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TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS.

VERBEEK, M.; NIJMAN, T. - CentER for Economic Research, Universiteit van Tilburg - 1990

Persistent link: https://www.econbiz.de/10005474627

THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA.

NIJMAN, T.; VERBEEK, M. - CentER for Economic Research, Universiteit van Tilburg - 1989

Persistent link: https://www.econbiz.de/10005474629

Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections.

VERBEEK, M.; NIJMAN, T. - CentER for Economic Research, Universiteit van Tilburg - 1992

Persistent link: https://www.econbiz.de/10005775437

CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA.

VERBEEK, M.; NIJMAN, T. - CentER for Economic Research, Universiteit van Tilburg - 1990

Persistent link: https://www.econbiz.de/10005618560

A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International.

De Jong, F.; Nijman, T.; Roell, A. - CentER for Economic Research, Universiteit van Tilburg - 1993

Persistent link: https://www.econbiz.de/10005474602

Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes.

Nijman, T.; Sentana, E. - CentER for Economic Research, Universiteit van Tilburg - 1993

Persistent link: https://www.econbiz.de/10005474639

Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages.

Vella, F.; Verbeek, M. - CentER for Economic Research, Universiteit van Tilburg - 1993

Persistent link: https://www.econbiz.de/10005775390

Testing Affine Term Structure Models in Case of Transaction Costs.

Driessen, J.; Melenberg, B.; Nijman, T. - CentER for Economic Research, Universiteit van Tilburg - 1999

In this paper we empirically analyze the impact of transaction costs on the performance of affine interest rate models. We test the implied (no arbitrage) Euler restrictions, and we calculate the specification error bound of Hansen and Jagannathan to measure the extent to which a model is...

Persistent link: https://www.econbiz.de/10005775395

Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data.

Vella, F.; Verbeek, M. - CentER for Economic Research, Universiteit van Tilburg - 1992

Persistent link: https://www.econbiz.de/10005618543

GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS

NIJMAN, T.; PALM, F. - CentER for Economic Research, Universiteit van Tilburg - 1989

Persistent link: https://www.econbiz.de/10005618613