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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
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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
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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
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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
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Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, T.E.; Palm, F.C. - Tilburg University, School of Economics and Management - 1990
Persistent link: https://www.econbiz.de/10011087450
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Linear regression using both temporally aggregated and temporally disaggregated data
Palm, F.C.; Nijman, T.E. - Tilburg University, School of Economics and Management - 1982
Persistent link: https://www.econbiz.de/10011088316
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The construction and use of approximations for missing quarterly observations : A model-based approach
Nijman, T.E.; Palm, F.C. - Tilburg University, School of Economics and Management - 1985
Persistent link: https://www.econbiz.de/10011088450
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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
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Generalized least squares estimation of linear models containing rational future expectations
Nijman, T.E.; Palm, F.C. - Tilburg University, School of Economics and Management - 1991
Persistent link: https://www.econbiz.de/10011088565
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Parameter identification in ARMA-processes in the presence of regular but incomplete sampling
Palm, F.C.; Nijman, T.E. - Tilburg University, School of Economics and Management - 1990
Persistent link: https://www.econbiz.de/10011088735