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Noud Van Giersbergen

Personal Details

First Name:Noud
Middle Name:Van
Last Name:Giersbergen
Suffix:
RePEc Short-ID:pgi228
http://aimsrv1.fee.uva.nl/koen/medewerkers.nsf/0/3E7A7AA1FFBFB3D8C1256AE0004B6A0B!opendocument
Terminal Degree:1998 Afdeling Kwantitatieve Economie; Faculteit Economie en Bedrijfskunde; Universiteit van Amsterdam (from RePEc Genealogy)

Affiliation

Amsterdam School of Economics
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam

Amsterdam, Netherlands
http://feb.uva.nl/asehome/

:


RePEc:edi:asuvanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hans van Ophem & Noud P.A. van Giersbergen & Kees Jan van Garderen & Maurice J.G. Bun, 2017. "The cyclicality of R&D investment revisited," UvA-Econometrics Working Papers 17-01, Universiteit van Amsterdam, Dept. of Econometrics.
  2. Noud P.A. van Giersbergen, 2014. "Inference about the Indirect Effect: a Likelihood Approach," UvA-Econometrics Working Papers 14-10, Universiteit van Amsterdam, Dept. of Econometrics.
  3. Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
  4. 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 01-119/4, Tinbergen Institute.
  5. Noud P.A. van Giersbergen, 2001. "Bias Correction in a Stable AD(1,1) Model," Tinbergen Institute Discussion Papers 01-120/4, Tinbergen Institute.

Articles

  1. van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.
  2. Noud P.A. Giersbergen, 2013. "Bartlett correction in the stable second-order autoregressive model with intercept and trend," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 482-498, November.
  3. van Giersbergen, Noud P.A., 2009. "Bartlett Correction In The Stable Ar(1) Model With Intercept And Trend," Econometric Theory, Cambridge University Press, vol. 25(03), pages 857-872, June.
  4. Tjalling van der Goot & Noud van Giersbergen & Michiel Botman, 2009. "What determines the survival of internet IPOs?," Applied Economics, Taylor & Francis Journals, vol. 41(5), pages 547-561.
  5. van Giersbergen, Noud P.A., 2005. "On the effect of deterministic terms on the bias in stable AR models," Economics Letters, Elsevier, vol. 89(1), pages 75-82, October.
  6. van Giersbergen, Noud P. A., 2003. "A note on bootstrapping unit root tests in the presence of a non-zero drift," Economics Letters, Elsevier, vol. 78(2), pages 259-265, February.
  7. 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, vol. 108(1), pages 133-156, May.
  8. 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, vol. 58(2), pages 391-408, May.
  9. 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, vol. 58(4), pages 631-656, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

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, vol. 25(03), pages 857-872, June.

    Cited by:

    1. Noud P.A. Giersbergen, 2013. "Bartlett correction in the stable second-order autoregressive model with intercept and trend," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 482-498, November.
    2. Vargas, Tiago M. & Ferrari, Silvia L.P. & Lemonte, Artur J., 2014. "Improved likelihood inference in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 110-124.

  2. Tjalling van der Goot & Noud van Giersbergen & Michiel Botman, 2009. "What determines the survival of internet IPOs?," Applied Economics, Taylor & Francis Journals, vol. 41(5), pages 547-561.

    Cited by:

    1. Sophie Pommet, 2011. "The survival of venture capital backed companies : an analysis of the French case," Working Papers halshs-00720927, HAL.
    2. Iain M. Cockburn & Stefan Wagner, 2007. "Patents and the Survival of Internet-related IPOs," NBER Working Papers 13146, National Bureau of Economic Research, Inc.
    3. Sophie Pommet, 2012. "The Survival of Venture Capital Backed Companies: An Analysis of the French Case," GREDEG Working Papers 2012-14, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
    4. Aleksandar Bradic, 2012. "The Role of Social Feedback in Financing of Technology Ventures," Papers 1301.2196, arXiv.org.
    5. Cressy, Robert & Farag, Hisham, 2014. "Stairway to heaven or gateway to hell? A competing risks analysis of delistings from Hong Kong's Growth Enterprise Market," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 195-205.
    6. Henson, James, 2014. "The Survival of Nonprofits in the United States," MPRA Paper 59494, University Library of Munich, Germany.

  3. van Giersbergen, Noud P.A., 2005. "On the effect of deterministic terms on the bias in stable AR models," Economics Letters, Elsevier, vol. 89(1), pages 75-82, October.

    Cited by:

    1. Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
    2. van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.

  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, vol. 78(2), pages 259-265, February.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.

  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, vol. 108(1), pages 133-156, May.

    Cited by:

    1. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
    2. Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914, HAL.
    3. Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175905, HAL.
    4. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
    5. Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
    6. Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175910, HAL.
    7. Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
    8. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.

  6. 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, vol. 58(2), pages 391-408, May.

    Cited by:

    1. Trenkler, Carsten, 2004. "Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms," Papers 2004,37, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    2. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2002. "Real and monetary convergence within the European Union and between the European Union and candidate countries: A rolling cointegration approach," ZEI Working Papers B 05-2002, University of Bonn, ZEI - Center for European Integration Studies.
    3. Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper 2009/12, Norges Bank.
    4. Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, vol. 58(1), pages 31-37, January.
    5. Woo, Kai-Yin, 1999. "Cointegration analysis of the intensity of the ERM currencies under the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 393-405, November.
    6. Hjelm, Göran, 2001. "The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?," Working Papers 2001:2, Lund University, Department of Economics.
    7. Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Hanken School of Economics.
    8. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1719-1760, December.
    9. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
    10. H. Peter Boswijk & Jean-Pierre Urbain, 1997. "Lagrance-multiplier tersts for weak exogeneity: a synthesis," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 21-38.
    11. Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010. "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," CREATES Research Papers 2010-07, Department of Economics and Business Economics, Aarhus University.
    12. Jacobson, Tor & Larsson, Rolf, 1999. "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 203-225, August.
    13. Li, Hongyi & Xiao, Zhijie, 2000. "On bootstrapping regressions with unit root processes," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 261-267, July.
    14. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2005. "Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 249-270, January.
    15. Niklas Ahlgren & Paul Catani, 2017. "Wild bootstrap tests for autocorrelation in vector autoregressive models," Statistical Papers, Springer, vol. 58(4), pages 1189-1216, December.

  7. 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, vol. 58(4), pages 631-656, November.

    Cited by:

    1. Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
    2. Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
    3. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
    4. van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2002-02-14 2015-01-31
  2. NEP-CSE: Economics of Strategic Management (1) 2018-01-01
  3. NEP-ETS: Econometric Time Series (1) 2002-02-10
  4. NEP-INO: Innovation (1) 2018-01-01
  5. NEP-TID: Technology & Industrial Dynamics (1) 2018-01-01

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