Access Statistics for Theo Nijman

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 0 0 7 479
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 2 7 27
A natural approach to optimal forecasting in case of preliminary observations 0 0 0 1 0 0 6 19
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 0 18 35
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 0 1 13 466
Can cohort data be treated as genuine panel data? 0 0 0 20 2 2 9 97
Common Factors in International Bond Returns 0 0 0 24 0 0 10 167
Consistent estimation of rational expectation models 0 0 0 0 0 0 6 30
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 1 2 7 22
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 0 0 8 40
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven 0 0 0 23 0 2 3 75
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 0 0 7 55
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 1 2 8 580
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 2 11 24
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 0 3 163 0 0 27 1,050
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 0 0 5 34
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 1 1 8 35
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 0 6 43
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 0 7 20
Evaluating Style Analysis 0 0 0 5 0 0 12 43
Evaluating Style Analysis 0 0 0 192 0 0 8 1,009
Exclusion restrictions in instrumental variables equations 0 0 0 3 0 0 3 22
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 0 0 8 1,376
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 1 7 31
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 1 10 1 2 16 77
High frequency analysis of lead-lag relationships between financial markets 0 0 3 110 0 0 18 270
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 1 3 11 888
Incomplete panels and selection bias: A survey 0 0 0 41 0 1 16 96
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 1 6 42
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 0 12 597
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 0 12 247
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 0 0 13 35
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 3 11 383
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 0 1 4 0 1 7 23
Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News 0 0 0 3 0 0 4 29
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 0 0 5 56
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 0 0 20 67
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 2 8 118
Performance analysis of international mutual funds incorporating market frictions 0 0 0 7 0 0 7 37
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 2 2 8 43
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 6 323
Premia in forward foreign exchange as unobserved components 0 0 0 0 1 1 7 23
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 1 5 38
Pricing Term Structure Risk in Futures Markets 0 0 0 10 2 3 12 46
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 2 17 284
Recent developments in modeling volatility in financial data 0 0 0 0 0 0 7 18
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes 0 0 0 10 0 0 6 42
Style Analysis and Performance Evaluation of Dutch Mutual Funds 0 0 0 31 0 0 4 137
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 1 18 416
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 1 2 20 475
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 0 13 418
Temporal Aggregation of Garch Processes 0 0 0 4 0 0 10 377
Temporal aggregation of GARCH processes 0 0 1 14 1 2 12 87
Temporal aggregation of GARCH processes 0 0 0 21 0 0 17 96
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 9 29
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 13 348
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 3 8 15 62
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 0 1 13 156
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 1 1 9 72
Testing for mean-variance spanning: A survey 0 0 0 4 1 3 12 48
Testing for selectivity bias in panel data models 0 0 0 16 2 3 59 145
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 0 7 63
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 0 0 7 47
The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data 0 0 0 2 0 0 1 15
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 0 1 8 34
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 1 2 5 31
Total Working Papers 0 0 9 942 22 62 697 12,617

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 0 0 11 234
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 2 5 24 621
Common factors in international bond returns 2 2 4 77 2 2 21 232
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 1 113 1 3 9 339
Do countries or industries explain momentum in Europe? 0 0 0 132 1 2 13 504
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 1 3 13 379
Estimating the term structure of mortality 0 0 0 27 1 2 9 116
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 0 7 296
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 2 2 5 144
Evaluating style analysis 0 0 0 94 0 3 18 293
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 0 0 10 199
Hedging Pressure Effects in Futures Markets 1 2 7 216 7 18 48 655
High frequency analysis of lead-lag relationships between financial markets 0 0 0 274 1 4 33 689
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 1 10 0 4 11 88
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 0 0 7 80
Longevity risk in portfolios of pension annuities 0 0 6 100 0 3 25 309
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 2 10 267
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 1 165 0 1 14 535
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 0 16 241
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 1 242 0 1 20 559
Optimal Annuity Risk Management 0 0 0 15 2 2 12 112
Performance information dissemination in the mutual fund industry 0 0 0 42 0 1 9 240
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 0 11 223
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 1 7 194
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 1 2 20 425
Pricing Term Structure Risk in Futures Markets 0 0 1 13 0 0 9 66
Temporal Aggregation of GARCH Processes 1 1 2 854 3 8 33 2,162
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 13 131
Testing for Selectivity Bias in Panel Data Models 1 2 5 707 4 10 26 1,866
Testing for mean-variance spanning: a survey 0 0 0 287 0 2 16 612
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 1 6 78
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 1 8 140
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 1 6 115
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 1 1 4 59 1 1 15 177
Yet another look at mutual fund tournaments 0 0 0 55 0 0 15 221
Total Journal Articles 6 8 33 4,161 29 86 530 13,542

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Statistics updated 2026-10-11