Frank Kleibergen
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Frank Kleibergen & Lingwei Kong, 2023.
"Identification Robust Inference for the Risk Premium in Term Structure Models,"
Papers
2307.12628, arXiv.org.
Cited by:
- Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023. "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, vol. 150(2).
- Frank Kleibergen & Zhaoguo Zhan, 2022.
"Misspecification and Weak Identification in Asset Pricing,"
Papers
2206.13600, arXiv.org.
Cited by:
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 311-315.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Papers
2103.11371, arXiv.org, revised Oct 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Economics Series Working Papers 960, University of Oxford, Department of Economics.
Cited by:
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020.
"A Test for Kronecker Product Structure Covariance Matrix,"
Papers
2010.10961, arXiv.org, revised Jan 2022.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
Cited by:
- Sentana, Enrique, 2024.
"Finite underidentification,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.
- Frank Kleibergen & Zhaoguo Zhan, 2021.
"Double robust inference for continuous updating GMM,"
Papers
2105.08345, arXiv.org.
Cited by:
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
- Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 311-315.
- Adrian Mehic, 2021. "FDML versus GMM for Dynamic Panel Models with Roots Near Unity," JRFM, MDPI, vol. 14(9), pages 1-9, August.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020.
"A Test for Kronecker Product Structure Covariance Matrix,"
Papers
2010.10961, arXiv.org, revised Jan 2022.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
Cited by:
- He, Yong & Kong, Xinbing & Trapani, Lorenzo & Yu, Long, 2023. "One-way or two-way factor model for matrix sequences?," Journal of Econometrics, Elsevier, vol. 235(2), pages 1981-2004.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Economics Series Working Papers
960, University of Oxford, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
- Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017.
"Inference in Second-Order Identified Models,"
Economics Discussion Paper Series
1703, Economics, The University of Manchester.
- Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020. "Inference in second-order identified models," Journal of Econometrics, Elsevier, vol. 218(2), pages 346-372.
Cited by:
- Sentana, Enrique, 2024.
"Finite underidentification,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.
- Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Hugo Kruiniger, 2023. "Large sample properties of GMM estimators under second-order identification," Papers 2307.13475, arXiv.org.
- Frank Kleibergen & Zhaoguo Zhan, 2014.
"Unexplained factors and their effects on second pass R-squared’s,"
UvA-Econometrics Working Papers
14-05, Universiteit van Amsterdam, Dept. of Econometrics.
- Kleibergen, Frank & Zhan, Zhaoguo, 2015. "Unexplained factors and their effects on second pass R-squared’s," Journal of Econometrics, Elsevier, vol. 189(1), pages 101-116.
Cited by:
- Tobias Adrian & Evan Friedman & Tyler Muir, 2015.
"The cost of capital of the financial sector,"
Staff Reports
755, Federal Reserve Bank of New York.
- Adrian, Tobias & Muir, Tyler, 2015. "The Cost of Capital of the Financial Sector," CEPR Discussion Papers 11031, C.E.P.R. Discussion Papers.
- Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011.
"Regression-based estimation of dynamic asset pricing models,"
Staff Reports
493, Federal Reserve Bank of New York.
- Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
- Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
- Anatolyev, Stanislav & Mikusheva, Anna, 2021.
"Limit Theorems For Factor Models,"
Econometric Theory, Cambridge University Press, vol. 37(5), pages 1034-1074, October.
- Stanislav Anatolyev & Anna Mikusheva, 2018. "Limit Theorems for Factor Models," Papers 1807.06338, arXiv.org, revised Sep 2020.
- Gregory Connor & Robert A. Korajczyk, 2019.
"Semi-strong factors in asset returns,"
Economics Department Working Paper Series
n294-19.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Robert A Korajczyk, 2024. "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 70-93.
- Tédongap, Roméo & Tinang, Jules, 2024. "International asset pricing with heterogeneous agents: Estimation and inference," Journal of Empirical Finance, Elsevier, vol. 75(C).
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2015.
"Nonparametric testing for anomaly effects in empirical asset pricing models,"
Empirical Economics, Springer, vol. 48(1), pages 9-36, February.
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2014. "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers 09-2014, Singapore Management University, School of Economics.
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
- Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
Papers
1809.03584, arXiv.org, revised Oct 2019.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.
- Lingwei Kong, 2023. "Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models," Papers 2307.14499, arXiv.org.
- Lin, Qi, 2021. "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, vol. 127(C).
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018.
"Dissecting Characteristics Nonparametrically,"
CESifo Working Paper Series
7187, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020. "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
- Antoine A. Djogbenou, 2017.
"Model Selection In Factor-augmented Regressions With Estimated Factors,"
Working Paper
1391, Economics Department, Queen's University.
- Antoine A. Djogbenou, 2021. "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 470-503, April.
- Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2019.
"Too good to be true? Fallacies in evaluating risk factor models,"
Journal of Financial Economics, Elsevier, vol. 132(2), pages 451-471.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017. "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper 2017-9, Federal Reserve Bank of Atlanta.
- Díaz Antonia & Puch Luis A., 2019.
"Investment, technological progress and energy efficiency,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-28, June.
- Antonia Diaz & Luis A. Puch, 2016. "Investment, Technological Progress and Energy Efficiency," Working Papers 909, Barcelona School of Economics.
- Cisil Sarisoy & Bas J.M. Werker, 2024. "Linear Factor Models and the Estimation of Expected Returns," Finance and Economics Discussion Series 2024-014, Board of Governors of the Federal Reserve System (U.S.).
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020.
"Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference,"
Cahiers de recherche
15-2020, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020. "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers 2020s-30, CIRANO.
- Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2024. "GMM weighting matrices in cross-sectional asset pricing tests," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020.
"Bayesian solutions for the factor zoo: we just ran two quadrillion models,"
LSE Research Online Documents on Economics
118924, London School of Economics and Political Science, LSE Library.
- Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023. "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, vol. 78(1), pages 487-557, February.
- Atsushi Inoue & Barbara Rossi, 2015. "Tests for the validity of portfolio or group choice in financial and panel regressions," Economics Working Papers 1523, Department of Economics and Business, Universitat Pompeu Fabra.
- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2019.
"Procyclical leverage in Europe and its role in asset pricing,"
Discussion Papers
10/2019, Deutsche Bundesbank.
- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2020. "Procyclical leverage in Europe and its role in asset pricing," Journal of International Money and Finance, Elsevier, vol. 107(C).
- Stanislav Anatolyev & Anna Mikusheva, 2018.
"Factor models with many assets: strong factors, weak factors, and the two-pass procedure,"
Papers
1807.04094, arXiv.org, revised Apr 2019.
- Anatolyev, Stanislav & Mikusheva, Anna, 2022. "Factor models with many assets: Strong factors, weak factors, and the two-pass procedure," Journal of Econometrics, Elsevier, vol. 229(1), pages 103-126.
- Beaulieu, Marie-Claude & Gagnon, Marie-Hélène & Khalaf, Lynda, 2016. "Less is more: Testing financial integration using identification-robust asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 171-190.
