Details about Theo Nijman

Homepage:

http://center.uvt.nl/staff/nijman/

Workplace:

Departement Econometrie & Operations Research (Department of Econometrics and Operations Research), School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC) Finance Department, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC) CentER for Economic Research, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Theo Nijman.

Last updated 2013-05-03. Update your information in the RePEc Author Service.

Short-id: pni115

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Working Papers

2010

1. Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
2. Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement
   Discussion Paper, Tilburg University, Center for Economic Research
3. When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?
   Discussion Paper, Tilburg University, Center for Economic Research

2008

4. Performance information dissemination in the mutual fund industry
   Open Access publications from Tilburg University, Tilburg University View citations (3)
   See also Journal Article in Journal of Financial Markets (2008)

2007

5. Saving and investing over the life cycle and the role of collective pension funds
   Open Access publications from Tilburg University, Tilburg University View citations (14)

2006

6. Optimal Portfolio Choice with Annuitization
   Discussion Paper, Tilburg University, Center for Economic Research View citations (5)

2005

7. Labor Income and the Demand for Long-term Bonds
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
8. Testing affine term structure models in case of transaction costs
   Open Access publications from Tilburg University, Tilburg University View citations (1)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1999)
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
   See also Journal Article in Journal of Econometrics (2005)
9. Yet another look at mutual fund tournaments
   Open Access publications from Tilburg University, Tilburg University View citations (11)
   See also Journal Article in Journal of Empirical Finance (2005)

2004

10. An Anatomy of Futures Returns: Risk Premiums and Trading Strategies
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department
11. Do countries or industries explain momentum in Europe?
    Open Access publications from Tilburg University, Tilburg University View citations (9)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) View citations (2)
    Research Paper, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. (2002) View citations (1)
    See also Journal Article in Journal of Empirical Finance (2004)
12. Evaluating style analysis
    Open Access publications from Tilburg University, Tilburg University View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (1)
    Research Paper, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. (2000) View citations (1)
    See also Journal Article in Journal of Empirical Finance (2004)

2003

13. Common factors in international bond returns
    Open Access publications from Tilburg University, Tilburg University View citations (18)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) View citations (11)
    See also Journal Article in Journal of International Money and Finance (2003)
14. Currency hedging for international stock portfolios: The usefulness of mean variance analysis
    Open Access publications from Tilburg University, Tilburg University View citations (3)
    See also Journal Article in Journal of Banking & Finance (2003)
15. De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen
    Open Access publications from Tilburg University, Tilburg University
16. Implementatie toetsingskader lange weg
    Open Access publications from Tilburg University, Tilburg University
17. Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)

2002

18. Belang en beperkingen van het schema van voorbeeldwaarden in de nieuwe Financiële Bijsluiter
    Open Access publications from Tilburg University, Tilburg University
19. Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
20. The Dynamics of the Impact of Past Performance on Mutual Fund Flows
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
21. The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
22. Value at risk in de financiele bijsluiter?
    Open Access publications from Tilburg University, Tilburg University

2001

23. Eliminating look-ahead bias in evaluating persistence in mutual fund performance
    Open Access publications from Tilburg University, Tilburg University View citations (9)
    See also Journal Article in Journal of Empirical Finance (2001)
24. On the Empirical Evidence of Mutual Fund Strategic Risk Taking
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
25. Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets
    Open Access publications from Tilburg University, Tilburg University View citations (38)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) View citations (1)
26. Testing for mean-variance spanning: A survey
    Open Access publications from Tilburg University, Tilburg University View citations (34)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998)
    See also Journal Article in Journal of Empirical Finance (2001)
27. Zicht op Beleggingsrisico's en Kansen voor Particuliere Beleggers
    Open Access publications from Tilburg University, Tilburg University

