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Theo Nijman

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First Name: Theo
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Last Name: Nijman
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RePEc Short-ID: pni115

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Homepage: http://center.uvt.nl/staff/nijman/
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Works


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Working papers

  1. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper 2010-11, Tilburg University, Center for Economic Research.
  2. Sanders, E.A.T. & De Waegenaere, A.M.B. & Nijman, T.E., 2010. "When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?," Discussion Paper 2010-43, Tilburg University, Center for Economic Research.
  3. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.
  4. Bovenberg, A.L. & Koijen, R.S.J. & Nijman, T.E. & Teulings, C.N., 2007. "Saving and investing over the life cycle and the role of collective pension funds," Open Access publications from Tilburg University urn:nbn:nl:ui:12-301942, Tilburg University.
  5. Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2006. "Optimal Portfolio Choice with Annuitization," Discussion Paper 2006-78, Tilburg University, Center for Economic Research.
  6. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2005. "Yet another look at mutual fund tournaments," Open Access publications from Tilburg University urn:nbn:nl:ui:12-167598, Tilburg University.
  7. Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2005. "Labor Income and the Demand for Long-term Bonds," Discussion Paper 2005-95, Tilburg University, Center for Economic Research.
  8. Frans A. de Roon & Rob W. J. van den Goorbergh & Theo E. Nijman, 2004. "An Anatomy of Futures Returns: Risk Premiums and Trading Strategies," WO Research Memoranda (discontinued) 757, Netherlands Central Bank, Research Department.
  9. Nijman, T.E., 2003. "Implementatie toetsingskader lange weg," Open Access publications from Tilburg University urn:nbn:nl:ui:12-123124, Tilburg University.
  10. Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 2003. "Currency hedging for international stock portfolios: The usefulness of mean variance analysis," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91684, Tilburg University.
  11. Swinkels, L.A.P. & Nijman, T.E., 2003. "De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen," Open Access publications from Tilburg University urn:nbn:nl:ui:12-119494, Tilburg University.
  12. Nijman, T.E. & Swinkels, L.A.P., 2003. "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes," Discussion Paper 2003-20, Tilburg University, Center for Economic Research.
  13. Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
  14. Spierdijk, L. & Nijman, T.E. & Soest, A.H.O. van, 2002. "Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News," Discussion Paper 2002-69, Tilburg University, Center for Economic Research.
  15. Spierdijk, L. & Nijman, T.E. & Soest, A.H.O. van, 2002. "The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity," Discussion Paper 2002-29, Tilburg University, Center for Economic Research.
  16. Nijman, T.E., 2002. "Value at risk in de financiele bijsluiter?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-92058, Tilburg University.
  17. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper 2002-2, Tilburg University, Center for Economic Research.
  18. Nijman, T.E., 2002. "Belang en beperkingen van het schema van voorbeeldwaarden in de nieuwe Financiële Bijsluiter," Open Access publications from Tilburg University urn:nbn:nl:ui:12-117520, Tilburg University.
  19. Nijman, T.E. & Roon, F.A. de & Werker, B.J.M., 2001. "Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86724, Tilburg University.
  20. Horst, J.R. ter & Nijman, T.E. & Verbeek, M.J.C.M., 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-87532, Tilburg University.
  21. Nijman, T.E. & Roon, F.A. de, 2001. "Testing for mean-variance spanning: A survey," Open Access publications from Tilburg University urn:nbn:nl:ui:12-87531, Tilburg University.
  22. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001. "On the Empirical Evidence of Mutual Fund Strategic Risk Taking," Discussion Paper 2001-9, Tilburg University, Center for Economic Research.
  23. Nijman, T.E., 2001. "Zicht op Beleggingsrisico's en Kansen voor Particuliere Beleggers," Open Access publications from Tilburg University urn:nbn:nl:ui:12-169815, Tilburg University.
