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

Authors:	Nijman, Theo; Merkies, A.H.Q.M.
In:	Econometric Decision Models

Authors:	Nijman, T.E.; Palm, F.C.
In:	Advanced lectures in quantitative economics II, 153 - 183

Authors:	Roon, F.A. de; Nijman, T.E.; Werker, B.J.M.

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

Authors:	Bovenberg, A.L.; Nijman, T.E.
In:	Reshaping Retirement Security, Lessons from the Global Financial Crisis, 235 - 261

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