- Khalaf, Lynda & Schaller, Huntley, 2016. "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 165-177.
- Sun, Yucheng & Xu, Wen & Zhang, Chuanhai, 2023. "Identifying latent factors based on high-frequency data," Journal of Econometrics, Elsevier, vol. 233(1), pages 251-270.
- Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui, 2024. "Mining the factor zoo: Estimation of latent factor models with sufficient proxies," Journal of Econometrics, Elsevier, vol. 239(2).
- Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
- Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023. "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, vol. 150(2).
- Seung C. Ahn & Alex R. Horenstein, 2017. "Asset Pricing and Excess Returns over the Market Return," Working Papers 2017-12, University of Miami, Department of Economics.
- Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020. "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers 62/2020, Deutsche Bundesbank.
- M. Hashem Pesaran & Ron P. Smith, 2021. "Factor Strengths, Pricing Errors, and Estimation of Risk Premia," CESifo Working Paper Series 8947, CESifo.
- Maurice J.G. Bun & Frank Kleibergen, 2013.
"Identification and inference in moments based analysis of linear dynamic panel data models,"
UvA-Econometrics Working Papers
13-07, Universiteit van Amsterdam, Dept. of Econometrics.
Cited by:
- Piccoli, Luca & Tiezzi, Silvia, 2020.
"Rational Addiction and Time Consistency: An Empirical Test,"
IZA Discussion Papers
12906, Institute of Labor Economics (IZA).
- Piccoli, Luca & Tiezzi, Silvia, 2021. "Rational addiction and time-consistency: An empirical test," Journal of Health Economics, Elsevier, vol. 80(C).
- Owen Davis & Siavash Radpour, 2021. "Dissecting the Pandemic Retirement Surge," SCEPA publication series. 2021-05, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-37-19, University of Passau, Faculty of Business and Economics.
- Tue Gørgens & Chirok Han & Sen Xue, 2019.
"Moment Restrictions and Identification in Linear Dynamic Panel Data Models,"
Annals of Economics and Statistics, GENES, issue 134, pages 149-176.
- Tue Gorgens & Chirok Han & Sen Xue, 2016. "Moment restrictions and identification in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-633, Australian National University, College of Business and Economics, School of Economics.
- Alexander Chudik & M. Hashem Pesaran, 2017. "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas, revised 27 Mar 2021.
- Mehmet Caner & Xu Han & Yoonseok Lee, 2018.
"Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 24-46, January.
- Yoonseok Lee & Mehmet Caner & Xu Han, 2015. "Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Center for Policy Research Working Papers 177, Center for Policy Research, Maxwell School, Syracuse University.
- Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Practical aspects of using quadratic moment conditions in linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-38-19, University of Passau, Faculty of Business and Economics.
- Sentana, Enrique, 2024.
"Finite underidentification,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.
- Fritsch, Markus & Pua, Andrew Adrian Yu & Schnurbus, Joachim, 2019. "Pdynmc - An R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-39-19, University of Passau, Faculty of Business and Economics.
- Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
- Tue Gorgens & Chirok Han & Sen Xue, 2016. "Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-635, Australian National University, College of Business and Economics, School of Economics.
- Feridoon Koohi-Kamali & Amit Roy, 2021. "Environmental Shocks and Child Labor: A Panel Data Ethiopia & India," SCEPA working paper series. 2021-05, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Fritsch, Markus, 2019. "On GMM estimation of linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-36-19, University of Passau, Faculty of Business and Economics.
- Piccoli, Luca & Tiezzi, Silvia, 2020.
"Rational Addiction and Time Consistency: An Empirical Test,"
IZA Discussion Papers
12906, Institute of Labor Economics (IZA).
- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,"
Econometric Institute Research Papers
EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
Cited by:
- Giuseppe Migali & Ian Walker, 2011.
"Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education,"
Working Papers
2248796, Lancaster University Management School, Economics Department.
- Giuseppe Migali & Ian Walker, 2018. "Estimates of the Causal Effects of Education on Earnings over the Life Cycle with Cohort Effects and Endogenous Education," CESifo Economic Studies, CESifo Group, vol. 64(3), pages 516-544.
- Lawrence Kessler & Murat Munkin, 2015. "Bayesian estimation of panel data fractional response models with endogeneity: an application to standardized test rates," Empirical Economics, Springer, vol. 49(1), pages 81-114, August.
- Li, Mingliang & Tobias, Justin L., 2011. "Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling," Journal of Econometrics, Elsevier, vol. 162(2), pages 345-361, June.
- Torun, Huzeyfe & Tumen, Semih, 2016.
"The Empirical Content of Season-of-Birth Effects: An Investigation with Turkish Data,"
IZA Discussion Papers
10203, Institute of Labor Economics (IZA).
- Huzeyfe Torun & Semih Tumen, 2017. "The Empirical Content of Season-of-Birth Effects: An Investigation with Turkish Data," Working Papers 1721, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Huzeyfe Torun & Semih Tumen, 2017. "The empirical content of season-of-birth effects: An investigation with Turkish data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 37(57), pages 1825-1860.
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Martin Halla & Martina Zweimüller, 2014.
"Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident,"
NRN working papers
2014-01, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Martin Halla & Martina Zweimüller, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," Economics working papers 2014-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," NRN working papers 2014-02, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Halla, Martin & Zweimüller, Martina, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," IZA Discussion Papers 7968, Institute of Labor Economics (IZA).
- Jean-Pierre Florens & Anna Simoni, 2021.
"Revisiting Identification Concepts in Bayesian Analysis,"
Post-Print
hal-03504692, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
- Qian Li & Pravin K. Trivedi, 2016. "Adverse and Advantageous Selection in the Medicare Supplemental Market: A Bayesian Analysis of Prescription drug Expenditure," Health Economics, John Wiley & Sons, Ltd., vol. 25(2), pages 192-211, February.
- Lennart Hoogerheide & Joern H. Block & Roy Thurik, 2010.
"Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis,"
Tinbergen Institute Discussion Papers
10-075/3, Tinbergen Institute.
- Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy, 2012. "Family background variables as instruments for education in income regressions: A Bayesian analysis," Economics of Education Review, Elsevier, vol. 31(5), pages 515-523.
- Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014.
"The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach,"
Economics working papers
2014-03, Department of Economics, Johannes Kepler University Linz, Austria.
- Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," IZA Discussion Papers 8024, Institute of Labor Economics (IZA).
- Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," CDL Aging, Health, Labor working papers 1501, The Christian Doppler (CD) Laboratory Aging, Health, and the Labor Market, Johannes Kepler University Linz, Austria.
- Hoogerheide, L.F. & van Dijk, H.K., 2006. "A reconsideration of the Angrist-Krueger analysis on returns to education," Econometric Institute Research Papers EI 2006-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dyevre, Arthur & Lampach, Nicolas, 2018. "The origins of regional integration: Untangling the effect of trade on judicial cooperation," International Review of Law and Economics, Elsevier, vol. 56(C), pages 122-133.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016.
