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Results: 32
Number of items: 32
  • Open Access
    van Giersbergen, N. P. A. (2004). On the effect of deterministic terms on the bias in stable AR models. (UvA Econometrics Discussion Paper; No. 2004/08). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/449fulltext.pdf
  • van Giersbergen, N. P. A. (2003). A note on bootstrapping unit root tests in the presence of a non-zero drift. Economics Letters, 78, 259-265. https://doi.org/10.1016/S0165-1765(02)00226-4
  • van Giersbergen, N. P. A., & Kiviet, J. F. (2002). How to implement the bootstrap in static or stable dynamic regression models. Journal of Econometrics, 108, 133-156. https://doi.org/10.1016/S0304-4076(01)00132-4
  • Open Access
    van Giersbergen, N. P. A. (2002). Subsampling intervals in (un)stable autoregressive models with stationary covariates. (UvA Econometrics Discussion Paper; No. 2002/07). Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/38DDD63183ABA203C1256CF400237733/$file/0207.pdf
  • van Giersbergen, N. P. A., & Kiviet, J. F. (2001). How to implement the bootstrap in static or stable dynamic regression models. (Tinbergen Institute Discussion Paper; No. TI 2001-119/4). Tinbergen Institute. http://papers.tinbergen.nl/01119.pdf
  • van Giersbergen, N. P. A. (2001). Bias Correction in a Stable AD (1,1) Model: Weak versus Strong Exogeneity. (Tinbergen Institute Discussion Paper; No. 2001-120/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/01120.pdf
  • van Giersbergen, N. P. A. (1998). Bootstrapping Dynamic Econometrics Models. [Thesis, fully internal, Universiteit van Amsterdam]. Thesis Publishers.
  • van Giersbergen, N. P. A., & Kiviet, J. F. (1997). bootstrapping a stable AD model: weak versus strong exogeneity. In A. Banerjee, & D. F. Hendry (Eds.), The econometrics of economic policy (pp. 61-86). Blackwell.
  • van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. Oxford Bulletin of Economics and Statistics, 58, 631-656.
  • van Giersbergen, N. P. A., & Goeree, J. K. (1996). Problem 317 (with solution). Statistica Neerlandica, 50, 325-327.
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