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Short patches of outliers, ARCH and volatility modelling

Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998

Persistent link: https://www.econbiz.de/10000986130

Productivity gains from offshoring : an empirical analysis for the Netherlands

Butter, Frank A. G. den; Pattipeilohy, Christiaan - 2007 - This version: 19 November 2007

, using a recent theory on trade in tasks. A production function is estimated for the Netherlands for the period 1972-2001. It …

Persistent link: https://www.econbiz.de/10011373831

Trade, trust and transaction cost

Butter, Frank A. G. den; Mosch, Robert - 2003

Transaction costs are a major reason why international trade flows are much smaller than traditional trade theory would …

Persistent link: https://www.econbiz.de/10011334351

Generalized dynamic panel data models with random effects for cross-section and time

Mesters, Geert; Koopman, Siem Jan - 2012

Persistent link: https://www.econbiz.de/10009722706

Forecasting in a changing world : from the great recession to the COVID-19 pandemic

Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021

We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...

Persistent link: https://www.econbiz.de/10012416341