Noud van Giersbergen
Personal Details
First Name: | Noud |
Middle Name: | Van |
Last Name: | Giersbergen |
Suffix: | |
RePEc Short-ID: | pgi228 |
| |
https://www.uva.nl/profiel/g/i/n.p.a.vangiersbergen/n.p.a.vangiersbergen.html | |
Terminal Degree: | 1998 Afdeling Kwantitatieve Economie; Faculteit Economie en Bedrijfskunde; Universiteit van Amsterdam (from RePEc Genealogy) |
Affiliation
Amsterdam School of Economics
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam
Amsterdam, Netherlandshttp://feb.uva.nl/asehome/
RePEc:edi:asuvanl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hans van Ophem & Noud P.A. van Giersbergen & Kees Jan van Garderen & Maurice J.G. Bun, 2017.
"The cyclicality of R&D investment revisited,"
UvA-Econometrics Working Papers
17-01, Universiteit van Amsterdam, Dept. of Econometrics.
- Hans van Ophem & Noud van Giersbergen & Kees Jan van Garderen & Maurice Bun, 2019. "The cyclicality of R&D investment revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 315-324, March.
- Noud P.A. van Giersbergen, 2014. "Inference about the Indirect Effect: a Likelihood Approach," UvA-Econometrics Working Papers 14-10, Universiteit van Amsterdam, Dept. of Econometrics.
- Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Noud P.A. van Giersbergen & Jan F. Kiviet, 2001. "How to implement the Bootstrap in Static or Stable Dynamic Regression Models," Tinbergen Institute Discussion Papers 01-119/4, Tinbergen Institute.
- Noud P.A. van Giersbergen, 2001. "Bias Correction in a Stable AD(1,1) Model," Tinbergen Institute Discussion Papers 01-120/4, Tinbergen Institute.
Articles
- Hans van Ophem & Noud van Giersbergen & Kees Jan van Garderen & Maurice Bun, 2019.
"The cyclicality of R&D investment revisited,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 315-324, March.
- Hans van Ophem & Noud P.A. van Giersbergen & Kees Jan van Garderen & Maurice J.G. Bun, 2017. "The cyclicality of R&D investment revisited," UvA-Econometrics Working Papers 17-01, Universiteit van Amsterdam, Dept. of Econometrics.
- van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.
- Noud P.A. van Giersbergen, 2013. "Bartlett correction in the stable second‐order autoregressive model with intercept and trend," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 482-498, November.
- van Giersbergen, Noud P.A., 2009. "Bartlett Correction In The Stable Ar(1) Model With Intercept And Trend," Econometric Theory, Cambridge University Press, vol. 25(3), pages 857-872, June.
- Tjalling van der Goot & Noud van Giersbergen & Michiel Botman, 2009. "What determines the survival of internet IPOs?," Applied Economics, Taylor & Francis Journals, vol. 41(5), pages 547-561.
- van Giersbergen, Noud P.A., 2005. "On the effect of deterministic terms on the bias in stable AR models," Economics Letters, Elsevier, vol. 89(1), pages 75-82, October.
- van Giersbergen, Noud P. A., 2003. "A note on bootstrapping unit root tests in the presence of a non-zero drift," Economics Letters, Elsevier, vol. 78(2), pages 259-265, February.
- van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002. "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach," Journal of Econometrics, Elsevier, vol. 108(1), pages 133-156, May.
- van Giersbergen, Noud P A, 1996. "Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(2), pages 391-408, May.
- van Giersbergen, Noud P A & Kiviet, Jan F, 1996. "Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 631-656, November.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Hans van Ophem & Noud P.A. van Giersbergen & Kees Jan van Garderen & Maurice J.G. Bun, 2017.
"The cyclicality of R&D investment revisited,"
UvA-Econometrics Working Papers
17-01, Universiteit van Amsterdam, Dept. of Econometrics.
- Hans van Ophem & Noud van Giersbergen & Kees Jan van Garderen & Maurice Bun, 2019. "The cyclicality of R&D investment revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 315-324, March.
Cited by:
- Cefis, Elena & Coad, Alex & Lucini-Paioni, Alessandro, 2023. "Landmarks as lighthouses: firms' innovation and modes of exit during the business cycle," Research Policy, Elsevier, vol. 52(8).
- Ahmad, Manzoor, 2021. "Non-linear dynamics of innovation activities over the business cycles: Empirical evidence from OECD economies," Technology in Society, Elsevier, vol. 67(C).
- Díaz, Guillermo Arenas & Barge-Gil, Andrés & Heijs, Joost, 2020. "The effect of innovation on skilled and unskilled workers during bad times," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 141-158.
- Noud P.A. van Giersbergen, 2014.
"Inference about the Indirect Effect: a Likelihood Approach,"
UvA-Econometrics Working Papers
14-10, Universiteit van Amsterdam, Dept. of Econometrics.
Cited by:
- Oliver Hines & Stijn Vansteelandt & Karla Diaz-Ordaz, 2021. "Robust Inference for Mediated Effects in Partially Linear Models," Psychometrika, Springer;The Psychometric Society, vol. 86(2), pages 595-618, June.
- Kees Jan van Garderen & Noud van Giersbergen, 2020. "A Nearly Similar Powerful Test for Mediation," Papers 2012.11342, arXiv.org, revised Jan 2022.
Articles
- Hans van Ophem & Noud van Giersbergen & Kees Jan van Garderen & Maurice Bun, 2019.
"The cyclicality of R&D investment revisited,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 315-324, March.
See citations under working paper version above.
- Hans van Ophem & Noud P.A. van Giersbergen & Kees Jan van Garderen & Maurice J.G. Bun, 2017. "The cyclicality of R&D investment revisited," UvA-Econometrics Working Papers 17-01, Universiteit van Amsterdam, Dept. of Econometrics.
- van Giersbergen, Noud P.A., 2009.
"Bartlett Correction In The Stable Ar(1) Model With Intercept And Trend,"
Econometric Theory, Cambridge University Press, vol. 25(3), pages 857-872, June.
Cited by:
- Noud P.A. van Giersbergen, 2013. "Bartlett correction in the stable second‐order autoregressive model with intercept and trend," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 482-498, November.
- Vargas, Tiago M. & Ferrari, Silvia L.P. & Lemonte, Artur J., 2014. "Improved likelihood inference in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 110-124.
- Tjalling van der Goot & Noud van Giersbergen & Michiel Botman, 2009.
"What determines the survival of internet IPOs?,"
Applied Economics, Taylor & Francis Journals, vol. 41(5), pages 547-561.
Cited by:
- Iain M. Cockburn & Stefan Wagner, 2007.
"Patents and the Survival of Internet-related IPOs,"
NBER Working Papers
13146, National Bureau of Economic Research, Inc.
- Wagner, S. & Cockburn, I., 2010. "Patents and the survival of Internet-related IPOs," Research Policy, Elsevier, vol. 39(2), pages 214-228, March.
- Iftikhar Ahmad & Izlin Ismail & Shahrin Saaid Shaharuddin, 2021. "Predictive Role of Ex Ante Strategic Firm Characteristics for Sustainable Initial Public Offering (IPO) Survival," Sustainability, MDPI, vol. 13(14), pages 1-26, July.
- Aleksandar Bradic, 2012. "The Role of Social Feedback in Financing of Technology Ventures," Papers 1301.2196, arXiv.org.
- Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2021. "Analyzing the duration of IPOs from offering to listing using the Cox proportional hazards model," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 20(1), pages 5-43, January.
- Henson, James, 2014. "The Survival of Nonprofits in the United States," MPRA Paper 59494, University Library of Munich, Germany.
- Sophie Pommet, 2011. "The survival of venture capital backed companies : an analysis of the French case," Working Papers halshs-00720927, HAL.
- Sophie Pommet, 2012. "The Survival of Venture Capital Backed Companies: An Analysis of the French Case," GREDEG Working Papers 2012-14, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Cressy, Robert & Farag, Hisham, 2014. "Stairway to heaven or gateway to hell? A competing risks analysis of delistings from Hong Kong's Growth Enterprise Market," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 195-205.
- Iain M. Cockburn & Stefan Wagner, 2007.
"Patents and the Survival of Internet-related IPOs,"
NBER Working Papers
13146, National Bureau of Economic Research, Inc.
- van Giersbergen, Noud P.A., 2005.
"On the effect of deterministic terms on the bias in stable AR models,"
Economics Letters, Elsevier, vol. 89(1), pages 75-82, October.
Cited by:
- Nikolay Gospodinov & Taisuke Otsu, 2008.
"Local GMM Estimation of Time Series Models with Conditional Moment Restrictions,"
Working Papers
08010, Concordia University, Department of Economics.
- Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
- van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.
- Nikolay Gospodinov & Taisuke Otsu, 2008.
"Local GMM Estimation of Time Series Models with Conditional Moment Restrictions,"
Working Papers
08010, Concordia University, Department of Economics.
- van Giersbergen, Noud P. A., 2003.
"A note on bootstrapping unit root tests in the presence of a non-zero drift,"
Economics Letters, Elsevier, vol. 78(2), pages 259-265, February.
Cited by:
- Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
- van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002.
"How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach,"
Journal of Econometrics, Elsevier, vol. 108(1), pages 133-156, May.
Cited by:
- Zhenlin Yang, 2018. "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, vol. 55(1), pages 35-68, August.
- Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
- Emmanuel Flachaire, 2005.
"More efficient tests robust to heteroskedasticity of unknown form,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175914, HAL.
- Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Post-Print halshs-00175914, HAL.
- Emmanuel Flachaire, 2005. "More Efficient Tests Robust to Heteroskedasticity of Unknown Form," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 219-241.
- Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
- Emmanuel Flachaire, 2005.
"Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap,"
Post-Print
halshs-00175910, HAL.
- Flachaire, Emmanuel, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 361-376, April.
- Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175910, HAL.
- Torben Klarl, 2014.
"Is Spatial Bootstrapping A Panacea For Valid Inference?,"
Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 304-312, March.
