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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Theorie"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Kleibergen, Frank"
~source:"econis"
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Kleibergen, Frank
Andrews, Donald W. K.
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Report / Econometric Institute, Erasmus University Rotterdam
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper / Tinbergen Institute
9
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Econometric theory
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
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2
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
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3
Reduced rank regression using generalized method of moments estimators : with extensions to structural breaks in cointegration models
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000977986
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4
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
5
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
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