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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

Recent developments in modeling volatility in financial data

Nijman, Theo; Palm, F.C. - Tilburg University, Center for Economic Research - 1991

Persistent link: https://www.econbiz.de/10011090546

Premia in forward foreign exchange as unobserved components

Nijman, T.E.; Palm, F.C.; Wolff, C.C.P. - Tilburg University, School of Economics and Management - 1993

Persistent link: https://www.econbiz.de/10011088550

Premia in Forward Foreign Exchange as Unobserved Components.

Nijman, T.E.; Palm, F.C.; Wolff, C.C.P. - CentER for Economic Research, Universiteit van Tilburg - 1991

Persistent link: https://www.econbiz.de/10005660442

Consistent estimation of rational expectation models

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1986

Persistent link: https://www.econbiz.de/10011087076

Consistent estimation of regression models with incompletely observed exogenous variables

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1987

Persistent link: https://www.econbiz.de/10011087120

Efficiency gains due to using missing data procedures in regression models

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1986

Persistent link: https://www.econbiz.de/10011087145

Predictive accuracy gain from disaggregate sampling in ARIMA-models

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1987

Persistent link: https://www.econbiz.de/10011087190

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

Evaluating Style Analysis

Nijman, Theo; ter Horst, Jenke; de Roon, F.A. - Tilburg University, Center for Economic Research - 2000

In this paper we evaluate applications of (return based) style analysis.The portfolio and positivity constraints imposed by style analysis are useful in constructing mimicking portfolios without short positions.Such mimicking portfolios can be used, e.g., to construct efficient portfolios of...

Persistent link: https://www.econbiz.de/10011090409