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~subject:"Estimation"
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Estimation
game theory
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Nijman, Theo
7
Nijman, Theodore E.
7
Verbeek, M.J.C.M.
7
Drost, Feike C.
3
Melenberg, Bertrand
3
Vella, F.
3
Werker, Bas J. M.
3
Beetsma, R.M.W.J.
2
Bera, A.K.
2
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2
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2
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2
Kapteyn, A.J.
2
Roon, Frans de
2
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2
van soest, arthur
2
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1
Bloemen, H.G.
1
Gneezy, U.
1
Goorbergh, Rob Willem Jean van den
1
Goriaev, Aleksej P.
1
Judge, G.
1
Klaassen, C.A.J.
1
Kooreman, Peter
1
Lancaster, T.
1
Lee, S.
1
Palm, F.C.
1
Steel, M.F.J.
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1
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1
Vuong, Q.H.
1
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1
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Tilburg University, Center for Economic Research
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Tilburg University, School of Economics and Management
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22
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RePEc
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ECONIS (ZBW)
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1
Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theo
;
Palm, F.C.
-
Tilburg University, Center for Economic Research
-
1989
Persistent link: https://www.econbiz.de/10011090509
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2
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version)
Nijman, Theo
;
Verbeek, M.J.C.M.
-
Tilburg University, Center for Economic Research
-
1992
Persistent link: https://www.econbiz.de/10011090363
Saved in:
3
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data
Nijman, Theo
;
Verbeek, M.J.C.M.
-
Tilburg University, Center for Economic Research
-
1989
Persistent link: https://www.econbiz.de/10011090534
Saved in:
4
Empirical tests of a simple pricing model for sugar futures
Nijman, Theo
;
Beetsma, R.M.W.J.
-
Tilburg University, Center for Economic Research
-
1990
Persistent link: https://www.econbiz.de/10011090868
Saved in:
5
Testing for selectivity bias in panel data models
Nijman, Theo
;
Verbeek, M.J.C.M.
-
Tilburg University, Center for Economic Research
-
1990
Persistent link: https://www.econbiz.de/10011090994
Saved in:
6
Exclusion restrictions in instrumental variables equations
Nijman, Theo
;
Steel, M.F.J.
-
Tilburg University, School of Economics and Management
-
1988
Persistent link: https://www.econbiz.de/10011086747
Saved in:
7
Estimation of time dependent parameters in linear models using cross sections, panels or both
Nijman, Theo
;
Verbeek, M.J.C.M.
-
Tilburg University, School of Economics and Management
-
1988
Persistent link: https://www.econbiz.de/10011087086
Saved in:
8
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
9
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
10
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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