EconPapers    
Economics at your fingertips  
 

Details about Noud van Giersbergen

E-mail:
Homepage:https://www.uva.nl/profiel/g/i/n.p.a.vangiersbergen/n.p.a.vangiersbergen.html
Workplace:Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)

Access statistics for papers by Noud van Giersbergen.

Last updated 2020-02-07. Update your information in the RePEc Author Service.

Short-id: pgi228


Jump to Journal Articles

Working Papers

2017

  1. The cyclicality of R&D investment revisited
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads
    See also Journal Article in Journal of Applied Econometrics (2019)

2014

  1. Inference about the Indirect Effect: a Likelihood Approach
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads View citations (2)

2011

  1. Bootstrapping Subset Test Statistics in IV Regression
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads

2001

  1. Bias Correction in a Stable AD(1,1) Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. How to implement the Bootstrap in Static or Stable Dynamic Regression Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

Journal Articles

2019

  1. The cyclicality of R&D investment revisited
    Journal of Applied Econometrics, 2019, 34, (2), 315-324 Downloads View citations (1)
    See also Working Paper (2017)

2016

  1. The ability to correct the bias in the stable AD(1,1) model with a feedback effect
    Computational Statistics & Data Analysis, 2016, 100, (C), 186-204 Downloads

2013

  1. Bartlett correction in the stable second‐order autoregressive model with intercept and trend
    Statistica Neerlandica, 2013, 67, (4), 482-498 Downloads

2009

  1. BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
    Econometric Theory, 2009, 25, (3), 857-872 Downloads View citations (2)
  2. What determines the survival of internet IPOs?
    Applied Economics, 2009, 41, (5), 547-561 Downloads View citations (9)

2005

  1. On the effect of deterministic terms on the bias in stable AR models
    Economics Letters, 2005, 89, (1), 75-82 Downloads View citations (2)

2003

  1. A note on bootstrapping unit root tests in the presence of a non-zero drift
    Economics Letters, 2003, 78, (2), 259-265 Downloads View citations (1)

2002

  1. How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
    Journal of Econometrics, 2002, 108, (1), 133-156 Downloads View citations (15)

1996

  1. Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 631-56 View citations (6)
  2. Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications
    Oxford Bulletin of Economics and Statistics, 1996, 58, (2), 391-408 View citations (17)
 
Page updated 2022-01-12