"Parallelization experience with four canonical econometric models using ParMitISEM,"
Research Memorandum
013, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, vol. 4(1), pages 1-20, March.
- Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
- Ryo Kato & Takahiro Hoshino, 2018. "Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments," Discussion Paper Series DP2018-14, Research Institute for Economics & Business Administration, Kobe University.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
- Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008.
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"The Diaspora and economic development in Africa,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 785-817, November.
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"Religious Riots and Electoral Politics in India,"
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"Kyoto and the carbon footprint of nations,"
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"The economic impact of east–west migration on the European Union,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(3), pages 407-434, August.
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"Early Years Multi‐grade Classes and Pupil Attainment,"
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"Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans,"
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"Cross-Border Tax Effects on Affiliate Investment - Evidence from European Multinationals,"
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"The Role of Card Acceptance in the Transaction Demand for Money,"
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"Cash Transfers, Labor Supply, and Gender Inequality: Evidence from South Africa,"
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"The impact of agricultural extension and roads on poverty and consumption growth in fifteen Ethiopian villages:,"
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- Seong-Hoon Cho & Dayton Lambert & Seung Kim & Roland Roberts & William Park, 2011. "Relationship between value of open space and distance from housing locations within a community," Journal of Geographical Systems, Springer, vol. 13(4), pages 393-414, December.
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- Sualihu, Mohammed Aminu & Yawson, Alfred & Yusoff, Iliyas, 2021. "Do analysts’' forecast properties deter suboptimal labor investment decisions? Evidence from Regulation Fair Disclosure," Journal of Corporate Finance, Elsevier, vol. 69(C).
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"The Impacts of Climate Change and Air Pollution on Children's Education Outcomes: Evidence from Vietnam,"
IZA Discussion Papers
17160, Institute of Labor Economics (IZA).
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- Eugénie Joltreau, 2022. "Extended Producer Responsibility, Packaging Waste Reduction and Eco-design," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(3), pages 527-578, November.
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- Wei Fan & Catherine Porter, 2020. "Reinforcement or compensation? Parental responses to children’s revealed human capital levels," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(1), pages 233-270, January.
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"Revisiting the Employment Effects of Minimum Wages in Europe,"
German Economic Review, De Gruyter, vol. 19(4), pages 426-465, December.
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"Policy uncertainty and foreign direct investment,"
Review of International Economics, Wiley Blackwell, vol. 29(2), pages 195-227, May.
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"Replication to assess statistical adequacy,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-16.
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"What Doesn't Kill you Makes you Weaker: Prenatal Pollution Exposure and Educational Outcomes,"
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"Nonparametric estimation of finite measures,"
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"Does vocational education pay off in China? Evidence from city-level education supply shocks,"
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"Power outages and firm performance: a hydro-IV approach for a single electricity grid,"
LSE Research Online Documents on Economics
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"Do dictatorships redistribute more?,"
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"Demand of long‐term care and benefit eligibility across European countries,"
Health Economics, John Wiley & Sons, Ltd., vol. 27(8), pages 1175-1188, August.
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Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
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Econometric Society World Congress 2000 Contributed Papers
1600, Econometric Society.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Econometrics 9905001, University Library of Munich, Germany.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics.
- Wenjie Wang, 2012. "Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments," KIER Working Papers 810, Kyoto University, Institute of Economic Research.
- Das, Tirthatanmoy & Polachek, Solomon, 2017. "Micro Foundations of Earnings Differences," IZA Discussion Papers 10922, Institute of Labor Economics (IZA).
- Marcelo J. Moreira & Geert Ridder, 2020.
"Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression,"
Papers
2008.13042, arXiv.org, revised Sep 2021.
- Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
- Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"Structural inference from reduced forms with many instruments,"
Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
- Wayne Yuan Gao & Peter C.B. Phillips, 2016. "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.
- Jha, Chandan Kumar & Sarangi, Sudipta, 2018.
"Women and corruption: What positions must they hold to make a difference?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 151(C), pages 219-233.
- Chandan Kumar Jha & Sudipta Sarangi, 2014. "Women and Corruption: What Positions Must They Hold to Make a Difference?," 2014 Papers pjh13, Job Market Papers.
- Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
- Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
- Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
- Russell Davidson & James MacKinnon, 2006.
"Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables,"
Departmental Working Papers
2006-21, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
- Fe, Eduardo & Hollingsworth, Bruce, 2012. "Estimating the eect of retirement on mental health via panel discontinuity designs," MPRA Paper 38162, University Library of Munich, Germany.
- Gomes, Fábio Augusto Reis & Paz, Lourenço S., 2013. "Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 63-75.
- Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.
- Tom Boot & Johannes W. Ligtenberg, 2023. "Identification- and many instrument-robust inference via invariant moment conditions," Papers 2303.07822, arXiv.org, revised Sep 2023.
- Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013.
"The Validity of Instruments Revisited,"
Working Papers
2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2012. "The validity of instruments revisited," Journal of Econometrics, Elsevier, vol. 166(2), pages 255-266.
- Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008. "Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 146(2), pages 241-254, October.
- Guy Tchuente & Marine Carrasco, 2013.
"Regularized LIML for many instruments,"
CIRANO Working Papers
2013s-20, CIRANO.
- Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
- Marine Carrasco & Guy Tchuente, 2015. "Regularized LIML for many instruments," Studies in Economics 1515, School of Economics, University of Kent.
- Melvin Stephens, Jr. & Dou-Yan Yang, 2013.
"Compulsory Education and the Benefits of Schooling,"
NBER Working Papers
19369, National Bureau of Economic Research, Inc.
- Melvin Stephens Jr. & Dou-Yan Yang, 2014. "Compulsory Education and the Benefits of Schooling," American Economic Review, American Economic Association, vol. 104(6), pages 1777-1792, June.
- Humberto Moreira & Marcelo Moreira, 2016.
"Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors,"
CeMMAP working papers
CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
- Choi, Yoonseok, 2021. "Inflation dynamics, the role of inflation at different horizons and inflation uncertainty," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 649-662.
- Han Zhang & Jing Qin & Sonja I. Berndt & Demetrius Albanes & Lu Deng & Mitchell H. Gail & Kai Yu, 2020. "On Mendelian randomization analysis of case‐control study," Biometrics, The International Biometric Society, vol. 76(2), pages 380-391, June.
- Firmin Doko Tchatoka, 2011.
"Subset hypotheses testing and instrument exclusion in the linear IV regression,"
Working Papers
10668, University of Tasmania, Tasmanian School of Business and Economics.
- Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
- Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
- Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
- Chowdhury, Shyamal & Krause, Annabelle & Zimmermann, Klaus F., 2016.
"Arsenic contamination of drinking water and mental health,"
MERIT Working Papers
2016-037, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Chowdhury, Shyamal & Krause-Pilatus, Annabelle & Zimmermann, Klaus F., 2015. "Arsenic Contamination of Drinking Water and Mental Health," IZA Discussion Papers 9400, Institute of Labor Economics (IZA).
