Consistent estimation of rational expectations models / T.E. Nijman and F.C. PalmEfficiency gains due to using missing data procedures in regression models / Th.E. Nijman, F.C. PalmPredictive accuracy gain from dissaggregate sampling in arima-models / Th.E. Nijman and F.C. PalmEstimation of time dependent parameters in lineair models using cross sections, panels or both / Theo Nijman, Marno VerbeekThe optimal design of rotating panels in a simple analysis of variance model / Theo Nijman, Marno Verbeek, Arthur van SoestExclusion restrictions in instrumental variables equations / Theo E. Nijman, Mark F.J. SteelGeneralized least squares estimation of linear models containing rational future expectations / by Theo Nijman and Franz PalmThe nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data / by Theo Nijman and Marno VerbeekA natural approach to optimal forecasting in case of preliminary observations / Theo NijmanPremia in forward foreign exchange as unobserved components / T.E. Nijman, F.C. Palm, C.C.P. WolffPremia in forward foreign exchange as unobserved components / by Theo N. Nijman, Franz C. Palm and Christian C.P. WolffExclusion restrictions in instrumental variables equations / by Theo E. Nijman and Mark F.J. SteelParameter identification in ARMA processes in the presence of regular but incomplete sampling / by Theo Nijman and Franz PalmEmpirical tests of a simple pricing model for sugar futures / by Theo Nijman and Roel BeetsmaEstimation of time-dependent parameters in linear models using cross-sections, panels or both / by Theo Nijman and Marno VerbeekPredictive accuracy gain from disaggregate sampling in Arima models / by Theo E. Nijman and Theo E. NijmanThe efficiency of rotating-panel designs in an analysis-of-variance model / Theo Nijman, Marno Verbeek and Arthur van SoestGeneralized least squares estimation of linear models containing rational future expectations / by Theo Nijman and Franz PalmRecent developments in modeling volatility in financial data / by T.E. Nijman and F.C. PalmThe optimal choice of controls and pre-experimental observations / by Theo Nijman and Marno VerbeekMarginalization and contemporaneous aggregation in multivariate GARCH processes / by Theo Nijman and Enrique SentanaDe data van de econometrie / Theo NijmanPricing term structure risk in futures markets / by Theo Nijman, Frans A. de Roon and Chris VeldPricing term structure risk in futures markets / by Theo Nijman, Frans A. de Roon and Chris VeldEconometrie van financiële markten : de bepaling van het risicoprofiel van beleggingen / Theo Nijman, Frank de JongZicht op beleggingsrisico's en -kansen voor particuliere beleggers / Th.E. NijmanDo countries or industries explain momentum in Europe? / by Theo E. Nijman, Laurens Swinkels and Marno VerbeekDo countries or industries explain momentum in Europe? / Theo Nijman, Laurens Swinkels, Marno VerbeekDo countries or industries explain momentum in Europe? / Theo Nijman, Laurens Swinkels, Marno VerbeekStrategic and tactical allocation to commodities for retirement savings schemes / by Theo Nijman and Laurens SwinkelsMissing observations in a quarterly model for the aggregate labor market in the Netherlands / Th.E. Nijman, F.C. PalmWilt u een risicovol pensioen? / Prof. dr. Th.E. NijmanMissing observations in a quarterly model for the aggregate labor market in the Netherlands / Th.E. Nijman, F.C. PalmMissing observations in dynamic macroeconomic modeling / Theodoor Evert NijmanConsistent estimation of a regression model with incompletely observed exogenous variable / Th.E. Nijman, F.C. Palm ; Netherlands Central Bureau of Statistics. Department for Statistical Methods, Department for Statistical MethodsThe construction and use of approximations for missing quarterly observations : a model-based approach / T.E. Nijman, F.C. Palm ; Netherlands Central Bureau of Statistics. Department of Statistical Methods, Department of Statistical Methods