- Torben Klarl, 2013. "Is Spatial Bootstrapping a Panacea for Valid Inference?," Discussion Paper Series 322, Universitaet Augsburg, Institute for Economics.
- Emmanuel Flachaire, 2005.
"Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue,"
Annals of Economics and Statistics, GENES, issue 77, pages 187-199.
- Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175905, HAL.
- Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Post-Print halshs-00175905, HAL.
- Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
- Benedikt M. Potscher & David Preinerstorfer, 2020.
"How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?,"
Papers
2005.04089, arXiv.org, revised Nov 2021.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023. "How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?," Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
- van Giersbergen, Noud P A, 1996.
"Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(2), pages 391-408, May.
Cited by:
- Trenkler, Carsten, 2004.
"Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms,"
Papers
2004,37, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Carsten Trenkler, 2008. "Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms," Computational Statistics, Springer, vol. 23(1), pages 19-39, January.
- Trenkler, Carsten, 2006.
"Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms,"
SFB 649 Discussion Papers
2006-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(1), pages 243-269, February.
- Kascha, Christian & Trenkler, Carsten, 2011.
"Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1008-1017, February.
- Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper 2009/12, Norges Bank.
- Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, vol. 58(1), pages 31-37, January.
- Hjelm, Göran, 2001. "The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?," Working Papers 2001:2, Lund University, Department of Economics.
- Ahlgren, Niklas & Antell, Jan, 2006.
"Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series,"
Working Papers
519, Hanken School of Economics.
- Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June.
- Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010.
"Cointegration Rank Testing Under Conditional Heteroskedasticity,"
Econometric Theory, Cambridge University Press, vol. 26(6), pages 1719-1760, December.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, Department of Economics and Business Economics, Aarhus University.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001.
"A Review Of Systems Cointegration Tests,"
Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998. "A review of systemscointegration tests," SFB 373 Discussion Papers 1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- H. Peter Boswijk & Jean-Pierre Urbain, 1997. "Lagrance-multiplier tersts for weak exogeneity: a synthesis," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 21-38.
- Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010.
"Bootstrap Sequential Determination of the Co-integration Rank in VAR Models,"
CREATES Research Papers
2010-07, Department of Economics and Business Economics, Aarhus University.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2010. "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," Discussion Papers 10-07, University of Copenhagen. Department of Economics.
- Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2005. "Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 249-270, January.
- Niklas Ahlgren & Paul Catani, 2017. "Wild bootstrap tests for autocorrelation in vector autoregressive models," Statistical Papers, Springer, vol. 58(4), pages 1189-1216, December.
- Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2002.
"Real and monetary convergence within the European Union and between the European Union and candidate countries: A rolling cointegration approach,"
ZEI Working Papers
B 05-2002, University of Bonn, ZEI - Center for European Integration Studies.
- Josef C. Brada & Ali M. Kutan & Su Zhou, 2002. "Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach," William Davidson Institute Working Papers Series 458, William Davidson Institute at the University of Michigan.
- Woo, Kai-Yin, 1999. "Cointegration analysis of the intensity of the ERM currencies under the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 393-405, November.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Niklas Ahlgren & Jan Antell, 2013. "The power of bootstrap tests of cointegration rank," Computational Statistics, Springer, vol. 28(6), pages 2719-2748, December.
- Jacobson, Tor & Larsson, Rolf, 1999.
"Bartlett corrections in cointegration testing,"
Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 203-225, August.
- Jacobson, Tor & Larsson, Rolf, 1996. "Bartlett Corrections in Cointegration Testing," SSE/EFI Working Paper Series in Economics and Finance 134, Stockholm School of Economics.
- Li, Hongyi & Xiao, Zhijie, 2000. "On bootstrapping regressions with unit root processes," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 261-267, July.
- Trenkler, Carsten, 2004.
"Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms,"
Papers
2004,37, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- van Giersbergen, Noud P A & Kiviet, Jan F, 1996.
"Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 631-656, November.
Cited by:
- Karimova, Amira & Simsek, Esra & Orhan, Mehmet, 2020. "Policy implications of the Lucas Critique empirically tested along the global financial crisis," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 153-172.
- Bun, Maurice J.G. & Kiviet, Jan F., 2006.
"The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models,"
Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
- Maurice J.G. Bun & Jan F. Kiviet, 2002. "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Tinbergen Institute Discussion Papers 02-101/4, Tinbergen Institute, revised 19 Feb 2004.
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015.
"Testing for Granger causality in large mixed-frequency VARs,"
Discussion Papers
45/2015, Deutsche Bundesbank.
- Götz, T.B. & Hecq, A.W. & Smeekes, S., 2015. "Testing for Granger Causality in Large Mixed-Frequency VARs," Research Memorandum 036, Maastricht University, Graduate School of Business and Economics (GSBE).
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016. "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, vol. 193(2), pages 418-432.
- Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
- Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
- van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CSE: Economics of Strategic Management (1) 2018-01-01
- NEP-ECM: Econometrics (1) 2015-01-31
- NEP-INO: Innovation (1) 2018-01-01
- NEP-TID: Technology and Industrial Dynamics (1) 2018-01-01
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