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Details about Kees Jan van Garderen

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 Kees Jan van Garderen.

Last updated 2024-01-24. Update your information in the RePEc Author Service.

Short-id: pva425


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Working Papers

2022

  1. A Nearly Similar Powerful Test for Mediation
    Papers, arXiv.org Downloads

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)

2013

  1. Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads
    See also Journal Article in Economics Letters (2014)

2004

  1. Conditional Inference in Cointegrating Vector Autoregressive Models
    Econometric Society 2004 Australasian Meetings, Econometric Society

1999

  1. Exact geometry of autoregressive models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (6)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1996) Downloads

    See also Journal Article in Journal of Time Series Analysis (1999)

1998

  1. Cross-sectional Aggregation of Non-linear Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
    See also Journal Article in Journal of Econometrics (2000)

1997

  1. Curved exponential models in econometrics
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (6)
    See also Journal Article in Econometric Theory (1997)
  2. Exact geometry of explosive autoregressive models
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (3)

Journal Articles

2023

  1. Forecasting Levels in Loglinear Unit Root Models
    Econometric Reviews, 2023, 42, (9-10), 780-805 Downloads

2019

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

2018

  1. MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
    Econometric Theory, 2018, 34, (2), 416-446 Downloads

2014

  1. Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
    Economics Letters, 2014, 122, (2), 224-228 Downloads View citations (1)
    See also Working Paper (2013)

2009

  1. Edgeworth expansions and normalizing transforms for inequality measures
    Journal of Econometrics, 2009, 150, (1), 16-29 Downloads View citations (9)

2003

  1. HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES
    Econometric Theory, 2003, 19, (6), 984-1007 Downloads View citations (2)

2002

  1. Exact interpretation of dummy variables in semilogarithmic equations
    Econometrics Journal, 2002, 5, (1), 149-159 View citations (121)

2001

  1. Optimal prediction in loglinear models
    Journal of Econometrics, 2001, 104, (1), 119-140 Downloads View citations (5)

2000

  1. Cross-sectional aggregation of non-linear models
    Journal of Econometrics, 2000, 95, (2), 285-331 Downloads View citations (38)
    See also Working Paper (1998)

1999

  1. Exact Geometry of Autoregressive Models
    Journal of Time Series Analysis, 1999, 20, (1), 1-21 Downloads View citations (6)
    See also Working Paper (1999)

1997

  1. Curved Exponential Models in Econometrics
    Econometric Theory, 1997, 13, (6), 771-790 Downloads View citations (7)
    See also Working Paper (1997)
 
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