Authors: MAHIEU RJ SCHOTMAN PC

Citation: Rj. Mahieu et Pc. Schotman, AN EMPIRICAL APPLICATION OF STOCHASTIC VOLATILITY MODELS, Journal of applied econometrics (Chichester), 13(4), 1998, pp. 333-359

Authors: KOEDIJK KG SCHOTMAN PC VANDIJK MA

Citation: Kg. Koedijk et al., THE REEMERGENCE OF PPP IN THE 1990S, Journal of international money and finance, 17(1), 1998, pp. 51-61

Authors: SCHOTMAN PC

Citation: Pc. Schotman, SMALL SAMPLE PROPERTIES OF THE REGRESSION TEST OF THE EXPECTATIONS MODEL OF THE TERM STRUCTURE, Economics letters, 57(2), 1997, pp. 129-134

Authors: PFANN GA SCHOTMAN PC TSCHERNIG R

Citation: Ga. Pfann et al., NONLINEAR INTEREST-RATE DYNAMICS AND IMPLICATIONS FOR THE TERM STRUCTURE, Journal of econometrics, 74(1), 1996, pp. 149-176

Authors: SCHOTMAN PC

Citation: Pc. Schotman, PRIORS FOR THE AR(1) MODEL - PARAMETERIZATION ISSUES AND TIME-SERIES CONSIDERATIONS, Econometric theory, 10(3-4), 1994, pp. 579-595