All Stories

  1. MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS

    Article • Econometric Theory, June 2017, Cambridge University Press

    Kees Jan van Garderen

  2. Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors

    Article • Economics Letters, February 2014, Elsevier

    Kees Jan van Garderen

  3. Edgeworth expansions and normalizing transforms for inequality measures

    Article • Journal of Econometrics, May 2009, Elsevier

    Kees Jan van Garderen

  4. HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES

    Article • Econometric Theory, September 2003, Cambridge University Press

    Kees Jan van Garderen

  5. Exact interpretation of dummy variables in semilogarithmic equations

    Article • Econometrics Journal, June 2002, Wiley

    Kees Jan van Garderen

  6. Optimal prediction in loglinear models

    Article • Journal of Econometrics, August 2001, Elsevier

    Kees Jan van Garderen

  7. Cross-sectional aggregation of non-linear models

    Article • Journal of Econometrics, April 2000, Elsevier

    Kees Jan van Garderen

  8. Exact Geometry of Autoregressive Models

    Article • Journal of Time Series Analysis, January 1999, Wiley

    Kees Jan van Garderen

  9. Curved Exponential Models in Econometrics

    Article • Econometric Theory, December 1997, Cambridge University Press

    Kees Jan van Garderen

  10. An alternative comparison of classical tests: assessing the effects of curvature

    Article • Cambridge University Press

    Kees Jan van Garderen

  11. Bias Correcting Adjustment Coefficients in a Cointegrated VAR with Known Cointegrating Vectors

    Article • SSRN Electronic Journal, Elsevier

    Kees Jan van Garderen