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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
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Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank; Dijk, Herman K. van - In: Econometric theory 14 (1998) 6, pp. 701-743
Persistent link: https://www.econbiz.de/10001352109
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ARTICLES - Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures
Kleibergen, Frank; Dijk, Herman K.van - In: Econometric theory 14 (1998) 6, pp. 701-743
Persistent link: https://www.econbiz.de/10006991063
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On the Shape of the Likelihood-Posterior in Cointegration Models
Kleibergen, Frank; Dijk, Herman K.van - In: Econometric theory 10 (1994) 3-4, pp. 514-551
Persistent link: https://www.econbiz.de/10007014662
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FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
Bekker, Paul; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10006967473