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On the estimation of a fixed effects model with selective non-response

Verbeek, M.J.C.M. - Tilburg University, School of Economics and Management - 1989

Persistent link: https://www.econbiz.de/10011087007

Estimation of the indirect translog demand system with binding non-negativity constraints

van soest, arthur; Kooreman, Peter - Tilburg University, School of Economics and Management - 1987

Persistent link: https://www.econbiz.de/10011087055

Coherent specification of demand systems with corner solutions and endogenous regimes

van soest, arthur; Kooreman, Peter; Kapteyn, A.J. - Tilburg University, School of Economics and Management - 1988

Persistent link: https://www.econbiz.de/10011087111

Temporal aggregation of GARCH processes

Drost, Feike C.; Nijman, Theo - Tilburg University, Center for Economic Research - 1992

Persistent link: https://www.econbiz.de/10011092933

Estimation and testing in models containing both jumps and conditional heteroskedasticity

Drost, Feike C.; Nijman, Theo; Werker, Bas J.M. - Tilburg University, Center for Economic Research - 1994

In this paper we develop tests for the hypothesis that a series (observed in discrete time) is generated by a diffusion process and discuss the results of these tests for several exchange rates and stock market indices. The tests of this hypothesis that have been proposed up to now in literature...

Persistent link: https://www.econbiz.de/10011092099