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Identifiability and nonstationarity in classical and Bayesian econometrics
Kleibergen, Frank - 1994
Persistent link: https://www.econbiz.de/10000895447
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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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How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models
Kleibergen, Frank - 2001
We obtain invariant expressions for prior probabilities and priors onthe parameters of nested regression models that are induced by aprior on the parameters of an encompassing linear regression model.The invariance is with respect to specifications that satisfy anecessary set of assumptions....
Persistent link: https://www.econbiz.de/10011317455
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Pivotal statistics for testing structural parameters in instrumental variables regression
Kleibergen, Frank - 2000
Persistent link: https://www.econbiz.de/10001501635
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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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How to overcome the Jeffreys-Lindleys paradox for invariant Bayesian inference in regression models
Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001601277
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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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Reduced rank regression using GMM
Kleibergen, Frank - In: Generalized method of moments estimation, (pp. 171-210). 1999
Persistent link: https://www.econbiz.de/10001437707
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The influence of exogenous variables on long run parameters : an application to price level and import demand models
Kleibergen, Frank - 1995
Persistent link: https://www.econbiz.de/10000912281