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Prof.dr. Th.E. Nijman
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The measurement of quadratic preference functions with small samples
Authors:
Nijman, Theo; Merkies, A.H.Q.M.
In:
Econometric Decision Models
GARCH modelling of volatility: An introduction to theory and applications
Authors:
Nijman, T.E.; Palm, F.C.
In:
Advanced lectures in quantitative economics II
, 153 - 183
Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
Authors:
Roon, F.A. de; Nijman, T.E.; Werker, B.J.M.
Incomplete panels and selection bias
Authors:
Verbeek, M.J.C.M.; Nijman, T.E.
In:
The Econometrics of Panel Data: Handbook of Theory and Applications, 2nd revised edition
, 449 - 490
Collective pensions and the global financial crisis: The case of the Netherlands
Authors:
Bovenberg, A.L.; Nijman, T.E.
In:
Reshaping Retirement Security, Lessons from the Global Financial Crisis
, 235 - 261
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