The following pages link to Frank Kleibergen (Q274907):
Displaying 15 items.
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Oil price shocks and long run price and import demand behavior (Q1962597) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- A test for Kronecker product structure covariance matrix (Q2688652) (← links)
- On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression (Q2859552) (← links)
- Testing Parameters in GMM Without Assuming that They Are Identified (Q5393926) (← links)
