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On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2649-2666
Persistent link: https://www.econbiz.de/10009689456
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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
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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