computing wald criteria for nested hypotheses (repec:vua:wpaper:1985-16)
by Kodde, D.A. & Palm, F.C. - An econometric analysis of the short-run demand for coffee (repec:vua:wpaper:1985-17)
by Palm, F.C. & Vogelvang, E. - A short run econometric analysis of the international coffee market (repec:vua:wpaper:1986-13)
by Palm, F.C. & Vogelvang, E. - The stochastic life cycle consumption model : theoretical results and empirical evidence (repec:vua:wpaper:1986-16)
by Palm, F.C. & Winder, C.C.A. - The life cycle consumption model under structural changes in income and moving planning horizons (repec:vua:wpaper:1987-17)
by Palm, F.C. & Winder, C.C.A. - The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market (repec:vua:wpaper:1989-61)
by Palm, F.C. & Vogelvang, E.