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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theo - In: Journal of econometrics 126 (2005) 1, pp. 201
Persistent link: https://www.econbiz.de/10006749124
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theo; Sentana, Enrique - In: Journal of econometrics 71 (1996) 1-2, pp. 71-88
Persistent link: https://www.econbiz.de/10006794485
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Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
Verbeek, Marno; Nijman, Theo - In: Journal of econometrics 59 (1993) 1-2, pp. 125-136
Persistent link: https://www.econbiz.de/10006805254
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E. - In: Journal of econometrics 71 (1996) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theodore E. - In: Journal of econometrics 126 (2005) 1, pp. 201-232
Persistent link: https://www.econbiz.de/10002538651