Theo Nijman

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The annuity puzzle remains a puzzle Journal of Economic Dynamics and Control	2018-08-10	Paper
Testing affine term structure models in case of transaction costs Journal of Econometrics	2016-03-30	Paper
When can insurers offer products that dominate delayed old-age pension benefit claiming? Insurance Mathematics & Economics	2014-04-15	Paper
Longevity risk and capital markets: the 2008-2009 update Insurance Mathematics & Economics	2012-02-10	Paper
Optimal Annuity Risk Management* Review of Finance	2011-11-15	Paper
Longevity risk in portfolios of pension annuities Insurance Mathematics & Economics	2009-01-28	Paper
Estimating the term structure of mortality Insurance Mathematics & Economics	2009-01-28	Paper
Marginalization and contemporaneous aggregation in multivariate GARCH processes Journal of Econometrics	1996-07-15	Paper
scientific article; zbMATH DE number 762919 (Why is no real title available?)	1995-08-30	Paper
Temporal Aggregation of Garch Processes Econometrica	1994-01-06	Paper
Testing for Selectivity Bias in Panel Data Models International Economic Review	1993-01-16	Paper
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations International Economic Review	1991-01-01	Paper
Efficiency gains due to using missing data procedures in regression models Statistical Papers	1988-01-01	Paper
scientific article; zbMATH DE number 3886949 (Why is no real title available?)	1985-01-01	Paper
Linear regression using both temporally aggregated and temporally disaggregated data Journal of Econometrics	1982-01-01	Paper

Research outcomes over time

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