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Pivotal statistics for testing structural parameters in instrumental variables regression

Kleibergen, Frank - 2000

Persistent link: https://www.econbiz.de/10001501635

Testing parameters in GMM without assuming that they are identified

Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001594646

Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic

Kleibergen, Frank - 2002

Persistent link: https://www.econbiz.de/10001689284

Pivotal statistics for testing structural parameters in instrumental variables regression

Kleibergen, Frank - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 1781-1803

Persistent link: https://www.econbiz.de/10001702244

Testing parameters in GMM without assuming that they are identified

Kleibergen, Frank - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1103-1123

Persistent link: https://www.econbiz.de/10003013545

A Test for Kronecker Product Structure Covariance Matrix

Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - 2021

We propose a test for a covariance matrix to have Kronecker Product Structure (KPS). KPS implies a reduced rank restriction on an invertible transformation of the covariance matrix and the new procedure is an adaptation of the Kleibergen-Paap (2006) reduced rank test. The main extension concerns...

Persistent link: https://www.econbiz.de/10013227366