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Reduced rank regression using generalized method of moments estimators
Kleibergen, Frank - 1996
Persistent link: https://www.econbiz.de/10000932782
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The joint estimation of term structures and credit spreads
Houweling, Patrick; Hoek, Jaap; Kleibergen, Frank - 1999
Persistent link: https://www.econbiz.de/10001371242
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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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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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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001619184
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001585046
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The joint estimation of term structures and credit spreads
Houweling, Patrick; Hoek, Jaap; Kleibergen, Frank - In: Journal of empirical finance 8 (2001) 3, pp. 297-323
Persistent link: https://www.econbiz.de/10001587071
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[Rezension von: Bauwens, L., ...,:: Bayesian inference in dynamic econometric models]
Kleibergen, Frank - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 5, pp. 701-702
Persistent link: https://www.econbiz.de/10001563784
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Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J.; Kleibergen, Frank - 1999
Persistent link: https://www.econbiz.de/10001412101