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Results: 57
Number of items: 57
  • Open Access
    Kleibergen, F. (2003). Orthogonal statistics and the density of the liml estimator. (UvA Econometrics Discussion Paper; No. 2003/11). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/477fulltext.pdf
  • Kleibergen, F. R. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression. Econometrica, 70, 1781-1804. https://doi.org/10.1111/1468-0262.00353
  • Kleibergen, F. R., & Paap, R. (2002). Priors, posterior odds and Bayes factors in bayesian analyses of coinegration. Journal of Econometrics, 111, 223-249. https://doi.org/10.1016/S0304-4076(02)00105-7
  • Open Access
    Kleibergen, F. R. (2002). Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic. (UvA Econometrics Discussion Paper; No. 2002/24). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/470fulltext.pdf
  • Open Access
    Kleibergen, F. R., & Paap, R. (2002). Generalized reduced rank tests using the singular value decomposition. (UvA Econometrics Discussion Paper; No. 2002/25). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/471fulltext.pdf
  • Open Access
    Kleibergen, F. (2002). Testing parameters in GMM without assuming that they are identifiied. (UvA Econometrics Discussion Paper; No. 2002/23). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/469fulltext.pdf
  • Kleibergen, F. R. (2001). Testing parameters in GMM without assuming that they are identified. (Tinbergen Institute Discussion Paper; No. TI 2001-067/4). Tinbergen Institute. http://papers.tinbergen.nl/01067.pdf
  • Kleibergen, F. R. (2001). How to overcome the Jeffreys-Lindleys Paradox for invariant Bayesian Inference in Regression Models. (Tinbergen Institute Discussion Paper; No. TI 2001-073/4). Tinbergen Institute. http://papers.tinbergen.nl/01073.pdf
  • Houweling, P., Hoek, J., & Kleibergen, F. R. (2001). The Joint Estimation of Term Structures and Credit Spreads. Journal of Empirical Finance, 8, 297-323.
  • Bekker, P., & Kleibergen, F. R. (2001). Finite-sample instrumental variables Inference using an Asymptotically Pivotal Statistic. (Tinbergen Institute Discussion paper; No. TI 2001-055/4). Tinbergen Institute. http://papers.tinbergen.nl/01055.pdf
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