- Shyamal Chowdhury & Annabelle Krause & Klaus F. Zimmermann, 2016. "Arsenic Contamination of Drinking Water and Mental Health," Working Papers 607, Princeton University, Department of Economics, Industrial Relations Section..
- Zimmermann, Klaus F. & Krause, Annabelle & Chowdhury, Shyamal, 2015. "Arsenic Contamination of Drinking Water and Mental Health," CEPR Discussion Papers 10978, C.E.P.R. Discussion Papers.
- Chowdhury, Shyamal & Krause, Annabelle & Zimmermann, Klaus F., 2016. "Arsenic Contamination of Drinking Water and Mental Health," Discussion Papers 242033, University of Bonn, Center for Development Research (ZEF).
- Russell Davidson & James G. MacKinnon, 2014.
"Bootstrap Confidence Sets with Weak Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- James G. MacKinnon & Russell Davidson, 2012. "Bootstrap Confidence Sets With Weak Instruments," Working Paper 1278, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
- Patrik Guggenberger, 2005. "Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics," UCLA Economics Online Papers 357, UCLA Department of Economics.
- Lamichhane, Kamal & Sawada, Yasuyuki, 2013.
"Disability and returns to education in a developing country,"
Economics of Education Review, Elsevier, vol. 37(C), pages 85-94.
- Kamal Lamichhane & Yasuyuki Sawada, 2009. "Disability and Returns to Education in a Developing Country," CIRJE F-Series CIRJE-F-645, CIRJE, Faculty of Economics, University of Tokyo.
- Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
- Eva M. Koeberl & Sarah M. Lein, 2008.
"The ICU and the Phillips Curve - An Approach Based on Micro Data,"
KOF Working papers
08-211, KOF Swiss Economic Institute, ETH Zurich.
- Eva M. Köberl & Sarah M. Lein, 2011. "The NIRCU and the Phillips curve: an approach based on micro data," Canadian Journal of Economics, Canadian Economics Association, vol. 44(2), pages 673-694, May.
- Eva M. Köberl & Sarah M. Lein, 2011. "The NIRCU and the Phillips curve: an approach based on micro data," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(2), pages 673-694, May.
- John Chao & Norman Swanson, 2004.
"Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments,"
Departmental Working Papers
200420, Rutgers University, Department of Economics.
- Norman R. Swanson & John C. Chao, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments," Econometric Society 2004 Far Eastern Meetings 668, Econometric Society.
- Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
- Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
- Francisco Alcalá & Antonio Ciccone, 2003. "Trade, extent of the market and economic growth 1960-1996," Economics Working Papers 765, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
- Dovì, Max-Sebastian & Koester, Gerrit & Nickel, Christiane, 2021. "Addressing the endogeneity of slack in Phillips Curves," Working Paper Series 2619, European Central Bank.
- Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020.
"Inference in second-order identified models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 346-372.
- Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017. "Inference in Second-Order Identified Models," Economics Discussion Paper Series 1703, Economics, The University of Manchester.
- Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger, 2011. "The Hausman test and weak instruments," Journal of Econometrics, Elsevier, vol. 160(2), pages 289-299, February.
- Peter Ebbes, 2007. "A non-technical guide to instrumental variables and regressor-error dependencies (in Russian)," Quantile, Quantile, issue 2, pages 3-20, March.
- Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
- Yukitoshi Matsushita, 2007. "t-Tests in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo.
- Jens Klooster & Mikhail Zhelonkin, 2024. "Outlier robust inference in the instrumental variable model with applications to causal effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 86-106, January.
- Devash Kapur, Kishore Gawande, Shanker Satyanath, 2012. "Renewable Resource Shocks and Conflict in India’s Maoist Belt," Working Papers 302, Center for Global Development.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2020.
"Uniform Inference after Pretesting for Exogeneity,"
MPRA Paper
99243, University Library of Munich, Germany.
- Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
- Maurice J.G. Bun & Frank Kleibergen, 2013. "Identification and inference in moments based analysis of linear dynamic panel data models," UvA-Econometrics Working Papers 13-07, Universiteit van Amsterdam, Dept. of Econometrics.
- Chaudhuri, Saraswata & Renault, Eric, 2020. "Score tests in GMM: Why use implied probabilities?," Journal of Econometrics, Elsevier, vol. 219(2), pages 260-280.
- Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers 04-11, Bank of Canada.
- Ahrens Achim, 2015. "Civil Conflicts, Economic Shocks and Night-time Lights," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 21(4), pages 433-444, December.
- Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
- Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research.
- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"Applications of subsampling, hybrid, and size-correction methods,"
Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.
- Patrik Guggenberger, "undated". "Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007," UCLA Economics Online Papers 414, UCLA Department of Economics.
- Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
- Charlotta Groth & Hashmat Khan, 2010.
"Investment Adjustment Costs: An Empirical Assessment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
- Hashmat Khan & Charlotta Groth, 2007. "Investment Adjustment Costs: An Empirical Assessment," Carleton Economic Papers 07-08, Carleton University, Department of Economics, revised Dec 2010.
- Charlotta Groth & Hashmat Khan, 2010. "Investment Adjustment Costs: An Empirical Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
- John Chao & Norman Swanson, 2004.
"Consistent Estimation with a Large Number of Weak Instruments,"
Departmental Working Papers
200421, Rutgers University, Department of Economics.
- John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
- John C. Chao & Norman Rasmus Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers ysm374, Yale School of Management.
- Chao, John Chao & Norman R. Swanson, 2003. "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
- António Afonso & João Tovar Jalles, 2017. "Fiscal Episodes and Market Power," Open Economies Review, Springer, vol. 28(2), pages 233-250, April.
- Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
- Donna Feir & Thomas Lemieux & Vadim Marmer, 2016.
"Weak Identification in Fuzzy Regression Discontinuity Designs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
- Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010. "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers vadim_marmer-2010-19, Vancouver School of Economics, revised 17 Apr 2016.
- Adam McCloskey, 2012.
"Bonferroni-Based Size-Correction for Nonstandard Testing Problems,"
Working Papers
2012-16, Brown University, Department of Economics.
- McCloskey, Adam, 2017. "Bonferroni-based size-correction for nonstandard testing problems," Journal of Econometrics, Elsevier, vol. 200(1), pages 17-35.
- Peter C. B. Phillips, 2022. "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University.
- Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
- Donald W.K. Andrews & Patrik Guggenberger, 2007. "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers 1606, Cowles Foundation for Research in Economics, Yale University.
- Yukitoshi Matsushita & Taisuke Otsu, 2020. "Jackknife Lagrange multiplier test with many weak instruments," STICERD - Econometrics Paper Series 613, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
- Renata Lemos & Daniela Scur, 2018.
"All in the family? CEO choice and firm organization,"
CEP Discussion Papers
dp1528, Centre for Economic Performance, LSE.