  24. Jong, A. de & Macrae, V. & Nijman, T.E., 2000. "Hedgen van valutarisico in Nederland. Discrepantie tussen theorie en praktijk?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85394, Tilburg University.
  25. Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.
  26. Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 2000. "Currency Hedging for International Stock Portfolios," Research Paper ERS-2000-21-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
  27. Roon, F.A. de & Nijman, T.E. & Horst, J.R. ter, 2000. "Evaluating Style Analysis," Discussion Paper 2000-64, Tilburg University, Center for Economic Research.
  28. Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000. "Common Factors in International Bond Returns," Discussion Paper 2000-91, Tilburg University, Center for Economic Research.
  29. Roon, F.A. de & Nijman, T.E. & Veld, C.H., 2000. "Hedging pressure effects in futures markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-83944, Tilburg University.
  30. Jong, A. de & Moerland, P.W. & Nijman, T.E., 2000. "Zeggenschapsverhoudingen en financiële prestaties," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85393, Tilburg University.
  31. Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 1999. "Currency Hedging for International Stock Portfolios: A General Approach," Discussion Paper 1999-123, Tilburg University, Center for Economic Research.
  32. Horst, J.R. ter & Nijman, T.E. & Roon, F.A. de, 1998. "Style Analysis and Performance Evaluation of Dutch Mutual Funds," Discussion Paper 1998-50, Tilburg University, Center for Economic Research.
  33. Jenke R. ter Horst & Theo E. Nijman & Marno Verbeek, 1998. "Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample," Center for Economic Studies - Discussion papers ces9820, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  34. Nijman, T.E. & Jong, F.C.J.M. de, 1997. "High frequency analysis of lead-lag relationships between financial markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74206, Tilburg University.
  35. Jong, F.C.J.M. de & Nijman, T.E. & Röell, A.A., 1996. "Price effects of trading and components of the bid-ask spread on the Paris Bourse," Open Access publications from Tilburg University urn:nbn:nl:ui:12-72127, Tilburg University.
  36. Nijman, T.E. & Roon, F.A. de & Veld, C.H., 1996. "Pricing Term Structure Risk in Futures Markets," Discussion Paper 1996-78, Tilburg University, Center for Economic Research.
  37. Jong, F.C.J.M. de & Nijman, T.E. & Röell, A.A., 1995. "A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International," Open Access publications from Tilburg University urn:nbn:nl:ui:12-80491, Tilburg University.
  38. Nijman, T.E., 1995. "ABC: De relevantie van beta," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153162, Tilburg University.
  39. Nijman, T. & Sentana, E., 1994. "Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses," Papers 9419, Centro de Estudios Monetarios Y Financieros-.
  40. Nijman, Theo E. & Palm, Franz C., 1993. "GARCH modelling of volatility: an introduction to theory and applications," Open Access publications from Maastricht University urn:nbn:nl:ui:27-6045, Maastricht University.
  41. Nijman, T.E., 1993. "Wankelt de onderbouwing van passieve beleggingsstrategien?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153163, Tilburg University.
  42. De Jong, F. & Nijman, T. & Roell, A., 1993. "A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International," Papers 9329, Tilburg - Center for Economic Research.
  43. Nijman, Theo E. & Palm, Franz C. & Wolff, Christian C.P., 1993. "Premia in forward foreign exchange as unobserved components: a note," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5753, Maastricht University.
  44. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Non-response in panel data: The impact on estimates of a life cycle consumption function," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153282, Tilburg University.
  45. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "The optimal choice of controls and pre-experimental observations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153278, Tilburg University.
  46. Verbeek, M. & Nijman, T., 1992. "Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections," Papers 9201, Tilburg - Center for Economic Research.
  47. Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
  48. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Testing for selectivity in panel data models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153280, Tilburg University.
  49. Drost, F.C. & Nijman, T.E., 1992. "Temporal Aggregation of Garch Processes," Papers 9240, Tilburg - Center for Economic Research.
  50. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991. "Premia in Forward Foreign Exchange as Unobserved Components," Papers 9112, Tilburg - Center for Economic Research.
  51. Nijman, T.E. & Verbeek, M.J.C.M. & Soest, A.H.O. van, 1991. "The efficiency of rotating panel designs in an analysis of variance model," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153279, Tilburg University.
  52. Nijman, T.E. & Palm, F.C., 1991. "Recent Developments in Modeling Volatility in Financial Data," Papers 9168, Tilburg - Center for Economic Research.
  53. Nijman, T.E., 1990. "Estimation of time dependent parameters in linear models using cross sections, panels or both," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153289, Tilburg University.
  54. Nijman, T. & Beetsma, R., 1990. "Empirical Tests Of A Simple Pricing Model For Sugar Futures," Papers 9068, Tilburg - Center for Economic Research.
  55. Verbeek, M. & Nijman, T., 1990. "Can Cohort Data Be Treated As Genuine Panel Data," Papers 9064, Tilburg - Center for Economic Research.
  56. Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153288, Tilburg University.
  57. Nijman, Theo & Palm, Franz, 1990. "Parameter identification in ARMA-processes in the presence of regular but incomplete sampling," Open Access publications from Maastricht University urn:nbn:nl:ui:27-6016, Maastricht University.
  58. Nijman, T.E. & Palm, F.C., 1990. "Predictive accuracy gain from disaggregate sampling in ARIMA models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153276, Tilburg University.
  59. Verbeek, M. & Nijman, T., 1990. "Testing For Selectivity Bias In Panel Data Models," Papers 9018, Tilburg - Center for Economic Research.
  60. Nijman, T. & Palm, F., 1989. "Generalized Least Squares Estimation Of Linear Models Containing Rational Future Exepectations," Papers 8902, Tilburg - Center for Economic Research.
  61. Nijman, T. & Verbeek, M., 1989. "The Nonresponse Bias In The Analysis Of The Determinants Of Total Expenditures Of Households Based On Panel Data," Papers 8936, Tilburg - Center for Economic Research.
  62. Nijman, T.E. & Palm, F.C., 1988. "Consistent estimation of regression models with incompletely observed exogenous variables," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153290, Tilburg University.
  63. Nijman, Theo & Palm, Franz, 1988. "Efficiency gains due to using missing data procedures in regression models," Open Access publications from Maastricht University urn:nbn:nl:ui:27-6011, Maastricht University.
  64. Nijman, T.E. & Palm, F.C., 1986. "The construction and use of approximations for missing quarterly observations: a model-based approach," Open Access publications from Maastricht University urn:nbn:nl:ui:27-6000, Maastricht University.
  65. Nijman, T.E., 1985. "Missing observations in dynamic macroeconomic modeling," Open Access publications from Tilburg University urn:nbn:nl:ui:12-154533, Tilburg University.
  66. Nijman, Th. E. & Palm, F.C., 1985. "Series temporelles incompletes en modelisation macroeconomique," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5995, Maastricht University.
  67. Nijman, T.E. & Palm, F.C., 1985. "On econometric modelling of incomplete data," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153293, Tilburg University.
  68. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  69. Palm, F.C. & Nijman, Th.E., 1984. "On incomplete samples in dynamic regression models," Open Access publications from Maastricht University urn:nbn:nl:ui:27-6037, Maastricht University.
  70. Nijman, T.E. & Palm, F.C., 1984. "Missing observations in the dynamic regression model," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153295, Tilburg University.
  71. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  72. Palm, F.C. & Nijman, Th., 1983. "Consistent estimation using proxy-variables in models with missing observations," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  73. Palm, F.C. & Nijman, T.E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5988, Maastricht University.
  74. F. A. d. ROON & T. E. NIJMAN & B. J. WERKER, . "Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach," Sonderforschungsbereich 373 1996-63, Humboldt Universitaet Berlin.

