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 5 6 478
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 3 6 25
A natural approach to optimal forecasting in case of preliminary observations 0 0 0 1 0 3 4 16
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 3 14 17 33
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 1 6 8 461
Can cohort data be treated as genuine panel data? 0 0 0 20 1 5 6 93
Common Factors in International Bond Returns 0 0 0 24 0 6 7 164
Consistent estimation of rational expectation models 0 0 0 0 0 3 6 28
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 1 2 2 17
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 1 3 5 36
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven 0 0 0 23 1 1 1 73
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 1 4 7 53
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 0 1 3 575
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 4 7 19
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 1 1 161 0 10 19 1,036
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 1 1 5 32
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 0 3 6 32
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 3 5 41
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 0 2 5 18
Evaluating Style Analysis 0 0 0 192 1 4 5 1,006
Evaluating Style Analysis 0 0 0 5 1 6 10 40
Exclusion restrictions in instrumental variables equations 0 0 0 3 0 1 1 20
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 0 4 5 1,373
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 4 6 28
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 1 1 10 1 8 11 71
High frequency analysis of lead-lag relationships between financial markets 0 1 3 109 1 10 15 264
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 1 3 8 881
Incomplete panels and selection bias: A survey 0 0 0 41 4 6 14 94
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 2 4 39
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 1 7 8 593
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 2 7 10 245
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 2 5 11 31
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 4 5 377
Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) 0 0 0 3 0 2 2 18
Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News 0 0 0 3 0 1 2 27
On the Empirical Evidence of Mutual Fund Strategic Risk Taking 0 0 0 10 0 5 5 56
Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement 0 0 0 9 2 9 14 61
Optimal Portfolio Choice with Annuitization 0 0 0 13 1 3 5 114
Performance analysis of international mutual funds incorporating market frictions 0 0 0 7 0 4 6 36
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 0 1 1 36
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 4 4 321
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 2 5 20
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 3 5 37
Pricing Term Structure Risk in Futures Markets 0 0 0 10 2 3 6 39
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 1 9 11 276
Recent developments in modeling volatility in financial data 0 0 0 0 1 2 5 15
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes 0 0 1 10 2 2 3 38
Style Analysis and Performance Evaluation of Dutch Mutual Funds 0 0 0 31 0 1 2 135
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 11 13 410
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 0 14 17 470
THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA 0 0 0 0 0 8 9 413
Temporal Aggregation of Garch Processes 0 0 0 4 0 5 8 373
Temporal aggregation of GARCH processes 0 0 1 14 0 2 10 83
Temporal aggregation of GARCH processes 0 0 0 21 1 11 13 92
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 4 5 339
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 3 7 26
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 2 5 49
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 1 3 6 149
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 0 0 3 65
Testing for mean-variance spanning: A survey 0 0 0 4 0 3 4 40
Testing for selectivity bias in panel data models 0 0 1 16 8 37 49 131
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 3 4 59
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 0 4 5 45
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 0 14
The optimal design of rotating panels in a simple analysis of variance model 0 0 0 2 0 1 6 30
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 0 1 2 27
Total Working Papers 0 3 8 938 43 313 480 12,336

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 8 10 231
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 2 10 21 608
Common factors in international bond returns 0 0 2 73 0 10 21 225
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 0 3 6 333
Do countries or industries explain momentum in Europe? 0 0 0 132 0 4 5 496
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 1 3 5 370
Estimating the term structure of mortality 0 0 0 27 0 2 3 110
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 0 4 6 294
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 2 2 141
Evaluating style analysis 0 0 0 94 0 6 10 285
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 2 7 11 199
Hedging Pressure Effects in Futures Markets 0 2 7 213 1 9 28 620
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 1 8 15 668
Linear regression using both temporally aggregated and temporally disaggregated data 0 1 1 10 0 6 7 83
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 0 3 6 78
Longevity risk in portfolios of pension annuities 3 3 4 97 7 11 16 297
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 4 5 261
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 0 2 164 1 5 17 529
Missing Observations in the Dynamic Regression Model 0 0 0 71 1 14 16 239
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 0 0 0 241 3 10 14 552
Optimal Annuity Risk Management 0 0 2 15 2 5 13 108
Performance information dissemination in the mutual fund industry 0 0 1 42 1 3 7 237
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 6 8 219
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 2 5 190
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 9 16 419
Pricing Term Structure Risk in Futures Markets 0 0 0 12 1 7 8 64
Temporal Aggregation of GARCH Processes 0 0 1 852 0 9 20 2,142
Testing affine term structure models in case of transaction costs 0 0 0 20 1 6 11 125
Testing for Selectivity Bias in Panel Data Models 0 0 2 702 1 3 12 1,845
Testing for mean-variance spanning: a survey 0 0 0 287 2 8 13 606
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 2 6 76
The efficiency of rotating-panel designs in an analysis-of-variance model 0 0 0 31 0 7 7 139
The optimal choice of controls and pre-experimental observations 0 0 0 16 0 2 5 113
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 1 2 56 0 6 13 172
Yet another look at mutual fund tournaments 0 0 0 55 4 7 12 216
Total Journal Articles 3 7 26 4,137 31 211 380 13,290

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Statistics updated 2026-03-04