Kleibergen, Frank Roland

Cointegration in multivariate periodic time series models / Philip Hans Franses, Frank Kleibergenschema:ProductModel Finite-sample instrumental variables inference using an asymptotically pivotal statistic / P.A. Bekker and F. Kleibergenschema:ProductModel Finite-sample instrumental variables inference using an asymptotically pivotal statistic / Paul A. Bekker and Frank Kleibergenschema:ProductModel Finite-sample instrumental variables inference using an asymptotically pivotal statistic / Paul A. Bekker and Frank Kleibergenschema:ProductModel Finite-sample instrumental variables inference using an asymptotically pivotal statistic / Paul A. Bekker and Frank Kleibergenschema:ProductModel Finite-sample instrumental variables inference using an asymptotically pivotal statistic / Paul A. Bekker, Frank Kleibergenschema:ProductModel Likelihood-based cointegration analysis in panels of vector error correction models / Jan J.J. Groen, Frank R. Kleibergenschema:ProductModel The joint estimation of term structures and credit spread / Patrick Houweling, Jaap Hoek, Frank Kleibergenschema:ProductModel The joint estimation of term structures and credit spreads / Houweling P., Hoek J., & Kleibergen F.Rschema:ProductModel The joint estimation of term structures and credit spreads / Jaap Hoek, Patrick Houweling and Frank Kleibergenschema:ProductModel The joint estimation of term structures and credit spreads / Jaap Hoek, Patrick Houweling and Frank Kleibergenschema:ProductModel The joint estimation of term structures and credit spreads / Patrick Houweling, Jaap Hoek, Frank Kleibergenschema:ProductModel

A cointegration study of aggregate imports using likelihood based testing principles / Frank Kleibergen, Jean-Pierre Urbain and Herman K. van Dijkschema:ProductModel A cointegration study of aggregate imports using likelihood based testing principles / Frank Kleibergen, Jean-Pierre Urbain, Herman K. van Dijkschema:ProductModel An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators / Kleibergen F.schema:ProductModel Bayesian analysis of ARMA models / Frank Kleibergen, Henk Hoekschema:ProductModel Bayesian analysis of ARMA models / Frank Kleibergen, Henk Hoekschema:ProductModel Bayesian analysis of ARMA models using noninformative priors / by Frank Kleibergen and Henk Hoekschema:ProductModel Bayesian analysis of ARMA models using noninformative priors / by Frank Kleibergen and Henk Hoekschema:ProductModel Bayesian analysis of ARMA models using noninformative priors / Frank Kleibergen and Henk Hoekschema:ProductModel Bayesian analysis of ARMA models using noninformative priors / Frank Kleibergen, Henk Hoekschema:ProductModel Bayesian analysis of ARMA models using noninformative priors / Frank Kleibergen, Henk Hoekschema:ProductModel Bayesian and classical approaches to instrumental variable regression / Kleibergen F.R., & Zivot Eschema:ProductModel Bayesian simultaneous equation model analysis : on the existence of structural posterior moments / F.R. Kleibergen and H.K. van Dijkschema:ProductModel Bayesian simultaneous equation model analysis : on the existence of structural posterior moments / Frank Kleibergen, Herman K. van Dijkschema:ProductModel Bayesian simultaneous equations analysis using reduced rank structures / Frank Kleibergen and Herman K. van Dijkschema:ProductModel Bayesian simultaneous equations analysis using reduced rank structures / Frank Kleibergen, Herman K. van Dijkschema:ProductModel Baysian analysis of ARMA models using noninformative priors / Frank Kleibergen and Henk Hoekschema:ProductModel Baysian analysis of simultaneous equation models using noninformative priors / Frank Kleibergen, Herman K. van Dijkschema:ProductModel Cointegration in a periodic vector autoregression / Kleibergen F.R., & Franses Ph.H.B.Fschema:ProductModel Conditional densities in econometrics / Kleibergen, F.Rschema:ProductModel Direct cointegration testing in error correction models / F.R. Kleibergen and H.K. van Dijkschema:ProductModel ... show all 60