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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Testing for mean-variance spanning : a survey
Roon, Frans de; Nijman, Theodore E. - 1998
Persistent link: https://www.econbiz.de/10000997542
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Eliminating look-ahead bias in evaluating persistence in mutual fund performance
Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - In: Journal of empirical finance 8 (2001) 4, pp. 345-373
Persistent link: https://www.econbiz.de/10001607050
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Eliminating biases in evaluating mutual fund performance from a survivorship free sample
TerHorst, Jenke R. - 1998
Persistent link: https://www.econbiz.de/10000989950
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Eliminating biases in evaluating mutual fund performance from a survivorship free sample
Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - 1998
Persistent link: https://www.econbiz.de/10000986461
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
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Minimum MSE estimation of a regression model with fixed effects from a series of cross sections
Verbeek, Marno; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000828572
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Incomplete panels and selection bias : a survey
Verbeek, Marno; Nijman, Theodore E. - 1992
Persistent link: https://www.econbiz.de/10000834351
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Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E.; Palm, Franz C. - 1989
Persistent link: https://www.econbiz.de/10000782857
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Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807