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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Kiviet, J. F."
~person:"Sluis, Pieter J. van der"
~type_genre:"Bibliografie enthalten"
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Kiviet, J. F.
Sluis, Pieter J. van der
Kleijnen, Jack P. C.
73
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69
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67
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65
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37
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ECONIS (ZBW)
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1
Market timing : a decomposition of mutual fund returns
Swinkels, Laurens
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001830133
Saved in:
2
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
-
2000
Persistent link: https://www.econbiz.de/10001473253
Saved in:
3
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
4
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
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5
Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000985438
Saved in:
6
Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000986291
Saved in:
7
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1997
Persistent link: https://www.econbiz.de/10000968741
Saved in:
8
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
9
Bootstrapping a stable AD model : weak vs. strong exogeneity
Giersbergen, Noud P. A. van
;
Kiviet, J. F.
-
1996
Persistent link: https://www.econbiz.de/10000926805
Saved in:
10
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1996
Persistent link: https://www.econbiz.de/10000948310
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