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Results: 59
Number of items: 59
  • Open Access
    Bun, M. J. G., & Kleibergen, F. (2022). Identification robust inference for moments-based analysis of linear dynamic panel data models. Econometric Theory, 38(4), 689-751. https://doi.org/10.1017/S026646662100027X
  • Open Access
    Janssens, E. F. (2022). Estimation and identification in macroeconomic models with incomplete markets. [Thesis, fully internal, Universiteitsbibliotheek].
  • Kleibergen, F. (2021). Efficient size correct subset inference in homoskedastic linear instrumental variables regression. Journal of Econometrics, 221(1), 78-96. https://doi.org/10.1016/j.jeconom.2019.10.013
  • Open Access
    Stephan, L. S. (2021). Estimating diffusion and adoption parameters in networks: New estimation approaches for the latent-diffusion-observed-adoption model. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Kong, L. (2021). Identification robust testing in linear factor models. [Thesis, fully internal, Universiteit van Amsterdam]. Tinbergen Institute.
  • Open Access
    Kleibergen, F., & Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing. The Journal of Finance, 75(1), 507-550. https://doi.org/10.1111/jofi.12855
  • Open Access
    Dovonon, P., Hall, A. R., & Kleibergen, F. (2020). Inference in second-order identified models. Journal of Econometrics, 218(2), 346-372. https://doi.org/10.1016/j.jeconom.2020.04.020
  • Open Access
    Guggenberger, P., Kleibergen, F., & Mavroeidis, S. (2019). A more powerful subvector Anderson Rubin test in linear instrumental variables regression. Quantitative Economics, 10(2), 487-526. https://doi.org/10.3982/QE1116
  • Kleibergen, F., & Zhan, Z. (2018). Identification-robust inference on risk premia of mimicking portfolios of non-traded factors. Journal of Financial Econometrics, 16(2), 155-190. https://doi.org/10.1093/jjfinec/nby005
  • Open Access
    Kleibergen, F., & Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s. Journal of Econometrics, 189(1), 101-116. https://doi.org/10.1016/j.jeconom.2014.11.006
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