Search results
Results: 59
Number of items: 59
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Kleibergen, F. (2009). Tests of risk premia in linear factor models. Journal of Econometrics, 149(2), 149-173. https://doi.org/10.1016/j.jeconom.2009.01.013
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Kleibergen, F. (2008). Testing. In S. N. Durlauf, & L. E. Blume (Eds.), The New Palgrave Dictionary of Economics (2nd ed., Vol. 8, pp. 6595-6601). Palgrave Macmillan. https://doi.org/10.1007/978-1-349-58802-2_1692
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Kleibergen, F. R., & Paap, R. (2006). Generalized Reduced Rank Tests using the Singular Value Decomposition. Journal of Econometrics, 133(1), 97-126. https://doi.org/10.1016/j.jeconom.2005.02.011
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Kleibergen, F. R. (2005). Tests of risk premia in linear factor models. (UvA Econometrics Discussion paper; No. 2005/09). Faculteit Economie en Bedrijfskunde. http://www.econ.brown.edu/fac/Frank_Kleibergen/famamacbeth.pdf -
Kleibergen, F. R. (2005). Subset Statistics in the linear IV regression model. (UvA econometrics discussion paper; No. 2005/08). Faculteit Economie en Bedrijfskunde. http://www.econ.brown.edu/fac/Frank_Kleibergen/subiv.pdf
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Kleibergen, F. R. (2004). Testing Subsets of Structural Parameters in the IV Regression Model. Review of Economics and Statistics, 86(1), 418-423. https://doi.org/10.1162/003465304774201833
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Kleibergen, F. R. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox. Journal of Econometrics, 123(2), 227-258. https://doi.org/10.1016/j.jeconom.2003.12.009
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Kleibergen, F. R., & Bekker, P. (2003). Finite Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic. Econometric Theory, 19, 744-753. https://doi.org/10.1017/S0266466603195023
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Kleibergen, F. R., & Groen, J. (2003). Likelihood Based Cointegreation Analysis in Panels of Vector Error Correction Models. Journal of Business & Economic Statistics, 21, 295-318. https://doi.org/10.1198/073500103288618972
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Kleibergen, F. R., & Zivot, E. (2003). Bayesian and Classical Approaches to Instrumental Variable Regression. Journal of Econometrics, 114, 29-72. https://doi.org/10.1016/S0304-4076(02)00219-1
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