Browsing All of EconStor by Author Kleibergen, Frank
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
1997 | Bayesian Analysis of ARMA Models using Noninformative Priors | Kleibergen, Frank; Hoek, Henk |
1998 | Bayesian Simultaneous Equations Analysis using Reduced Rank Structures | Kleibergen, Frank; van Dijk, Herman K. |
1999 | The Joint Estimation of Term Structures and Credit Spreads | Houweling, Patrick; Hoek, Jaap; Kleibergen, Frank |
2000 | Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression | Kleibergen, Frank |
2000 | The Bayesian Score Statistic | Kleibergen, Frank; Kleijn, Richard; Paap, Richard |
2001 | How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models | Kleibergen, Frank |
2001 | Testing Parameters in GMM without Assuming that they are identified | Kleibergen, Frank |
2001 | Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic | Bekker, Paul A.; Kleibergen, Frank |
2002 | Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic | Kleibergen, Frank |
2003 | Generalized Reduced Rank Tests using the Singular Value Decomposition | Kleibergen, Frank; Paap, Richard |
2019 | A more powerful subvector Anderson Rubin test in linear instrumental variables regression | Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles |