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Results: 57
Number of items: 57
  • Kleibergen, F., & Kong, L. (2025). Identification robust inference for the risk premium in term structure models. Journal of Econometrics, 248, Article 105728. https://doi.org/10.1016/j.jeconom.2024.105728, https://doi.org/10.1016/j.jeconom.2024.105728
  • Open Access
    Kleibergen, F., & Zhan, Z. (2025). A Powerful Test Needs to Be Size-Correct: Response to "robust Inference for Consumption-Based Asset Pricing with Power". Critical Finance Review, 14(1), 179-185. https://doi.org/10.1561/104.00000155
  • Kleibergen, F., & Zhaoguo, Z. (2024, November 1). Double Robust Inference for Continuous Updating GMM [Data set]. Zenodo. https://doi.org/10.5281/zenodo.14025673
  • Open Access
    Guggenberger, P., Kleibergen, F., & Mavroeidis, S. (2024). A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedastictiy. Econometric Theory, 40(5), 957-1002. https://doi.org/10.1017/S0266466622000627
  • Open Access
    Schenk, T. D. (2024). Essays in causal inference with panel data. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Miyazato Szini, G. M. (2024). Advances in panel and network econometrics. [Thesis, fully internal, Universiteitsbibliotheek].
  • Open Access
    Guggenberger, P., Kleibergen, F., & Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix. Journal of Econometrics, 223(1), 88-112. https://doi.org/10.1016/j.jeconom.2022.01.005
  • Open Access
    Kleibergen, F., Kong, L., & Zhan, Z. (2023). Identification Robust Testing of Risk Premia in Finite Samples. Journal of Financial Econometrics, 21(2), 263–297. https://doi.org/10.1093/jjfinec/nbac010
  • Open Access
    Bun, M. J. G., & Kleibergen, F. (2022). Identification robust inference for moments-based analysis of linear dynamic panel data models. Econometric Theory, 38(4), 689-751. https://doi.org/10.1017/S026646662100027X
  • Open Access
    Janssens, E. F. (2022). Estimation and identification in macroeconomic models with incomplete markets. [Thesis, fully internal, Universiteitsbibliotheek].
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