Details about Noud van Giersbergen

Access statistics for papers by Noud van Giersbergen.

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

Short-id: pgi228

Working Papers

2017

1. The cyclicality of R&D investment revisited
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics
   See also Journal Article The cyclicality of R&D investment revisited, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (3) (2019)

2014

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

2011

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

2001

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

Journal Articles

2019

1. The cyclicality of R&D investment revisited
   Journal of Applied Econometrics, 2019, 34, (2), 315-324 View citations (3)
   See also Working Paper The cyclicality of R&D investment revisited, UvA-Econometrics Working Papers (2017) (2017)

2016

2. 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

2013

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

2009

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

2005

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

2003

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

2002

8. 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 View citations (18)

1996

9. Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity
   Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 631-56 View citations (6)
10. 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 (19)