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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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Can cohort data be treated as genuine panel data?
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801227
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Can cohort data be treated as genuine panel data?
Verbeek, Marno
Persistent link: https://www.econbiz.de/10001279143
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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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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
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Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theodore E.; Palm, Franz C. - 1990
Persistent link: https://www.econbiz.de/10000811132
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Séries temporelles incomplètes en modélisation macroéconomique
Nijman, Theodore E. - In: Cahiers du Séminaire d'Econométrie (1985) 27, pp. 141-168
Persistent link: https://www.econbiz.de/10001307073
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Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E. - In: Journal of econometrics 71 (1996) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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Premia in forward foreign exchange as unobserved components : a note
Nijman, Theodore E. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 361-365
Persistent link: https://www.econbiz.de/10001146824