2000

28. Currency Hedging for International Stock Portfolios
    Research Paper, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
29. Hedgen van valutarisico in Nederland. Discrepantie tussen theorie en praktijk?
    Open Access publications from Tilburg University, Tilburg University
30. Hedging pressure effects in futures markets
    Open Access publications from Tilburg University, Tilburg University View citations (29)
    See also Journal Article in Journal of Finance (2000)
31. Zeggenschapsverhoudingen en financiële prestaties
    Open Access publications from Tilburg University, Tilburg University

1999

32. Currency Hedging for International Stock Portfolios: A General Approach
    Discussion Paper, Tilburg University, Center for Economic Research

1998

33. Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample
    Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998)
34. Performance analysis of international mutual funds incorporating market frictions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
35. Style Analysis and Performance Evaluation of Dutch Mutual Funds
    Discussion Paper, Tilburg University, Center for Economic Research View citations (7)

1997

36. Analyzing specification errors in models for futures risk premia with hedging pressure
    Discussion Paper, Tilburg University, Center for Economic Research
37. High frequency analysis of lead-lag relationships between financial markets
    Open Access publications from Tilburg University, Tilburg University View citations (11)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (1)
    See also Journal Article in Journal of Empirical Finance (1997)
38. Price effects of trading and components of the bid-ask spread on the Paris Bourse
    Open Access publications from Tilburg University, Tilburg University
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1994)
    Open Access publications from Tilburg University, Tilburg University (1996) View citations (8)
    See also Journal Article in Journal of Empirical Finance (1996)

1996

39. Marginalization and contemporaneous aggregation in multivariate GARCH processes
    Open Access publications from Tilburg University, Tilburg University View citations (22)
    Also in Working Papers, Tilburg - Center for Economic Research (1993) View citations (4)
    Discussion Paper, Tilburg University, Center for Economic Research (1993) View citations (3)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1994) View citations (1)
    See also Journal Article in Journal of Econometrics (1996)
40. Pricing Term Structure Risk in Futures Markets
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    See also Journal Article in Journal of Financial and Quantitative Analysis (1998)
41. Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1996) View citations (2)

1995

42. A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International
    Open Access publications from Tilburg University, Tilburg University View citations (20)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1993) View citations (4)
    See also Journal Article in European Economic Review (1995)
43. ABC: De relevantie van beta
    Open Access publications from Tilburg University, Tilburg University

1994

44. Estimation and testing in models containing both jumps and conditional heteroskedasticity
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (1998)

1993

45. A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International
    Working Papers, Tilburg - Center for Economic Research View citations (4)
46. GARCH modelling of volatility: an introduction to theory and applications
    Open Access publications from Maastricht University, Maastricht University
47. Minimum MSE estimation of a regression model with fixed effects from a series of cross sections
    Open Access publications from Tilburg University, Tilburg University View citations (12)
    Also in Working Papers, Tilburg - Center for Economic Research (1992)
    See also Journal Article in Journal of Econometrics (1993)
48. Premia in forward foreign exchange as unobserved components
    Open Access publications from Tilburg University, Tilburg University View citations (8)
    Also in Working Papers, Tilburg - Center for Economic Research (1991) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
49. Premia in forward foreign exchange as unobserved components: a note
    Open Access publications from Maastricht University, Maastricht University View citations (10)
    See also Journal Article in Journal of Business & Economic Statistics (1993)
50. Temporal aggregation of GARCH processes
    Open Access publications from Tilburg University, Tilburg University View citations (171)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) View citations (2)
    Working Papers, Tilburg - Center for Economic Research (1992) View citations (12)
    Working Papers, Tilburg - Center for Economic Research (1990) View citations (78)
    Discussion Paper, Tilburg University, Center for Economic Research (1992) View citations (5)
    See also Journal Article in Econometrica (1993)
51. Wankelt de onderbouwing van passieve beleggingsstrategien?
    Open Access publications from Tilburg University, Tilburg University

