Alles van: Frank Kleibergen
Resultaat 1 - 20 (van 35)
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 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
Jaap Hoek | Patrick Houweling | Frank Kleibergen The joint estimation of term structures and credit spreads
Non-fictie
Engels | 38 pagina's | Erasmus Center for Financial Research, Erasmus University Rotterdam, Rotterdam | 2002
Gedrukt boek
Paul A. Bekker | Frank Kleibergen Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Non-fictie
Engels | 20 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2001
Gedrukt boek
Frank Kleibergen How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models
Non-fictie
Engels | 22 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2001
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 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 Pivotal statistics for testing structural parameters in instrumental variables regression
Non-fictie
Engels | 23 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Frank Kleibergen Pivotal statistics for testing subsets of structural parameters in the IV regression model
Non-fictie
Engels | 28 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Frank Kleibergen | Richard Kleijn | R. Paap The Bayesian Score Statistic
Non-fictie
Engels | 18 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2000
Gedrukt boek
Frank Kleibergen | Philip Hans Franses Cointegration in a periodic vector autoregression
Non-fictie
Engels | 18 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek
Jan J.J. Groen | Frank Kleibergen Likelihood-based cointegration analysis in panels of vector error correction models
Non-fictie
Engels | 44 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1999
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 Bayesian simultaneous equations analysis using reduced rank structures
Non-fictie
Engels | 45 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek
Frank Kleibergen | Eric Zivot Bayesian and classical approaches to instrumental variable regression
Non-fictie
Engels | 38 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
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 Conditional densities in econometrics
Non-fictie
Engels | 36 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
Philip Hans Franses | Frank Kleibergen Cointegration in multivariate periodic time series models
Non-fictie
Engels | 25 pagina's | Econometric Institute, Rotterdam | 1997
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 | Henk Hoek Bayesian analysis of ARMA models using noninformative priors
Non-fictie
Engels | 24 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1997
Gedrukt boek