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Efficient size correct subset inference in homoskedastic linear instrumental variables regression

Kleibergen, Frank - In: Journal of econometrics 221 (2021) 1, pp. 78-96

Persistent link: https://www.econbiz.de/10012618800

Unexplained factors and their effects on second pass image-squared's

Kleibergen, Frank; Zhang, Zhaoguo - In: Journal of econometrics 189 (2015) 1, pp. 101-116

Persistent link: https://www.econbiz.de/10011502495

Inference in second-order identified models

Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - In: Journal of econometrics 218 (2020) 2, pp. 346-372

Persistent link: https://www.econbiz.de/10012483005

Identification-robust inference on risk premia of mimicking portfolios of non-traded factors

Kleibergen, Frank; Zhang, Zhaoguo - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 155-190

Persistent link: https://www.econbiz.de/10011987757

A test for Kronecker Product Structure covariance matrix

Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Journal of econometrics 233 (2023) 1, pp. 88-112

Persistent link: https://www.econbiz.de/10014340952

Comment on: identification robust testing of risk premia in finite samples

Khalaf, Lynda - In: Journal of financial econometrics 21 (2023) 2, pp. 298-302

Persistent link: https://www.econbiz.de/10014314743

Discussion of identification robust testing of risk premia in finite samples

Peñaranda, Francisco - In: Journal of financial econometrics 21 (2023) 2, pp. 306-310

Persistent link: https://www.econbiz.de/10014314745

Incorporating responsiveness to marketing efforts in brand choice modeling

Fok, Dennis; Paap, Richard; Franses, Philip Hans - In: Econometrics : open access journal 2 (2014) 1, pp. 20-44

We put forward a brand choice model with unobserved heterogeneity that concerns responsiveness to marketing efforts. We introduce two latent segments of households. The first segment is assumed to respond to marketing efforts, while households in the second segment do not do so. Whether a...

Persistent link: https://www.econbiz.de/10010336207

Common large innovations across nonlinear time series

Franses, Philip Hans; Paap, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 251-263

Persistent link: https://www.econbiz.de/10009739551

What do professional forecasters actually predict?

Nibbering, Didier; Paap, Richard; Wel, Michel van der - In: International journal of forecasting 34 (2018) 2, pp. 288-311

Persistent link: https://www.econbiz.de/10012030904