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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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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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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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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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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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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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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001619184