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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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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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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
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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
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On maximum likelihood estimation of dynamic panel data models
Bun, Maurice J. G.; Carree, Martin Anthony; Juodis, Artūras - In: Oxford bulletin of economics and statistics 79 (2017) 4, pp. 463-494
Persistent link: https://www.econbiz.de/10011772020
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Crime, deterrence and punishment revisited
Bun, Maurice J. G.; Kelaher, Richard; Sarafidis, Vasilis; … - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2303-2333
Persistent link: https://www.econbiz.de/10012313705