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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 133 (2006) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10007288085
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Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 111 (2002) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10006766561
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10008386634
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard; van Dijk, Herman K. - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10006955190
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Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
Franses, P.H.; Kleibergen, F. - In: International journal of forecasting 12 (1996) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10007000344
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Testing Parameters in GMM Without Assuming that They Are Identified
Kleibergen, Frank - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1103-1124
Persistent link: https://www.econbiz.de/10006752167
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Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
Kleibergen, Frank - In: Journal of econometrics 123 (2004) 2, pp. 227-258
Persistent link: https://www.econbiz.de/10006754921
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Economic time series - Oil price shocks and long run price and import demand behavior
Kleibergen, Frank; Dijk, Herman K.van; Urbain, Jean-Pierre - In: Annals of the Institute of Statistical Mathematics : AISM 51 (1999) 3, pp. 399-418
Persistent link: https://www.econbiz.de/10006572378
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Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models
Groen, Jan J.J.; Kleibergen, Frank - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 295-318
Persistent link: https://www.econbiz.de/10008215644
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Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
Kleibergen, Frank - In: Journal of econometrics 139 (2007) 1, pp. 181-216
Persistent link: https://www.econbiz.de/10007734929