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Reduced rank regression using GMM
Kleibergen, Frank - In: Generalized method of moments estimation, (pp. 171-210). 1999
Persistent link: https://www.econbiz.de/10001437707
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Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J.; Kleibergen, Frank - 1999
Persistent link: https://www.econbiz.de/10001412101
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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/10001760364
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank (contributor); Paap, Richard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
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On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122504
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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. 223-249
Persistent link: https://www.econbiz.de/10001715745
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - 2003
Persistent link: https://www.econbiz.de/10001726809
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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/10002361706
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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/10003354557