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Efficient size correct subset inference in homoskedastic linear instrumental variables regression

Kleibergen, Frank - In: Journal of econometrics 221 (2021) 1, pp. 78-96

Persistent link: https://www.econbiz.de/10012618800

A test for Kronecker Product Structure covariance matrix

Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Journal of econometrics 233 (2023) 1, pp. 88-112

Persistent link: https://www.econbiz.de/10014340952

Unexplained factors and their effects on second pass image-squared's

Kleibergen, Frank; Zhang, Zhaoguo - In: Journal of econometrics 189 (2015) 1, pp. 101-116

Persistent link: https://www.econbiz.de/10011502495

Identification-robust inference on risk premia of mimicking portfolios of non-traded factors

Kleibergen, Frank; Zhang, Zhaoguo - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 155-190

Persistent link: https://www.econbiz.de/10011987757

Inference in second-order identified models

Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - In: Journal of econometrics 218 (2020) 2, pp. 346-372

Persistent link: https://www.econbiz.de/10012483005

Comment on: identification robust testing of risk premia in finite samples

Khalaf, Lynda - In: Journal of financial econometrics 21 (2023) 2, pp. 298-302

Persistent link: https://www.econbiz.de/10014314743

Discussion of identification robust testing of risk premia in finite samples

Peñaranda, Francisco - In: Journal of financial econometrics 21 (2023) 2, pp. 306-310

Persistent link: https://www.econbiz.de/10014314745

A powerful test needs to be size-correct : response to "robust inference for consumption-based asset pricing with power"

Kleibergen, Frank; Zhan, Zhaoguo - In: Critical finance review 14 (2025) 1, pp. 179-185

Persistent link: https://www.econbiz.de/10015409950

Commodity prices, commodity currencies, and global economic developments

Groen, Jan J. J.; Pesenti, Paolo A. - 2010

"In this paper we seek to produce forecasts of commodity price movements that can systematically improve on naive statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of commodity prices, a view emphasized in the recent...

Persistent link: https://www.econbiz.de/10003939959

Commodity prices, commodity currencies, and global economic developments

Groen, Jan J. J.; Pesenti, Paolo A. - 2010

Persistent link: https://www.econbiz.de/10003948818