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subject:"Theory"
subject:"World"
~person:"Krämer, Walter"
~person:"Kleibergen, Frank"
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Krämer, Walter
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54
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50
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22
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21
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1
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
2
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
Saved in:
3
Bayesian and classical approaches to instrumental variable regression
Kleibergen, Frank
;
Zivot, Eric
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 29-72
Persistent link: https://www.econbiz.de/10001738916
Saved in:
4
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
- In:
Econometric theory
19
(
2003
)
5
,
pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
Saved in:
5
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001585046
Saved in:
6
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594646
Saved in:
7
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001619184
Saved in:
8
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
9
Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank
-
2000
Persistent link: https://www.econbiz.de/10001477405
Saved in:
10
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
11
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
12
Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances
Krämer, Walter
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 137-142)
.
1998
Persistent link: https://www.econbiz.de/10001301449
Saved in:
13
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
- In:
Econometric theory
14
(
1998
)
6
,
pp. 701-743
Persistent link: https://www.econbiz.de/10001352109
Saved in:
14
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
Saved in:
15
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
16
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank
;
Paap, Richard
-
1997
Persistent link: https://www.econbiz.de/10000952475
Saved in:
17
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
18
Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000953441
Saved in:
19
Reduced rank regression using generalized method of moments estimators : with extensions to structural breaks in cointegration models
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000977986
Saved in:
20
Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 141-147
Persistent link: https://www.econbiz.de/10001211365
Saved in:
21
Reduced rank regression using generalized method of moments estimators
Kleibergen, Frank
-
1996
Persistent link: https://www.econbiz.de/10000932782
Saved in:
22
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
Saved in:
23
The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
Saved in:
24
A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Krämer, Walter
- In:
Economics letters
50
(
1996
)
1
,
pp. 13-17
Persistent link: https://www.econbiz.de/10001194179
Saved in:
25
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
-
1995
Persistent link: https://www.econbiz.de/10000915606
Saved in:
26
Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1995
Persistent link: https://www.econbiz.de/10000926871
Saved in:
27
Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter
- In:
Econometric analysis of financial markets
,
(pp. 1-10)
.
1994
Persistent link: https://www.econbiz.de/10001284440
Saved in:
28
Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances
Baltagi, Badi H.
- In:
Statistical papers
35
(
1994
)
4
,
pp. 323-328
Persistent link: https://www.econbiz.de/10001173328
Saved in:
29
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
30
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
Saved in:
31
The CUSUM test with OLS residuals
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 271-285
Persistent link: https://www.econbiz.de/10001124370
Saved in:
32
Bias of s2 in the linear regression model with correlated errors
Kiviet, J. F.
- In:
The review of economics and statistics
74
(
1992
)
2
,
pp. 362-365
Persistent link: https://www.econbiz.de/10001129397
Saved in:
33
Modellspezifikationstests in der Ökonometrie
Krämer, Walter
- In:
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
42
(
1991
)
4
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001119410
Saved in:
34
Consistency of s 2 in the linear regression model with correlated errors
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
16
(
1991
)
3
,
pp. 375-377
Persistent link: https://www.econbiz.de/10001109543
Saved in:
35
Die Autokorrelation von Aktienkursen
Krämer, Walter
;
Runde, Ralf
-
1990
Persistent link: https://www.econbiz.de/10000854739
Saved in:
36
The local power of the cusum and cusum of squares tests
Ploberger, Werner
- In:
Econometric theory
6
(
1990
)
3
,
pp. 335-347
Persistent link: https://www.econbiz.de/10001118100
Saved in:
37
On the robustness of the f-test to autocorrelation among disturbances
Krämer, Walter
- In:
Economics letters
1
(
1989
),
pp. 37-40
Persistent link: https://www.econbiz.de/10001068818
Saved in:
38
A new test for structural stability in the linear regression model
Ploberger, Werner
- In:
Journal of econometrics
2
(
1989
),
pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
Saved in:
39
Econometrics of structural change
Krämer, Walter
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10014002704
Saved in:
40
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
Saved in:
41
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter
-
1987
Persistent link: https://www.econbiz.de/10001383153
Saved in:
42
Mean adjustment and the CUSUM test for structural change
Ploberger, Werner
- In:
Economics letters
3
(
1987
),
pp. 255-258
Persistent link: https://www.econbiz.de/10001038834
Saved in:
43
Der F-Test bei Polynomregression und Autokorrelation
Krämer, Walter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
71
(
1987
)
4
,
pp. 319-324
Persistent link: https://www.econbiz.de/10001042426
Saved in:
44
Testing for autocorrelation among common stock returns
Krämer, Walter
Persistent link: https://www.econbiz.de/10001279108
Saved in:
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