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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

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

Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems

Chambers, M.J.; McCrorie, J.R. - Tilburg University, Center for Economic Research - 2004

This paper discusses the joint estimation of the long run equilibrium coe cients and the parameters governing the short … acts as the basis for frequency domain Gaussian estimation of the unknown parameters using discrete time data.We formally …

Persistent link: https://www.econbiz.de/10011090524

The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data

Nijman, Theo; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1989

Persistent link: https://www.econbiz.de/10011090534

Empirical tests of a simple pricing model for sugar futures

Nijman, Theo; Beetsma, R.M.W.J. - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011090868

Estimation of a censored regression panel data model using conditional moment restrictions efficiently

Melenberg, Bertrand; van soest, arthur; Charlier, G.W.P. - Tilburg University, Center for Economic Research - 1995

more than two waves. Estimation is performed in two steps. Using Honore's estimator in a first step, efficient GMM using …

Persistent link: https://www.econbiz.de/10011090920

Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals

Chambers, M.J.; McCrorie, J.R. - Tilburg University, Center for Economic Research - 2004

This paper is concerned with issues of model specification, identification, and estimation in exchange rate models with …

Persistent link: https://www.econbiz.de/10011090961

Testing for selectivity bias in panel data models

Nijman, Theo; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011090994

Maximum score estimation in the ordered response model

Kooreman, Peter; Melenberg, Bertrand - Tilburg University, Center for Economic Research - 1989

Persistent link: https://www.econbiz.de/10011091290

Semi-parametric estimation of the sample selection model

Melenberg, Bertrand; van soest, arthur - Tilburg University, Center for Economic Research - 1993

Persistent link: https://www.econbiz.de/10011092011