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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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Can cohort data be treated as genuine panel data?
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801227
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Can cohort data be treated as genuine panel data?
Verbeek, Marno - In: Empirical economics : a journal of the Institute for … 17 (1992) 1
Persistent link: https://www.econbiz.de/10001279143
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
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Premia in forward foreign exchange as unobserved components
Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991
Persistent link: https://www.econbiz.de/10000809535
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Premia in forward foreign exchange as unobserved components
Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991
Persistent link: https://www.econbiz.de/10000809738
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Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theodore E.; Palm, Franz C. - 1990
Persistent link: https://www.econbiz.de/10000811132
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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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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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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