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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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Baysian analysis of ARMA models
Kleibergen, Frank; Hoek, Henk - 2000
Persistent link: https://www.econbiz.de/10001472914
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Cointegration in a periodic vector autoregression
Kleibergen, Frank; Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495876
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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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Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1995
Persistent link: https://www.econbiz.de/10000926871
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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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Oil price shocks and long run price and import demand behavior
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1997
Persistent link: https://www.econbiz.de/10000972342