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Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E.; Palm, Franz C. - 1989
Persistent link: https://www.econbiz.de/10000782857
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Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E. - In: International economic review 32 (1991) 2, pp. 383-389
Persistent link: https://www.econbiz.de/10001105415
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Consistent estimation of regression models with incompletely observed exogenous variables
Nijman, Theodore E. - In: Annales d'économie et de statistique (1988), pp. 151-175
Persistent link: https://www.econbiz.de/10001076721
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Minimum MSE estimation of a regression model with fixed effects from a series of cross sections
Verbeek, Marno; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000828572
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Incomplete panels and selection bias : a survey
Verbeek, Marno; Nijman, Theodore E. - 1992
Persistent link: https://www.econbiz.de/10000834351
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Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807
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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
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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
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Testing for mean-variance spanning : a survey
Roon, Frans de; Nijman, Theodore E. - 1998
Persistent link: https://www.econbiz.de/10000997542