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Testing for selectivity bias in panel data models / by Marno Verbeek and Theo NijmanCan cohort data be treated as genuine panel data? / by Marno Verbeek and Theo NijmanTemporal aggregation of GARCH processes / by Feike C. Drost and Theo E. NijmanMinimum mse estimation of a regression model with fixed effects from a series of cross sections / by Marmo Verbeek and Theo NijmanCan cohort data be treated as genuine panel data? / by M. Verbeek and Th. NijmanIncomplete panels and selection bias : a survey / by Marno Verbeek and Theo NijmanTemporal aggregation of GARCH processes / by Feike C. Drost and Theo E. NijmanA comparison of the cost of trading French shares on the Paris Bourse and SEAQ International / by Frank de Jong, Theo Nijman and Ailsa RöellPrice effects of trading and components of the bid-ask spread on the Paris Bourse / by Frank de Jong, Theo Nijman and Ailsa RöellEstimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. WerkerEstimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. WerkerHigh frequency analysis of lead-lag relationships between financial markets / by Frank de Jong and Theo NijmanHigh frequency analysis of lead-lag relationships between financial markets / by Frank de Jong and Theo NijmanTesting for spanning with futures contracts and nontraded assets : a general approach / by Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerTesting for spanning with futures contracts and nontraded assets : a general approach / by Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerTesting for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets / Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerAnalyzing specification errors in models for future risk premia with hedging pressures / Frans A. de Roon, Theo E. Nijman and Chris VeldAnalyzing specification errors in models for futures risk premia with hedging pressure / by Frans A. de Roon, Theo E. Nijman and Chris VeldTesting for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets / by Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerStyle analysis and performance evaluation of Dutch mutual funds / by Jenke R. ter Horst, Theo E. Nijman, Frans A. de RoonStyle analysis and performance evaluation of Dutch mutual funds / by Jenke R. ter Horst, Theo E. Nijman and Frans A. de RoonPerformance analysis of international mutual funds incorporating market frictions / by Jenke R. ter Horst, Theo E. Nijman and Frans A. de RoonEliminating biases in evaluating mutual fund performance from a survivorship free sample / by Jenke R. ter Horst, Theo E. Nijman and Marno VerbeekStyle analysis and performance evaluation of Dutch mutual funds / Jenke ter Horst, Theo Nijman and Frans de RoonPerformance analysis of international mutual funds incorporating market frictions / Jenke ter Horst, Theo Nijman and Frans de RoonTesting for mean-variance spanning : a survey / by Frans A. de Roon and Theo E. NijmanTesting affine term structure models in case of transaction costs / by Joost Driessen, Bertrand Melenberg and Theo NijmanTesting affine term structure models in case of transaction costs / by Joost Driessen, Bertrand Melenberg and Theo NijmanCurrency hedging for international stock portfolios : a general approach / by Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerCurrency hedging for international stock portfolios : a general approach / by Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerDerivatengebruik van Nederlandse niet-financiële bedrijven / Abe de Jong, Victor Macrae en Theo NijmanDerivatengebruik van Nederlandse niet-financiële bedrijven / Abe de Jong, Victor Macrae en Theo NijmanCurrency hedging for international stock portfolios : a general approach / Frans A. de Roon, Theo E. Nijman, Bas J.M. WerkerEvaluating style analysis / Frans A. de Roon, Theo E. Nijman, Jenke R. ter HorstEvaluating style analysis / Frans A. de Roon, Theo E. Nijman and Jenke R. ter HorstCurrency hedging for international stock portfolios : a general approach / Frans A. de Roon, Theo E. Nijman and Bas J.M. WerkerEvaluating style analysis / by Frans A. de Roon, Theo E. Nijman and Jenke R. ter HorstCommon factors in international bond returns / by Joost Driessen, Bertrand Melenberg and Theo NijmanThe dynamics of the impact of past performance on mutual fund flows / by Alexei P. Goriaev, Theo E. Nijman and Bas J.M. WerkerDerivatengebruik van Nederlandse niet-financiële bedrijven / Abe de Jong, Victor Macrae en Theo Nijman