- Lemos, Renata & Scur, Daniela, 2018. "All in the family? CEO choice and firm organization," LSE Research Online Documents on Economics 88679, London School of Economics and Political Science, LSE Library.
- Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson & James G. Mackinnon, 2014.
"Confidence Sets Based on Inverting Anderson-Rubin Tests,"
Post-Print
hal-01463107, HAL.
- James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2014. "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
- Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
- Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
- Guggenberger, Patrik & Smith, Richard J., 2008.
"Generalized empirical likelihood tests in time series models with potential identification failure,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January.
- Patrik Buggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Naoto Kunitomo & Yukitoshi Matsushita, 2008. "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series CIRJE-F-588, CIRJE, Faculty of Economics, University of Tokyo.
- Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
- Guoyao Yan & Yu Hao & Yunxia Guo & Haitao Wu, 2022. "Are environmental problems a barometer of corruption in the eyes of residents? Evidence from China," Kyklos, Wiley Blackwell, vol. 75(2), pages 337-361, May.
- Christian Hansen & Jerry Hausman & Whitney K. Newey, 2006.
"Estimation with many instrumental variables,"
CeMMAP working papers
CWP19/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hansen, Christian & Hausman, Jerry & Newey, Whitney, 2008. "Estimation With Many Instrumental Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 398-422.
- Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Guido Imbens, 2014.
"Instrumental Variables: An Econometrician's Perspective,"
NBER Working Papers
19983, National Bureau of Economic Research, Inc.
- Imbens, Guido W., 2014. "Instrumental Variables: An Econometrician's Perspective," IZA Discussion Papers 8048, Institute of Labor Economics (IZA).
- Charlotta Groth & Hashmat Khan, 2007. "Investment adjustment costs: evidence from UK and US industries," Bank of England working papers 332, Bank of England.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012.
"Optimal inference for instrumental variables regression with non-Gaussian errors,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
- Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
- Maurya, Garima & Sahu, Sohini, 2022. "Cross-country variations in economic complexity: The role of individualism," Economic Modelling, Elsevier, vol. 115(C).
- Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023. "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, vol. 235(2), pages 1747-1769.
- Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
- James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
- Nicolas Van de Sijpe & Frank Windmeijer, 2021.
"On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference,"
Economics Papers
2020-W09, Economics Group, Nuffield College, University of Oxford.
- Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
- Guido W. Imbens & Paul R. Rosenbaum, 2005. "Robust, accurate confidence intervals with a weak instrument: quarter of birth and education," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 109-126, January.
- Angelica Gonzalez, 2007. "Angelica Gonzalez," Edinburgh School of Economics Discussion Paper Series 168, Edinburgh School of Economics, University of Edinburgh.
- Hyunseung Kang & Laura Peck & Luke Keele, 2018. "Inference for instrumental variables: a randomization inference approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1231-1254, October.
- Surach Tanboon, 2005. "On the Validity and Refinement of the Use of Rainfall as Instrument for Transitory Income," Working Papers 2005-10, Monetary Policy Group, Bank of Thailand.
- Fábio Gomes & Lourenço Paz, 2015.
"Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?,"
Economics Bulletin, AccessEcon, vol. 35(1), pages 168-181.
- Fábio Augusto Reis Gomes & Lourenço S. Paz, 2016. "Large Estimates Of The Elasticity Of Intertemporal Substitution: Is It The Aggregate Return Series Or The Instrument List?," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- James L. Powell, 2017. "Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 107-124, Spring.
- Choi, Yoonseok & Kim, Sunghyun, 2016. "Testing an alternative price-setting behavior in the new Keynesian Phillips curve: Extrapolative price-setting mechanism," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 253-265.
- Yukitoshi Matsushita, 2007. "Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo.
- Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.
- Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
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Center for Policy Research Working Papers
143, Center for Policy Research, Maxwell School, Syracuse University.
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Econometric Society World Congress 2000 Contributed Papers
1600, Econometric Society.
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- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Econometrics 9905001, University Library of Munich, Germany.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics.
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Econometric Society World Congress 2000 Contributed Papers
1600, Econometric Society.
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"Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters,"
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"Bayesian and classical approaches to instrumental variable regression,"
Econometric Institute Research Papers
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- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Kleibergen, Frank & Zivot, Eric, 2003. "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
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"Bayesian Analysis of ARMA Models,"
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"The Joint Estimation of Term Structures and Credit Spreads,"
Econometric Institute Research Papers
EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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- Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute.
Cited by:
- Wagner, Stephan M. & Bode, Christoph & Koziol, Philipp, 2011. "Negative default dependence in supplier networks," International Journal of Production Economics, Elsevier, vol. 134(2), pages 398-406, December.
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"The re-pricing of sovereign risks following the Global Financial Crisis,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
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"Sovereign CDS and Bond Pricing Dynamics in the Euro-area,"
CEPR Discussion Papers
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"Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models,"
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"Savings and investments in the OECD: a panel cointegration study with a new bootstrap test,"
Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
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- Christophe Hurlin & Valérie Mignon, 2007.
"Une synthèse des tests de cointégration sur données de Panel,"
Economie & Prévision, La Documentation Française, vol. 0(4), pages 241-265.
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- Christophe HURLIN & V. MIGNON, 2006. "Une synthèse des tests de co-intégration sur données de panel," LEO Working Papers / DR LEO 1724, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Christophe Hurlin & Valérie Mignon, 2006. "Une synthèse des tests de cointégration sur données de panel," Working Papers halshs-00070887, HAL.
- Valérie Mignon & Christophe Hurlin, 2007. "Une synthèse des tests de cointégration sur données de panel," Économie et Prévision, Programme National Persée, vol. 180(4), pages 241-265.
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"How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis,"
Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1479-1494, March.
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"Bayesian Inference in a Cointegrating Panel Data Model,"
Working Paper series
02_07, Rimini Centre for Economic Analysis.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
- António AFONSO & Christophe RAULT, 2008.
"What do we Really Know About Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
EcoMod2008
23800000, EcoMod.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363685, HAL.
- Christophe Rault & Antonio Alfonso, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," William Davidson Institute Working Papers Series wp893, William Davidson Institute at the University of Michigan.
- António Afonso & Christophe Rault, 2010. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 731-755, January.
- António Afonso & Christophe Rault, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Working Papers hal-00322091, HAL.
- António Afonso & Christophe Rault, 2007. "What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Working Papers Department of Economics 2007/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363690, HAL.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00202799, HAL.
- Afonso, António & Rault, Christophe, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Working Paper Series 820, European Central Bank.
- António AFONSO & Christophe RAULT, 2008. "What do we Really Know about Fiscal Sustainability in the EU ? A Panel Data Diagnostic," LEO Working Papers / DR LEO 1757, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- António Afonso & Christophe Rault, 2008. "What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," CESifo Working Paper Series 2226, CESifo.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363683, HAL.
- Sima M. Fortsch & Jeong Hoon Choi & Elena A. Khapalova, 2022. "Competition can help predict sales," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 331-344, March.
- Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers 2005-04, Department of Economics, Williams College.
- Sean Holly & Mehdi Raissi, 2009. "The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis," Working Paper / FINESS 1.4, DIW Berlin, German Institute for Economic Research.
- Wagner, Martin & Hlouskova, Jaroslava, 2007.
"The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study,"
Economics Series
210, Institute for Advanced Studies.
- Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
- Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002.
"Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
D4-2, International Conferences on Panel Data.
- Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," Working Paper Series 145, Sveriges Riksbank (Central Bank of Sweden).
- Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008. "Inflation, exchange rates and PPP in a multivariate panel cointegration model," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 58-79, March.
- Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, vol. 4(4), pages 1-16, November.
- Shahbaz, Muhammad & Nasreen, Samia & Ahmed, Khalid & Hammoudeh, Shawkat, 2017.
"Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels,"
Energy Economics, Elsevier, vol. 61(C), pages 221-232.
- Shahbaz, Muhammad & Tavares, Samia & Ahmed, Khalid & Hammoudeh, Shawkat, 2016. "Trade Openness-Carbon Emissions Nexus: The Importance of Turning Points of Trade Openness for Country Panels," MPRA Paper 75133, University Library of Munich, Germany, revised 16 Nov 2016.
- Magda Kandil & Muhammad Shahbaz & Samia Nasreen, 2015.
"The interaction between globalization and financial development: new evidence from panel cointegration and causality analysis,"
Empirical Economics, Springer, vol. 49(4), pages 1317-1339, December.
- Kandil, Magda & Shahbaz, Muhammad & Nasreen, Samia, 2013. "The Interaction between Globalization and Financial Development: New Evidence from Panel Co-integration and Causality Analysis," MPRA Paper 52148, University Library of Munich, Germany, revised 10 Dec 2013.
- Omar Neme Castillo & Ana Lilia Valderrama Santibáñez & Humberto Ríos Bolívar, 2013. "Comercio internacional, IED, capital humano e ingreso per cápita en América Latina y el Caribe," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 101-139, May.
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"The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?,"
Economics Series
197, Institute for Advanced Studies.
- Martin Wagner & Georg M ller-F rstenberger, 2004. "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften dp0418, Universitaet Bern, Departement Volkswirtschaft.
- Wagner, Martin, 2008. "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, vol. 30(3), pages 388-408, August.
- J. Isaac Miller, 2010.
"A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels,"
Working Papers
1001, Department of Economics, University of Missouri.
- Miller J. Isaac, 2010. "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-38, September.
- Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.
- Fernando Arias & David Delgado & Daniel Parra & Hernán Rincón-Castro, 2016. "Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach," Borradores de Economia 932, Banco de la Republica de Colombia.
- Thomas H. W. Ziesemer, 2024. "Public R&D and Growth: A dynamic Panel Vector-Error-Correction Model Analysis for 14 OECD Countries," Economies, MDPI, vol. 12(8), pages 1-33, August.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006.
"A Spatio-Temporal Model of House Prices in the US,"
IZA Discussion Papers
2338, Institute of Labor Economics (IZA).
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
- David T. Coe & Elhanan Helpman & Alexander W. Hoffmaister, 2008.
"International R&D Spillovers and Institutions,"
NBER Working Papers
14069, National Bureau of Economic Research, Inc.
- Coe, David T. & Helpman, Elhanan & Hoffmaister, Alexander W., 2009. "International R&D spillovers and institutions," European Economic Review, Elsevier, vol. 53(7), pages 723-741, October.
- Mr. Willy A Hoffmaister & Mr. David T. Coe & Mr. Elhanan Helpman, 2008. "International R&D Spillovers and Institutions," IMF Working Papers 2008/104, International Monetary Fund.
- Helpman, Elhanan & Coe, David T. & Hoffmaister, Alexander, 2008. "International R&D Spillovers and Institutions," CEPR Discussion Papers 6882, C.E.P.R. Discussion Papers.
- Westerlund, Joakim & Basher, Syed A., 2007.
"Mixed Signals Among Tests for Panel Cointegration,"
MPRA Paper
3261, University Library of Munich, Germany.
- Westerlund, Joakim & Basher, Syed A., 2008. "Mixed signals among tests for panel cointegration," Economic Modelling, Elsevier, vol. 25(1), pages 128-136, January.
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"Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,"
Econometric Institute Research Papers
EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
- Sugita, Katsuhiro, 2002. "Testing For Cointegration Rank Using Bayes Factors," The Warwick Economics Research Paper Series (TWERPS) 654, University of Warwick, Department of Economics.
- Paap, Richard & van Dijk, Herman K, 2003.
"Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-563, October.
- Paap, R. & van Dijk, H.K., 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Richard Paap & Herman K. van Dijk, 1999. "Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute.
- Gary Koop & Robert Leon Gonzalez & Rodney Strachan, 2011.
"Bayesian Model Averaging in the Instrumental Variable Regression Model,"
GRIPS Discussion Papers
10-32, National Graduate Institute for Policy Studies.
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Papers 1112, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers 2011-23, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper series 09_11, Rimini Centre for Economic Analysis, revised Aug 2012.
- Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.
- Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December.
- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012.
"Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,"
Tinbergen Institute Discussion Papers
12-098/III, Tinbergen Institute.
- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
- Rodney Strachan & Herman K. van Dijk, "undated".
"Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan,"
MRG Discussion Paper Series
1407, School of Economics, University of Queensland, Australia.
- Strachan, R.W. & van Dijk, H.K., 2007. "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ploberger, Werner & Phillips, Peter C.B., 2012.
"Optimal estimation under nonstandard conditions,"
Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.
- Werner Ploberger & Peter C.B. Phillips, 2010. "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.
- Chew Lian Chua & Chin Nam Low, 2007. "Permanent Structural Change in the US Short-Term and Long-Term Interest Rates," Melbourne Institute Working Paper Series wp2007n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000.
"The Bayesian Score Statistic,"
Econometric Institute Research Papers
EI 2000-16/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute.
- Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October.
- Kleibergen, F.R. & Zivot, E., 1998.
"Bayesian and classical approaches to instrumental variable regression,"
Econometric Institute Research Papers
EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Kleibergen, Frank & Zivot, Eric, 2003. "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- Gary Koop & Roberto León-González & Rodney W. Strachan, 2005.
"Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space,"
Discussion Papers in Economics
05/13, Division of Economics, School of Business, University of Leicester, revised Apr 2006.
- Gary Koop & Roberto León-González & Rodney W. Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 224-242, April.
- Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers 2006-15, Graduate School of Economics, Hitotsubashi University.
- Sylvia Kaufmann & Peter Kugler, 2006.
"Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area,"
Working Papers
131, Oesterreichische Nationalbank (Austrian Central Bank).
- Kaufmann, Sylvia & Kugler, Peter, 2005. "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working papers 2005/07, Faculty of Business and Economics - University of Basel.
- Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Shu-Ping Shi, 2013. "Specification sensitivities in the Markov-switching unit root test for bubbles," Empirical Economics, Springer, vol. 45(2), pages 697-713, October.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
- Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005.
"Bayesian approaches to cointegratrion,"
Econometric Institute Research Papers
EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Division of Economics, School of Business, University of Leicester.
- David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,"
Econometrics, MDPI, vol. 4(1), pages 1-19, March.
- Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers 14-039/III, Tinbergen Institute.
- Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.
- Chew Lian Chua & Peter Summers, 2004. "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings 702, Econometric Society.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008.
"Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 341-367, March.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics 05/3, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 341-367, March.
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports 202, Federal Reserve Bank of New York.
- Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.
- Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
- Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks," Discussion Papers 2006-14, Graduate School of Economics, Hitotsubashi University.
- Doojav, Gan-Ochir & Purevdorj, Munkhbayar & Batjargal, Anand, 2024. "The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy," International Economics, Elsevier, vol. 177(C).
- Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
- Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
- Jacek Osiewalski, 2011. "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(1), pages 39-47, March.
- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017.
"Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank,"
Tinbergen Institute Discussion Papers
17-058/III, Tinbergen Institute.
- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper 2017/11, Norges Bank.
- Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
- Mattias Villani, 2009. "Steady-state priors for vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 630-650.
- Kleibergen, F.R. & Zivot, E., 1998.
"Bayesian and classical approaches to instrumental variable regression,"
Econometric Institute Research Papers
EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kleibergen, Frank & Zivot, Eric, 2003. "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
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"Identification, Weak Instruments and Statistical Inference in Econometrics,"
CIRANO Working Papers
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- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
- Sungho Park & Sachin Gupta, 2012. "Handling Endogenous Regressors by Joint Estimation Using Copulas," Marketing Science, INFORMS, vol. 31(4), pages 567-586, July.
- Liu, Qiang & Gupta, Sachin, 2011. "The impact of direct-to-consumer advertising of prescription drugs on physician visits and drug requests: Empirical findings and public policy implications," International Journal of Research in Marketing, Elsevier, vol. 28(3), pages 205-217.
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"A Naïve Sticky Information Model of Households’ Inflation Expectations,"
MPRA Paper
8663, University Library of Munich, Germany.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
- Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
- Lawrence Kessler & Murat Munkin, 2015. "Bayesian estimation of panel data fractional response models with endogeneity: an application to standardized test rates," Empirical Economics, Springer, vol. 49(1), pages 81-114, August.
- Li, Mingliang & Tobias, Justin L., 2011. "Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling," Journal of Econometrics, Elsevier, vol. 162(2), pages 345-361, June.
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NBER Technical Working Papers
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- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments,"
Econometric Society World Congress 2000 Contributed Papers
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- Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
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"Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident,"
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2014-01, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Martin Halla & Martina Zweimüller, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," Economics working papers 2014-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," NRN working papers 2014-02, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Halla, Martin & Zweimüller, Martina, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," IZA Discussion Papers 7968, Institute of Labor Economics (IZA).
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"Sticky Consumption and Wealth Effects in Switzerland,"
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"The elusive effects of trade on growth: Export diversity and economic take-off,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 264-295, February.
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- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005.
"Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis,"
CIRANO Working Papers
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- DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
- DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Seyed Morteza Emadi, 2024. "Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas," Papers 2401.15253, arXiv.org.
- Lennart Hoogerheide & Joern H. Block & Roy Thurik, 2010.
"Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis,"
Tinbergen Institute Discussion Papers
10-075/3, Tinbergen Institute.
- Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy, 2012. "Family background variables as instruments for education in income regressions: A Bayesian analysis," Economics of Education Review, Elsevier, vol. 31(5), pages 515-523.
- Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004.
"Are New Keynesian Phillips Curves Identified ?,"
Computing in Economics and Finance 2004
56, Society for Computational Economics.
- Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," 2004 Meeting Papers 601, Society for Economic Dynamics.
- Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings 424, Econometric Society.
- Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
- Jesús Peiró-Palomino & Anabel Forte Deltell, 2013.
"Does social capital matter for European regional growth?,"
Working Papers
2013/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Forte, Anabel & Peiró-Palomino, Jesús & Tortosa-Ausina, Emili, 2015. "Does social capital matter for European regional growth?," European Economic Review, Elsevier, vol. 77(C), pages 47-64.
- Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili, 2014. "Does Social Capital Matter for European Regional Growth," Working Papers 2014130, Fundacion BBVA / BBVA Foundation.
- Finagnon Antoine Dedewanou & Rolande C. B. Kpekou Tossou, 2022. "Remittances and agricultural productivity in Burkina Faso," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 44(3), pages 1573-1590, September.
- Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014.
"The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach,"
Economics working papers
2014-03, Department of Economics, Johannes Kepler University Linz, Austria.
- Frühwirth-Schnatter, Sylvia & Halla, Martin & Posekany, Alexandra & Pruckner, Gerald J. & Schober, Thomas, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," IZA Discussion Papers 8024, Institute of Labor Economics (IZA).
- Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," CDL Aging, Health, Labor working papers 1501, The Christian Doppler (CD) Laboratory Aging, Health, and the Labor Market, Johannes Kepler University Linz, Austria.
- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,"
Econometric Institute Research Papers
EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005.
"On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks,"
Econometric Institute Research Papers
EI 2005-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
- Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
- Charles Nelson & Richard Startz & Eric Zivot, 2000.
"Improved Inference for the Instrumental Variables Estimator,"
Econometric Society World Congress 2000 Contributed Papers
1600, Econometric Society.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Econometrics 9905001, University Library of Munich, Germany.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics.
- Hoogerheide, L.F. & van Dijk, H.K., 2006. "A reconsideration of the Angrist-Krueger analysis on returns to education," Econometric Institute Research Papers EI 2006-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Luoma, Arto & Luoto, Jani & Siivonen, Erkki, 2003. "Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach," Research Reports 104, VATT Institute for Economic Research.
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"The econometrics of happiness: Are we underestimating the returns to education and income?,"
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- Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December.
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"Model averaging in economics,"
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26047, University Library of Munich, Germany.
- Enrique Moral-Benito, 2010. "Model Averaging in Economics," Working Papers wp2010_1008, CEMFI.
- Enrique Moral-Benito, 2011. "Model averaging in economics," Working Papers 1123, Banco de España.
- Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000.
"The Bayesian Score Statistic,"
Econometric Institute Research Papers
EI 2000-16/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute.
- Bharadwaj, Bishal & Subedi, Mukti Nath & Malakar, Yuwan & Ashworth, Peta, 2023. "Low-capacity decentralized electricity systems limit the adoption of electronic appliances in rural Nepal," Energy Policy, Elsevier, vol. 177(C).
- Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers 04-11, Bank of Canada.
- Fernández-Amador, Octavio & Oberdabernig, Doris & Tomberger, Patrick, 2017.
