Search results
Results: 57
Number of items: 57
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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). 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 -
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
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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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Kleibergen, F. (2003). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindley's paradox. (UvA Econometrics Discussion Paper; No. 2002/22). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/468fulltext.pdf
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Kleibergen, F. R. (2003). Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap. (UvA Econometrics Discussion Paper; No. 2003/10). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/476fulltext.pdf
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