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 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 0 3 7 19
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 2 18 35
CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA 0 0 0 0 2 4 12 465
Can cohort data be treated as genuine panel data? 0 0 0 20 0 2 8 95
Common Factors in International Bond Returns 0 0 0 24 1 3 10 167
Consistent estimation of rational expectation models 0 0 0 0 0 2 8 30
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 1 3 5 20
Currency Hedging for International Stock Portfolios: A General Approach 0 0 0 2 1 4 9 40
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven 0 0 0 23 0 0 1 73
Do Countries or Industries Explain Momentum in Europe? 0 0 0 5 0 2 8 55
EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES 0 0 0 0 0 3 6 578
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 3 10 22
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample 0 2 3 163 2 13 30 1,049
Eliminating biases in evaluating mutual fund performance from a survivorship free sample 0 0 0 5 1 2 7 34
Empirical tests of a simple pricing model for sugar futures 0 0 0 4 0 2 8 34
Estimation and testing in models containing both jumps and conditional heteroskedasticity 0 0 0 4 0 2 6 43
Estimation of time dependent parameters in linear models using cross sections, panels or both 0 0 0 0 1 2 7 20
Evaluating Style Analysis 0 0 0 5 1 3 13 43
Evaluating Style Analysis 0 0 0 192 0 3 8 1,009
Exclusion restrictions in instrumental variables equations 0 0 0 3 0 2 3 22
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 1 2 7 1,375
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 1 6 29
Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand 0 0 1 10 2 3 14 74
High frequency analysis of lead-lag relationships between financial markets 0 1 4 110 0 5 20 269
Incomplete Panels and Selection Bias: A Survey 0 0 0 3 0 3 11 884
Incomplete panels and selection bias: A survey 0 0 0 41 0 1 15 95
Labor Income and the Demand for Long-term Bonds 0 0 0 10 0 2 6 41
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 4 12 597
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 2 12 247
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 1 4 14 35
Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections 0 0 0 0 0 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 2 4 6 22
Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News 0 0 0 3 0 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 1 5 19 66
Optimal Portfolio Choice with Annuitization 0 0 0 13 0 2 6 116
Performance analysis of international mutual funds incorporating market frictions 0 0 0 7 0 1 7 37
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 0 5 6 41
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 2 6 323
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 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 1 4 10 43
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 1 6 17 282
Recent developments in modeling volatility in financial data 0 0 0 0 0 2 7 17
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes 0 0 0 10 2 4 6 42
Style Analysis and Performance Evaluation of Dutch Mutual Funds 0 0 0 31 0 2 4 137
TEMPORAL AGGREGATION OF GARCH PROCESSES 0 0 0 3 0 4 17 414
TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS 0 0 0 0 0 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 4 13 417
Temporal Aggregation of Garch Processes 0 0 0 4 1 4 12 377
Temporal aggregation of GARCH processes 0 0 0 21 0 4 17 96
Temporal aggregation of GARCH processes 0 0 1 14 1 2 12 85
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 2 8 13 347
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 1 3 10 29
Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach 0 0 0 13 0 3 7 52
Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach 0 0 0 0 1 6 12 155
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets 0 0 0 22 2 6 9 71
Testing for mean-variance spanning: A survey 0 0 0 4 2 4 8 44
Testing for selectivity bias in panel data models 0 0 0 16 4 10 56 141
The Dynamics of the Impact of Past Performance on Mutual Fund Flows 0 0 0 10 0 4 8 63
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity 0 0 0 7 0 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 0 3 8 33
When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? 0 0 0 0 0 1 3 28
Total Working Papers 0 4 10 942 37 204 670 12,540

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 1 3 13 234
Can Cohort Data Be Treated as Genuine Panel Data? 0 0 0 0 0 5 22 613
Common factors in international bond returns 1 2 3 75 1 4 22 229
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis 0 0 0 112 0 2 7 335
Do countries or industries explain momentum in Europe? 0 0 0 132 2 5 10 501
Eliminating look-ahead bias in evaluating persistence in mutual fund performance 0 0 0 125 2 6 11 376
Estimating the term structure of mortality 0 0 0 27 0 4 7 114
Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity 0 0 0 0 1 2 8 296
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both 0 0 0 64 0 1 3 142
Evaluating style analysis 0 0 0 94 0 3 13 288
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 1 7 214 3 13 35 633
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 1 15 30 683
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 1 10 0 1 8 84
Longevity risk and capital markets: The 2008-2009 update 0 0 0 30 1 2 7 80
Longevity risk in portfolios of pension annuities 2 2 5 99 6 8 21 305
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 4 9 265
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections 0 1 2 165 1 5 17 534
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 2 18 241
Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function 1 1 1 242 2 4 17 556
Optimal Annuity Risk Management 0 0 2 15 1 2 13 110
Performance information dissemination in the mutual fund industry 0 0 1 42 0 2 9 239
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 3 11 222
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 3 8 193
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 4 18 423
Pricing Term Structure Risk in Futures Markets 0 1 1 13 0 2 10 66
Temporal Aggregation of GARCH Processes 0 1 2 853 4 11 30 2,153
Testing affine term structure models in case of transaction costs 0 0 0 20 2 5 16 130
Testing for Selectivity Bias in Panel Data Models 2 2 3 704 3 7 16 1,852
Testing for mean-variance spanning: a survey 0 0 0 287 2 3 14 609
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 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 0 1 6 114
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 2 4 58 0 4 16 176
Yet another look at mutual fund tournaments 0 0 0 55 1 4 16 220
Total Journal Articles 7 13 34 4,150 34 141 484 13,431

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Statistics updated 2026-06-04