1992

52. Can cohort data be treated as genuine panal data?
    Open Access publications from Tilburg University, Tilburg University
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990)
    Working Papers, Tilburg - Center for Economic Research (1990) View citations (3)
    See also Journal Article in Empirical Economics (1992)
53. Incomplete Panels and Selection Bias: A Survey
    Working Papers, Tilburg - Center for Economic Research View citations (10)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1992) View citations (11)
54. Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version)
    Discussion Paper, Tilburg University, Center for Economic Research
55. Non-response in panel data: The impact on estimates of a life cycle consumption function
    Open Access publications from Tilburg University, Tilburg University View citations (1)
    See also Journal Article in Journal of Applied Econometrics (1992)
56. Testing for selectivity in panel data models
    Open Access publications from Tilburg University, Tilburg University View citations (80)
57. The optimal choice of controls and pre-experimental observations
    Open Access publications from Tilburg University, Tilburg University
    See also Journal Article in Journal of Econometrics (1992)

1991

58. Empirical tests of a simple pricing model for sugar futures
    Open Access publications from Tilburg University, Tilburg University
    Also in Working Papers, Tilburg - Center for Economic Research (1990)
    Discussion Paper, Tilburg University, Center for Economic Research (1990)
    See also Journal Article in Annales d'Economie et de Statistique (1991)
59. Generalized least squares estimation of linear models containing rational future expectations
    Open Access publications from Tilburg University, Tilburg University View citations (1)
    Also in Working Papers, Tilburg - Center for Economic Research (1989)
    Discussion Paper, Tilburg University, Center for Economic Research (1989)
    Open Access publications from Maastricht University, Maastricht University (1991) View citations (1)
    See also Journal Article in International Economic Review (1991)
60. Recent Developments in Modeling Volatility in Financial Data
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
61. The efficiency of rotating panel designs in an analysis of variance model
    Open Access publications from Tilburg University, Tilburg University View citations (3)
    See also Journal Article in Journal of Econometrics (1991)

1990

62. Estimation of time dependent parameters in linear models using cross sections, panels or both
    Open Access publications from Tilburg University, Tilburg University View citations (1)
    Also in Research Memorandum, Tilburg University, Faculty of Economics and Business Administration (1988)
    See also Journal Article in Journal of Econometrics (1990)
63. Exclusion restrictions in instrumental variables equations
    Open Access publications from Tilburg University, Tilburg University
    Also in Research Memorandum, Tilburg University, Faculty of Economics and Business Administration (1988)
64. Parameter identification in ARMA-processes in the presence of regular but incomplete sampling
    Open Access publications from Tilburg University, Tilburg University View citations (2)
    Also in Open Access publications from Maastricht University, Maastricht University (1990) View citations (2)
65. Predictive accuracy gain from disaggregate sampling in ARIMA models
    Open Access publications from Maastricht University, Maastricht University View citations (11)
    Also in Research Memorandum, Tilburg University, Faculty of Economics and Business Administration (1987)
    Open Access publications from Tilburg University, Tilburg University (1990) View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (1990)
66. TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990)
    See also Journal Article in International Economic Review (1992)

1989

67. A natural approach to optimal forecasting in case of preliminary observations
    Research Memorandum, Tilburg University, Faculty of Economics and Business Administration
68. THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA
    Working Papers, Tilburg - Center for Economic Research
69. The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)

1988

70. Consistent estimation of regression models with incompletely observed exogenous variables
    Open Access publications from Tilburg University, Tilburg University View citations (1)
    Also in Open Access publications from Maastricht University, Maastricht University (1988) View citations (1)
    Research Memorandum, Tilburg University, Faculty of Economics and Business Administration (1987)
    See also Journal Article in Annales d'Economie et de Statistique (1988)
71. Efficiency gains due to using missing data procedures in regression models
    Open Access publications from Tilburg University, Tilburg University View citations (1)
    Also in Research Memorandum, Tilburg University, Faculty of Economics and Business Administration (1986)
    Open Access publications from Maastricht University, Maastricht University (1988) View citations (1)
72. The optimal design of rotating panels in a simple analysis of variance model
    Research Memorandum, Tilburg University, Faculty of Economics and Business Administration

