Paul Bekker Rug

Romano 1990 bekker 2002 and bekker and lawford 2008.

Paul bekker rug. Faculty of economics and business. More recently random ization tests have also been studied in high dimensional testing chung and romano 2016. The main advantage of randomization tests is that they are exact regardless of por n. In stead of approximate inference based on feasible generalized least squares exact condence.

31 50 36 33817 31 50 36 37018 secretary. Paul bekker and tom wansbeek faculty of economics and business university of groningen february 2014 abstract researchers acceptance of liml may increase when the gap between liml and iv is reduced. Paul bekker and erik leertouwer january 2000 abstract exact inference on a single coefcient in a linear regression model as introduced by bekker 1997 is elaborated for the case of normally distributed heteroscedastic disturbances. The authors would like to thank paul bekker boyan jovanovic kristiaan kerstens d s.

Paul bekker of university of groningen groningen rug read 47 publications contact paul bekker. Risk free interest rates driven by capital market returns. One is an alternative to bekker standard errors that is of the familiar iv form. Paul bekker erik leertouwer exact inference on a single coefficient in a linear regression model as introduced by bekker 1997 is elaborated for the case of normally distributed heteroscedastic disturbances.

A unified approach to mean variance portfolio selection in discrete and continuous time. Wang and xu 2019. The dutch organization for scientific research nwo is gratefully acknowledged for financial support. In this note we present two main results to this end.

Prasada rao plutarchos sakellaris and bart verspagen for useful suggestions.