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Results: 3
Number of items: 3
  • Open Access
    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
  • 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
    Kong, L. (2021). Identification robust testing in linear factor models. [Thesis, fully internal, Universiteit van Amsterdam]. Tinbergen Institute.
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