Kleibergen, Frank (Frank Roland)
Kleibergen, F.
Frank Kleibergen chercheur
Kleibergen, Frank
VIAF ID: 199033435 ( Personal )
Permalink: http://viaf.org/viaf/199033435
Preferred Forms
- 100 0 _ ‡a Frank Kleibergen ‡c chercheur
- 100 1 _ ‡a Kleibergen, F.
- 100 1 _ ‡a Kleibergen, Frank
-
4xx's: Alternate Name Forms (8)
Works
Title | Sources |
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An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators | |
Bayesian analysis of ARMA models using noninformative priors | |
Bayesian and classical approaches to instrumental variable regression | |
The Bayesian score statistic | |
Bayesian simultaneous equations analysis using reduced rank structures | |
Cointegration in multivariate periodic time series models | |
Conditional densities in econometrics, 36 pp. the business cycle | |
Direct cointegration testing in periodic vector autoregressive models | |
Efficient computer generation of matric-variate t drawings with an application to Bay[e]sian estimation of simple market models | |
Equality restricted random variables: densities and sampling algorithms | |
Finite-sample instrumental variables inference using an asymptotically pivotal statistic | |
Generalized reduced rank tests using the singular value decomposition | |
How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models | |
Identifiability and nonstationarity in classical and Bayesian econometrics | |
The joint estimation of term structures and credit spreads | |
Nonstationarity in GGARCH models : a Bayesian analysis | |
Oil price shocks and long rung price and import demand behavior | |
On the shape of the likelihood/posterior in cointegration models | |
Pivotal statistics for testing subsets of structural parameters in the IV regression model | |
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration | |
Reduced rank regression using generalized method of moments estimators | |
Testing parameters in GMM without assuming that they are identified | |
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic |