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Noud Van Giersbergen

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Personal Details

First Name: Noud
Middle Name: Van
Last Name: Giersbergen
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RePEc Short-ID: pgi228

Email:
Homepage: http://aimsrv1.fee.uva.nl/koen/medewerkers.nsf/0/3E7A7AA1FFBFB3D8C1256AE0004B6A0B!opendocument
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Affiliation

Amsterdam School of Economics
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam
Location: Amsterdam, Netherlands
Homepage: http://feb.uva.nl/asehome/
Email:
Phone:
Fax:
Postal: Valckenierstraat 65, NL - 1018 XE Amsterdam
Handle: RePEc:edi:asuvanl (more details at EDIRC)

Works

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Working papers

  1. Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
  2. Noud P.A. van Giersbergen, 2001. "Bias Correction in a Stable AD(1,1) Model," Tinbergen Institute Discussion Papers, Tinbergen Institute 01-120/4, Tinbergen Institute.
  3. Noud P.A. van Giersbergen & Jan F. Kiviet, 2001. "How to implement the Bootstrap in Static or Stable Dynamic Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute 01-119/4, Tinbergen Institute.

Articles

  1. van Giersbergen, Noud P.A., 2009. "Bartlett Correction In The Stable Ar(1) Model With Intercept And Trend," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 25(03), pages 857-872, June.
  2. Tjalling van der Goot & Noud van Giersbergen & Michiel Botman, 2009. "What determines the survival of internet IPOs?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(5), pages 547-561.
  3. van Giersbergen, Noud P.A., 2005. "On the effect of deterministic terms on the bias in stable AR models," Economics Letters, Elsevier, Elsevier, vol. 89(1), pages 75-82, October.
  4. van Giersbergen, Noud P. A., 2003. "A note on bootstrapping unit root tests in the presence of a non-zero drift," Economics Letters, Elsevier, Elsevier, vol. 78(2), pages 259-265, February.
  5. van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002. "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach," Journal of Econometrics, Elsevier, Elsevier, vol. 108(1), pages 133-156, May.
  6. van Giersbergen, Noud P A & Kiviet, Jan F, 1996. "Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 58(4), pages 631-56, November.
  7. van Giersbergen, Noud P A, 1996. "Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 58(2), pages 391-408, May.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2002-02-14 2002-02-14. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2002-02-10 2002-02-10. Author is listed

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