Similar Search Results

Finite-sample instrumental variables inference using an asymptotically pivotal statistic

Bekker, Paul A.; Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001619184

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

Finite-sample instrumental variables inference using an asymptotically pivotal statistic

Bekker, Paul A.; Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001585046

Exact inference for the linear model with groupwise heteroscedastic spherical disturbances

Bekker, Paul A. - In: Journal of econometrics 111 (2002) 2, pp. 285-302

Persistent link: https://www.econbiz.de/10001715749

Assumption-equivalent inference in an instrumental variable setting

Bekker, Paul A. - 1998

Persistent link: https://www.econbiz.de/10001567626

Identifiability and nonstationarity in classical and Bayesian econometrics

Kleibergen, Frank - 1994

Persistent link: https://www.econbiz.de/10000895447

Equality restricted random variables : densities and sampling algorithms

Kleibergen, Frank - 1997

Persistent link: https://www.econbiz.de/10000953441

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

Pivotal statistics for testing structural parameters in instrumental variables regression

Kleibergen, Frank - 2000

Persistent link: https://www.econbiz.de/10001501635

Testing parameters in GMM without assuming that they are identified

Kleibergen, Frank - 2001

Persistent link: https://www.econbiz.de/10001594646