prof. dr. P.A. (Paul) Bekker

Professor

prof. dr. P.A. (Paul) Bekker
Telephone:
E-mail:
p.a.bekker rug.nl

Research

Postal address:
United Kingdom
  1. 2020
  2. 2017
  3. Bekker, P. A., & Bouwman, K. E. (2017). A Unified Approach to Dynamic Mean-Variance Analysis in Discrete and Continuous Time. (SOM Research Report; No. 2017-008-EEF). Groningen: University of Groningen, SOM research school.
  4. Bekker, P. A. (2017). Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve. (SOM Research Reports; No. 2017-009-EEF). Groningen: University of Groningen, SOM research school.
  5. 2016
  6. Bekker, P. (2016). A generalized dynamic arbitrage free yield model. (SOM Research Reports; Vol. 16010-EEF). Groningen: University of Groningen, SOM research school.
  7. 2015
  8. 2009
  9. 2008
  10. 2005
  11. 2004
  12. 2003
  13. 2002
  14. 2001
  15. Bekker, P. A., & Kleibergen, F. (2001). Finite-sample instrumental variables inference using an asymptotically pivotal statistic. (F38 ed.) Groningen: University of Groningen, SOM research school.
  16. Bekker, P. A., & Wansbeek, T. J. (2001). Identification in parametric models. In B. Baltagi (Ed.), A companion to theoretical econometrics (pp. 144 - 161). Oxford: Blackwell Publishing.
  17. 2000
  18. Bekker, P. A. (2000). Exact inference for the linear model with groupwise heteroscedastic spherical disturbances. (F58 ed.) Groningen: University of Groningen, SOM research school.
  19. Bekker, P. A., & Wansbeek, T. J. (2000). Matrix inequality applications in econometrics. In R. D. H. Heijmans, D. S. G. Pollock, & A. Satorra (Eds.), Innovations in multivariate statistical analysis Dordrecht/Boston/London: Kluwer Academic Publishers.
  20. Bekker, P. A. (2000). Minimum-risk hedging against contingent claims. (F60 ed.) Groningen: University of Groningen, SOM research school.
  21. 1997
  22. 1996
  23. 1995
  24. Ploeg, J. V. D., & Bekker, P. A. (1995). Efficiency bounds for instrumental variable estimators under group-asymptotics. (SOM Research Report; Vol. 95B24). Groningen: University of Groningen, SOM research school.
  25. 1994
  26. 1993
  27. BEKKER, PA. (1993). FINITE-SAMPLE PROPERTIES OF LIMITED INFORMATION ESTIMATION - AN ALGEBRAIC APPROACH. In K. Haagen, DJ. Bartholomew, & M. Deistler (Eds.), STATISTICAL MODELLING AND LATENT VARIABLES (pp. 27-50). AMSTERDAM: Elsevier.
  28. 1991
  29. 1990
  30. 1989
  31. 1988
  32. 1987
  33. 1986

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