Zoekresultaten
Resultaat 1 - 17 (van 17)
Frank Kleibergen An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators
Non-fictie
Engels | 40 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
Frank Kleibergen Reduced rank regression using generalized method of moments estimators with extensions to structural breaks in cointegration models
Non-fictie
Engels | 29 pagina's | Econometric Institute, Rotterdam | 1997
Gedrukt boek
Frank Kleibergen Reduced rank regression using generalized method of moments estimators
Non-fictie
Engels | 58 pagina's | Tilburg University], [Tilburg | 1996
Gedrukt boek
Frank Kleibergen | J.-P. Urbain | Herman K. van Dijk A cointegration study of aggregate imports using likelihood based testing principles
Non-fictie
Engels | 31 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1995
Gedrukt boek
Frank Kleibergen | R. Paap Generalized reduced rank tests using the singular value decomposition
Non-fictie
Engels | 23 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Frank Kleibergen Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
with applications to the instrumental variables regression model
Non-fictie
Engels | 56 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Frank Kleibergen | R. Paap Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
Non-fictie
Engels | 31 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1998
Gedrukt boek
Frank Kleibergen | Herman K. van Dijk On the shape of the likelihood/posterior in cointegration models
Non-fictie
Engels | 36 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
Frank Kleibergen | Herman K. van Dijk Efficient computer generation of matric-variate t drawings with an application to Bay[e]sian estimation of simple market models
Non-fictie
Engels | 17 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1992
Gedrukt boek
Frank Kleibergen Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek
Frank Kleibergen Equality restricted random variables: densities and sampling algorithms
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1997
Gedrukt boek
Frank Kleibergen | R. Paap Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Non-fictie
Engels | 41 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1997
Gedrukt boek
Frank Kleibergen | Philip Hans Franses Direct cointegration testing in periodic vector autoregressive models
Non-fictie
Engels | 20 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
Frank Kleibergen | Herman K. van Dijk Direct cointegration testing in error correction models
Non-fictie
Engels | 35 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
Frank Kleibergen Testing parameters in GMM without assuming that they are identified
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2001
Gedrukt boek
Frank Kleibergen The influence of exogenous variables on long run parameters: an application to price level and import demand models
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1995
Gedrukt boek
Frank Kleibergen | Herman K. van Dijk Nonstationarity in GGARCH models
a Bayesian analysis
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1993
Gedrukt boek