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Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank; Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10000952475
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Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000952481
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Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank - 1997
Persistent link: https://www.econbiz.de/10000953441
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Optimal confidence intervals for the tail index and high quantiles
Ferreira, Ana; Vries, Casper G. de - 2004
Persistent link: https://www.econbiz.de/10002200680
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001594646
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Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank - 2002
Persistent link: https://www.econbiz.de/10001689284
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Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank - 2000
Persistent link: https://www.econbiz.de/10001477405
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Abnormal returns, risk, and options in large data sets
Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994496
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank; Dijk, Herman K. van - 1998
Persistent link: https://www.econbiz.de/10000981254