1986

73. Consistent estimation of rational expectation models
    Research Memorandum, Tilburg University, Faculty of Economics and Business Administration
74. The construction and use of approximations for missing quarterly observations: a model-based approach
    Open Access publications from Maastricht University, Maastricht University View citations (6)
    Also in Open Access publications from Tilburg University, Tilburg University (1985)
    See also Journal Article in Journal of Business & Economic Statistics (1986)

1985

75. Missing observations in dynamic macroeconomic modeling
    Open Access publications from Tilburg University, Tilburg University
76. On econometric modeling of incomplete data
    Open Access publications from Maastricht University, Maastricht University
    Also in Open Access publications from Tilburg University, Tilburg University (1985)
77. Series temporelles incompletes en modelisation macroeconomique
    Open Access publications from Maastricht University, Maastricht University View citations (1)
    Also in Open Access publications from Tilburg University, Tilburg University (1985)

1984

78. Consistent estimation using proxy-variables in models with unobserved variables
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
79. Missing observations in a quarterly model for the aggregate labor market in the Netherlands
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
80. Missing observations in the dynamic regression model
    Open Access publications from Maastricht University, Maastricht University View citations (18)
    Also in Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (1982)
    Open Access publications from Tilburg University, Tilburg University (1984) View citations (18)
    See also Journal Article in Econometrica (1984)
81. On incomplete samples in dynamic regression models
    Open Access publications from Maastricht University, Maastricht University

1983

82. Consistent estimation using proxy-variables in models with missing observations
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1982

83. Linear regression using both temporally aggregated and temporally disaggregated data
    Open Access publications from Tilburg University, Tilburg University View citations (2)
    Also in Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (1981) View citations (1)
    Open Access publications from Maastricht University, Maastricht University (1982) View citations (2)
    See also Journal Article in Journal of Econometrics (1982)

Journal Articles

2011

1. Optimal Annuity Risk Management
   Review of Finance, 2011, 15, (4), 799-833 View citations (2)

2010

2. Longevity risk and capital markets: The 2008-2009 update
   Insurance: Mathematics and Economics, 2010, 46, (1), 135-138 View citations (1)
3. When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
   Review of Financial Studies, 2010, 23, (2), 741-780 View citations (3)

2008

4. Estimating the term structure of mortality
   Insurance: Mathematics and Economics, 2008, 42, (2), 492-504 View citations (6)
5. Longevity risk in portfolios of pension annuities
   Insurance: Mathematics and Economics, 2008, 42, (2), 505-519 View citations (12)
6. Performance information dissemination in the mutual fund industry
   Journal of Financial Markets, 2008, 11, (2), 144-159 View citations (5)
   See also Working Paper (2008)

2005

7. Testing affine term structure models in case of transaction costs
   Journal of Econometrics, 2005, 126, (1), 201-232
   See also Working Paper (2005)
8. Yet another look at mutual fund tournaments
   Journal of Empirical Finance, 2005, 12, (1), 127-137 View citations (10)
   See also Working Paper (2005)

2004

9. Do countries or industries explain momentum in Europe?
   Journal of Empirical Finance, 2004, 11, (4), 461-481 View citations (8)
   See also Working Paper (2004)
10. Evaluating style analysis
    Journal of Empirical Finance, 2004, 11, (1), 29-53 View citations (8)
    See also Working Paper (2004)

2003

11. Common factors in international bond returns
    Journal of International Money and Finance, 2003, 22, (5), 629-656 View citations (18)
    See also Working Paper (2003)
12. Currency hedging for international stock portfolios: The usefulness of mean-variance analysis
    Journal of Banking & Finance, 2003, 27, (2), 327-349 View citations (8)
    See also Working Paper (2003)

2001

13. Eliminating look-ahead bias in evaluating persistence in mutual fund performance
    Journal of Empirical Finance, 2001, 8, (4), 345-373 View citations (10)
    See also Working Paper (2001)
14. Testing for mean-variance spanning: a survey
    Journal of Empirical Finance, 2001, 8, (2), 111-155 View citations (35)
    See also Working Paper (2001)

2000

15. Hedging Pressure Effects in Futures Markets
    Journal of Finance, 2000, 55, (3), 1437-1456 View citations (43)
    See also Working Paper (2000)

1998

16. Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity
    Journal of Business & Economic Statistics, 1998, 16, (2), 237-43 View citations (18)
    See also Working Paper (1994)
17. Pricing Term Structure Risk in Futures Markets
    Journal of Financial and Quantitative Analysis, 1998, 33, (01), 139-157 View citations (3)
    See also Working Paper (1996)

1997

18. High frequency analysis of lead-lag relationships between financial markets
    Journal of Empirical Finance, 1997, 4, (2-3), 259-277 View citations (11)
    See also Working Paper (1997)

1996

19. Marginalization and contemporaneous aggregation in multivariate GARCH processes
    Journal of Econometrics, 1996, 71, (1-2), 71-87 View citations (25)
    See also Working Paper (1996)
20. Price effects of trading and components of the bid-ask spread on the Paris Bourse
    Journal of Empirical Finance, 1996, 3, (2), 193-213 View citations (9)
    See also Working Paper (1997)

1995

21. A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International
    European Economic Review, 1995, 39, (7), 1277-1301 View citations (20)
    See also Working Paper (1995)

1993

22. Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
    Journal of Econometrics, 1993, 59, (1-2), 125-136 View citations (24)
    See also Working Paper (1993)
23. Premia in Forward Foreign Exchange as Unobserved Components: A Note
    Journal of Business & Economic Statistics, 1993, 11, (3), 361-65 View citations (11)
    See also Working Paper (1993)
24. Temporal Aggregation of GARCH Processes
    Econometrica, 1993, 61, (4), 909-27 View citations (167)
    See also Working Paper (1993)

1992

25. Can Cohort Data Be Treated as Genuine Panel Data?
    Empirical Economics, 1992, 17, (1), 9-23 View citations (53)
    See also Working Paper (1992)
26. Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function
    Journal of Applied Econometrics, 1992, 7, (3), 243-57 View citations (43)
    See also Working Paper (1992)
27. Testing for Selectivity Bias in Panel Data Models
    International Economic Review, 1992, 33, (3), 681-703 View citations (117)
    See also Working Paper (1990)
28. The optimal choice of controls and pre-experimental observations
    Journal of Econometrics, 1992, 51, (1-2), 183-189 View citations (1)
    See also Working Paper (1992)

1991

29. Empirical Tests of a Simple Pricing Model for Sugar Futures
    Annales d'Economie et de Statistique, 1991, (24), 121-131
    See also Working Paper (1991)
30. Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations
    International Economic Review, 1991, 32, (2), 383-89 View citations (1)
    See also Working Paper (1991)
31. The efficiency of rotating-panel designs in an analysis-of-variance model
    Journal of Econometrics, 1991, 49, (3), 373-399 View citations (4)
    See also Working Paper (1991)

1990

32. Estimation of time-dependent parameters in linear models using cross-sections, panels, or both
    Journal of Econometrics, 1990, 46, (3), 333-346 View citations (5)
    See also Working Paper (1990)
33. Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models
    Journal of Business & Economic Statistics, 1990, 8, (4), 405-15 View citations (11)
    See also Working Paper (1990)

1988

34. Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables
    Annales d'Economie et de Statistique, 1988, (12), 151-175
    See also Working Paper (1988)

1986

35. The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach
    Journal of Business & Economic Statistics, 1986, 4, (1), 47-58 View citations (5)
    See also Working Paper (1986)

1984

36. Missing Observations in the Dynamic Regression Model
    Econometrica, 1984, 52, (6), 1415-35 View citations (19)
    See also Working Paper (1984)

1982

37. Linear regression using both temporally aggregated and temporally disaggregated data
    Journal of Econometrics, 1982, 19, (2-3), 333-343 View citations (3)
    See also Working Paper (1982)