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Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank; Franses, Philip Hans - 1995
Persistent link: https://www.econbiz.de/10000915606
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Unit roots in the Nelson-Plosser data : do they matter for forecasting?
Franses, Philip Hans - In: International journal of forecasting 12 (1996) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10001204614
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Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank - 2000
Persistent link: https://www.econbiz.de/10001477405
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Pivotal statistics for testing structural parameters in instrumental variables regression
Kleibergen, Frank - 2000
Persistent link: https://www.econbiz.de/10001501635
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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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The influence of exogenous variables on long run parameters : an application to price level and import demand models
Kleibergen, Frank - 1995
Persistent link: https://www.econbiz.de/10000912281
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Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank - 1997
Persistent link: https://www.econbiz.de/10000953441
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001594646
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How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models
Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001601277