Similar Search Results

Reduced rank regression using GMM

Kleibergen, Frank - In: Generalized method of moments estimation, (pp. 171-210). 1999

Persistent link: https://www.econbiz.de/10001437707

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

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

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

On the shape of the likelihood, posterior in cointegration models

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000122496

Direct cointegration testing in error correction models

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000122504

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

Generalized reduced rank tests using the singular value decomposition

Kleibergen, Frank; Paap, Richard - 2003

Persistent link: https://www.econbiz.de/10001726809

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

Likelihood-based cointegration analysis in panels of vector error correction models

Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999

We propose in this paper a likelihood-based framework forcointegration analysis in panels of a fixed number of vector errorcorrection models. Maximum likelihood estimators of thecointegrating vectors are constructed using iterated GeneralizedMethod of Moments estimators. Using these estimators...

Persistent link: https://www.econbiz.de/10011302148