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Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard; Franses, Philip Hans; Hoek, Henk - In: International Journal of Forecasting 13 (1997) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10005428827
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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, Andre; Dijk, Herman K. van - In: Journal of Econometrics 69 (1995) 1, pp. 27-59
Persistent link: https://www.econbiz.de/10005228648
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans; Hoek, Henk; Paap, Richard - In: Journal of Econometrics 78 (1997) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10005192919
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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
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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
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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
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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
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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
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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
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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