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 1 1 7 479
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 0 6 25
A natural approach to optimal forecasting in case of preliminary observations 0 0 0 1 3 3 7 19
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 2 5 19 35
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 1 3 10 463
Can cohort data be treated as genuine panel data? 0 0 0 20 1 3 8 95
Common Factors in International Bond Returns 0 0 0 24 2 2 9 166
Consistent estimation of rational expectation models 0 0 0 0 2 2 8 30
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 2 3 4 19
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 3 4 8 39
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven 0 0 0 23 0 1 1 73
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 2 3 8 55
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 3 3 6 578
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 3 3 10 22
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 2 3 163 4 11 28 1,047
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 1 2 6 33
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 2 2 8 34
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 2 2 7 43
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 1 1 6 19
Evaluating Style Analysis 0 0 0 5 2 3 12 42
Evaluating Style Analysis 0 0 0 192 3 4 8 1,009
Exclusion restrictions in instrumental variables equations 0 0 0 3 2 2 3 22
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 1 1 6 1,374
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 1 1 6 29
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 1 10 1 2 12 72
High frequency analysis of lead-lag relationships between financial markets 1 1 4 110 5 6 20 269
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 2 4 11 884
Incomplete panels and selection bias: A survey 0 0 0 41 1 5 15 95
Labor Income and the Demand for Long-term Bonds 0 0 0 10 2 2 6 41
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 4 5 12 597
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 2 4 12 247
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 2 5 14 34
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 1 3 8 380
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 1 1 4 1 2 4 20
Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News 0 0 0 3 2 2 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 3 6 18 65
Optimal Portfolio Choice with Annuitization 0 0 0 13 1 3 6 116
Performance analysis of international mutual funds incorporating market frictions 0 0 0 7 1 1 7 37
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 3 5 6 41
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 1 2 6 323
Premia in forward foreign exchange as unobserved components 0 0 0 0 1 2 7 22
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 0 5 37
Pricing Term Structure Risk in Futures Markets 0 0 0 10 3 5 9 42
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 3 6 16 281
Recent developments in modeling volatility in financial data 0 0 0 0 1 3 7 17
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes 0 0 0 10 1 4 4 40
Style Analysis and Performance Evaluation of Dutch Mutual Funds 0 0 0 31 2 2 4 137
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 1 4 17 414
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 1 3 20 473
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 2 2 11 415
Temporal Aggregation of Garch Processes 0 0 0 4 1 3 11 376
Temporal aggregation of GARCH processes 0 0 1 14 0 1 11 84
Temporal aggregation of GARCH processes 0 0 0 21 3 5 17 96
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 2 9 28
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 4 6 11 345
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 3 3 7 52
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 3 6 11 154
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 4 4 7 69
Testing for mean-variance spanning: A survey 0 0 0 4 2 2 6 42
Testing for selectivity bias in panel data models 0 0 0 16 3 14 53 137
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 4 4 8 63
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 2 2 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 1 1 15
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 3 3 9 33
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 1 1 3 28
Total Working Papers 1 4 10 942 126 210 638 12,503

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 2 12 233
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 5 7 23 613
Common factors in international bond returns 0 1 2 74 2 3 21 228
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 2 2 8 335
Do countries or industries explain momentum in Europe? 0 0 0 132 3 3 8 499
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 2 5 9 374
Estimating the term structure of mortality 0 0 0 27 2 4 7 114
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 1 7 295
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 1 1 3 142
Evaluating style analysis 0 0 0 94 2 3 13 288
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 0 2 10 199
Hedging Pressure Effects in Futures Markets 0 0 6 213 5 11 32 630
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 7 15 29 682
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 1 10 1 1 8 84
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 1 1 6 79
Longevity risk in portfolios of pension annuities 0 3 3 97 2 9 16 299
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 2 4 9 265
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 1 1 3 165 3 5 17 533
Missing Observations in the Dynamic Regression Model 0 0 0 71 1 3 18 241
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 0 241 1 5 15 554
Optimal Annuity Risk Management 0 0 2 15 0 3 12 109
Performance information dissemination in the mutual fund industry 0 0 1 42 1 3 9 239
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 3 3 11 222
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 3 3 8 193
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 4 4 18 423
Pricing Term Structure Risk in Futures Markets 0 1 1 13 1 3 10 66
Temporal Aggregation of GARCH Processes 0 1 2 853 2 7 26 2,149
Testing affine term structure models in case of transaction costs 0 0 0 20 2 4 14 128
Testing for Selectivity Bias in Panel Data Models 0 0 1 702 3 5 14 1,849
Testing for mean-variance spanning: a survey 0 0 0 287 1 3 13 607
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 1 1 6 77
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 0 7 139
The optimal choice of controls and pre-experimental observations 0 0 0 16 1 1 6 114
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 2 2 4 58 4 4 16 176
Yet another look at mutual fund tournaments 0 0 0 55 3 7 15 219
Total Journal Articles 3 9 28 4,143 71 138 456 13,397

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Statistics updated 2026-05-06