Authors: NIJMAN T SENTANA E

Citation: T. Nijman et E. Sentana, MARGINALIZATION AND CONTEMPORANEOUS AGGREGATION IN MULTIVARIATE GARCHPROCESSES, Journal of econometrics, 71(1-2), 1996, pp. 71-87

Authors: DEJONG F NIJMAN T ROELL A

Citation: F. Dejong et al., A COMPARISON OF THE COST OF TRADING FRENCH SHARES ON THE PARIS BOURSEAND ON SEAQ INTERNATIONAL, European economic review, 39(7), 1995, pp. 1277-1301

Authors: VERBEEK M NIJMAN T

Citation: M. Verbeek et T. Nijman, MINIMUM MSE ESTIMATION OF A REGRESSION-MODEL WITH FIXED EFFECTS FROM A SERIES OF CROSS-SECTIONS, Journal of econometrics, 59(1-2), 1993, pp. 125-136