Similar Search Results - EconBiz

Reduced rank regression using GMM

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

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

How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models

Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001601277

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

How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models

Kleibergen, Frank - 2001

We obtain invariant expressions for prior probabilities and priors onthe parameters of nested regression models that are induced by aprior on the parameters of an encompassing linear regression model.The invariance is with respect to specifications that satisfy anecessary set of assumptions....

Persistent link: https://www.econbiz.de/10011317455

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

Finite-sample instrumental variables inference using an asymptotically pivotal statistic

Bekker, Paul A.; Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001619184

Finite-sample instrumental variables inference using an asymptotically pivotal statistic

Bekker, Paul A.; Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001585046

Finite-sample instrumental variables inference using an asymptotically pivotal statistic

Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753

Persistent link: https://www.econbiz.de/10001802801

Bayesian and classical approaches to instrumental variable regression

Kleibergen, Frank; Zivot, Eric - In: Journal of econometrics 114 (2003) 1, pp. 29-72

Persistent link: https://www.econbiz.de/10001738916

A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity

Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Econometric theory 40 (2024) 5, pp. 957-1002

Persistent link: https://www.econbiz.de/10015154314

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