Articles

  1. Blake, David & De Waegenaere, Anja & MacMinn, Richard & Nijman, Theo, 2010. "Longevity risk and capital markets: The 2008-2009 update," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 135-138, February.
  2. Ralph S. J. Koijen & Theo E. Nijman & Bas J. M. Werker, 2010. "When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 23(2), pages 741-780, February.
  3. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Longevity risk in portfolios of pension annuities," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 505-519, April.
  4. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Estimating the term structure of mortality," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 492-504, April.
  5. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J.M., 2008. "Performance information dissemination in the mutual fund industry," Journal of Financial Markets, Elsevier, vol. 11(2), pages 144-159, May.
  6. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J. M., 2005. "Yet another look at mutual fund tournaments," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 127-137, January.
  7. Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
  8. ter Horst, Jenke R. & Nijman, Theo E. & de Roon, Frans A., 2004. "Evaluating style analysis," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 29-53, January.
  9. Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
  10. Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2003. "Common factors in international bond returns," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 629-656, October.
  11. de Roon, Frans A. & Nijman, Theo E. & Werker, Bas J. M., 2003. "Currency hedging for international stock portfolios: The usefulness of mean-variance analysis," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 327-349, February.
  12. ter Horst, Jenke R. & Nijman, Theo E. & Verbeek, Marno, 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 345-373, September.
  13. DeRoon, Frans A. & Nijman, Theo E., 2001. "Testing for mean-variance spanning: a survey," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 111-155, May.
  14. Frans A. de Roon & Theo E. Nijman & Chris Veld, 2000. "Hedging Pressure Effects in Futures Markets," Journal of Finance, American Finance Association, vol. 55(3), pages 1437-1456, 06.
  15. Drost, Feike C & Nijman, Theo E & Werker, Bas J M, 1998. "Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 237-43, April.
  16. de Jong, Frank & Nijman, Theo, 1997. "High frequency analysis of lead-lag relationships between financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 259-277, June.
  17. Nijman, Theo & Sentana, Enrique, 1996. "Marginalization and contemporaneous aggregation in multivariate GARCH processes," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 71-87.
  18. de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1996. "Price effects of trading and components of the bid-ask spread on the Paris Bourse," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 193-213, June.
  19. de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1995. "A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International," European Economic Review, Elsevier, vol. 39(7), pages 1277-1301, August.
  20. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993. "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 361-65, July.
  21. Verbeek, Marno & Nijman, Theo, 1993. "Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 125-136, September.
  22. Drost, Feike C & Nijman, Theo E, 1993. "Temporal Aggregation of GARCH Processes," Econometrica, Econometric Society, vol. 61(4), pages 909-27, July.
  23. Verbeek, Marno & Nijman, Theo, 1992. "Can Cohort Data Be Treated as Genuine Panel Data?," Empirical Economics, Springer, vol. 17(1), pages 9-23.
  24. Verbeek, Marno & Nijman, Theo, 1992. "Testing for Selectivity Bias in Panel Data Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 681-703, August.
  25. Nijman, Theo & Verbeek, Marno, 1992. "The optimal choice of controls and pre-experimental observations," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 183-189.
  26. Nijman, Theo & Verbeek, Marno, 1992. "Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(3), pages 243-57, July-Sept.
  27. Theodore E. NIJMAN & Roel BEETSMA, 1991. "Empirical Tests of a Simple Pricing Model for Sugar Futures," Annales d'Economie et de Statistique, ENSAE, issue 24, pages 121-131.
  28. Nijman, Theo & Palm, Franz, 1991. "Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 383-89, May.
  29. Nijman, Theo & Verbeek, Marno & van Soest, Arthur, 1991. "The efficiency of rotating-panel designs in an analysis-of-variance model," Journal of Econometrics, Elsevier, vol. 49(3), pages 373-399, September.
  30. Nijman, Theo E & Palm, Franz C, 1990. "Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-15, October.
  31. Nijman, Theo & Verbeek, Marno, 1990. "Estimation of time-dependent parameters in linear models using cross-sections, panels, or both," Journal of Econometrics, Elsevier, vol. 46(3), pages 333-346, December.
  32. Theodore E. NIJMAN & Franz C. PALM, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annales d'Economie et de Statistique, ENSAE, issue 12, pages 151-175.
  33. Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.
  34. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-35, November.
  35. Palm, F. C. & Nijman, T. E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 333-343, August.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (2) 2010-03-06 2010-05-02
  2. NEP-CFN: Corporate Finance (3) 2003-03-14 2003-04-02 2006-09-16
  3. NEP-CMP: Computational Economics (1) 2005-09-29
  4. NEP-EEC: European Economics (2) 2002-03-14 2002-11-04
  5. NEP-FIN: Finance (5) 2000-02-28 2001-02-27 2004-08-16 2005-09-29 2006-09-16 Author is listed
  6. NEP-FMK: Financial Markets (5) 2001-02-27 2002-04-25 2002-11-04 2006-09-16 2008-04-21 Author is listed
  7. NEP-HEA: Health Economics (1) 2010-03-06
  8. NEP-IAS: Insurance Economics (1) 2010-05-02
  9. NEP-IFN: International Finance (2) 2000-02-28 2001-02-27
  10. NEP-IND: Industrial Organization (1) 1999-11-08
  11. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  12. NEP-MAC: Macroeconomics (1) 2005-09-29
  13. NEP-RMG: Risk Management (2) 2003-03-14 2004-08-16

Statistics

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  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Closeness measure in co-authorship network
  30. Betweenness measure in co-authorship network
  31. Wu-Index

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Co-authorship network on CollEc

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