"Testing for Convergence in Carbon Dioxide Emissions using a Bayesian Robust Structural Model,"
Papers
1101, World Trade Institute.
- Octavio Fernández-Amador & Doris A. Oberdabernig & Patrick Tomberger, 2019. "Testing for Convergence in Carbon Dioxide Emissions Using a Bayesian Robust Structural Model," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(4), pages 1265-1286, August.
- van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
- Muhammad Akbar, 2023. "Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan: Bayesian econometric analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1470-1487, April.
- Ryo Kato & Takahiro Hoshino, 2018. "Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments," Discussion Paper Series DP2018-14, Research Institute for Economics & Business Administration, Kobe University.
- Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005.
"Bayesian approaches to cointegratrion,"
Econometric Institute Research Papers
EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Division of Economics, School of Business, University of Leicester.
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2012.
"Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
127, Courant Research Centre PEG.
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2014. "Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 468-482, July.
- Block Joern H. & Hoogerheide Lennart & Thurik Roy, 2012. "Are Education and Entrepreneurial Income Endogenous? A Bayesian Analysis," Entrepreneurship Research Journal, De Gruyter, vol. 2(3), pages 1-29, July.
- Stanislav Radchenko, 2004.
"Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market,"
Econometrics
0408001, University Library of Munich, Germany.
- Radchenko, Stanislav & Tsurumi, Hiroki, 2006. "Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market," Journal of Econometrics, Elsevier, vol. 133(1), pages 31-49, July.
- Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
- Joern H. Block & Lennart Hoogerheide & Roy Thurik, 2010.
"Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis,"
Tinbergen Institute Discussion Papers
10-024/4, Tinbergen Institute.
- Jörn H. Block & Lennart F. Hoogerheide & A. Roy Thurik, 2010. "Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis," SOEPpapers on Multidisciplinary Panel Data Research 329, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Oliver J. Rutz & George F. Watson, 2019. "Endogeneity and marketing strategy research: an overview," Journal of the Academy of Marketing Science, Springer, vol. 47(3), pages 479-498, May.
- Haoyan Sun & Jianqing Chen & Ming Fan, 2021. "Effect of Live Chat on Traffic‐to‐Sales Conversion: Evidence from an Online Marketplace," Production and Operations Management, Production and Operations Management Society, vol. 30(5), pages 1201-1219, May.
- Hyunseung Kang & Laura Peck & Luke Keele, 2018. "Inference for instrumental variables: a randomization inference approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1231-1254, October.
- Pedro Saramago & Karl Claxton & Nicky J. Welton & Marta Soares, 2020. "Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(4), pages 1575-1593, October.
- Marcus L. Nascimento & Kelly C. M. Gonçalves & Mario Jorge Mendonça, 2023. "Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 29-47, June.
- Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2005.
"Semiparametric Bayesian Inference in Multiple Equation Models,"
Staff General Research Papers Archive
12009, Iowa State University, Department of Economics.
- Dale J. Poirier & Gary Koop & Justin Tobias, 2005. "Semiparametric Bayesian inference in multiple equation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 723-747.
- Cogley, Timothy & Startz, Richard, 2012. "Bayesian IV: the normal case with multiple endogenous variables," University of California at Santa Barbara, Economics Working Paper Series qt40v0x246, Department of Economics, UC Santa Barbara.
- Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge, 2019. "Multivariate Spatial IV Regression," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.
- Peter Ebbes & Dominik Papies & Harald J. van Heerde, 2011. "The Sense and Non-Sense of Holdout Sample Validation in the Presence of Endogeneity," Marketing Science, INFORMS, vol. 30(6), pages 1115-1122, November.
- Jan-Erik Antipin & George Mavrotas, 2006. "On the Empirics of Aid and Growth: A Fresh Look," WIDER Working Paper Series RP2006-05, World Institute for Development Economic Research (UNU-WIDER).
- Theo S. Eicher & Alex Lenkoski & Adrian Raftery, 2009. "Bayesian Model Averaging and Endogeneity Under Model Uncertainty: An Application to Development Determinants," Working Papers UWEC-2009-19-FC, University of Washington, Department of Economics.
- Paul Gustafson, 2007. "Measurement error modelling with an approximate instrumental variable," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 797-815, November.
- Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
- Kleibergen, F.R., 1998.
"Conditional densities in econometrics,"
Econometric Institute Research Papers
EI 9853, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Cited by:
- Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments,"
Econometric Society World Congress 2000 Contributed Papers
0230, Econometric Society.
- Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
- Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
- Kleibergen, Frank & Paap, Richard, 2002.
"Priors, posteriors and bayes factors for a Bayesian analysis of cointegration,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
- Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments,"
Econometric Society World Congress 2000 Contributed Papers
0230, Econometric Society.
- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"Oil Price Shocks and Long Run Price and Import Demand Behavior,"
Econometric Institute Research Papers
EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.
Cited by:
- Jan J.J. Groen & Frank R. Kleibergen, 1999.
"Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models,"
Tinbergen Institute Discussion Papers
99-055/4, Tinbergen Institute.
- Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.
- Kleibergen, F.R. & van Dijk, H.K., 1997.
"Bayesian Simultaneous Equations Analysis using Reduced Rank Structures,"
Econometric Institute Research Papers
EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
- Frank Kleibergen & Herman K. van Dijk, 1998. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.
Cited by:
- Antonio Ciccone & Marek Jarocinski, 2010.
"Determinants of Economic Growth: Will Data Tell?,"
Working Papers
1009, BBVA Bank, Economic Research Department.
- Antonio Ciccone & Marek Jarociński, 2010. "Determinants of Economic Growth: Will Data Tell?," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 222-246, October.
- Ciccone, Antonio & Jarociński, Marek, 2008. "Determinants of economic growth: will data tell?," Working Paper Series 852, European Central Bank.
- Antonio Ciccone & Marek Jarocinski, 2007. "Determinants of economic growth: Will data tell?," Economics Working Papers 1052, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009.
- Marek Jarocinski & Antonio Ciccone, 2009. "Determinants of Economic Growth: Will Data Tell?," Working Papers 2009-36, FEDEA.
- Ciccone, Antonio & Jarocinski, Marek, 2007. "Determinants of Economic Growth: Will Data Tell?," CEPR Discussion Papers 6544, C.E.P.R. Discussion Papers.
- Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
- Villani, Mattias, 2003. "Bayes Estimators of the Cointegration Space," Working Paper Series 150, Sveriges Riksbank (Central Bank of Sweden).
- Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009.
"Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models,"
CEPR Discussion Papers
7446, C.E.P.R. Discussion Papers.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007.
"Bayesian Inference in a Cointegrating Panel Data Model,"
Working Paper series
02_07, Rimini Centre for Economic Analysis.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017.
"Bayesian Compressed Vector Autoregressions,"
Working Paper series
17-32, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
- Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments,"
NBER Technical Working Papers
0313, National Bureau of Economic Research, Inc.
- Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," Cowles Foundation Discussion Papers 1530, Cowles Foundation for Research in Economics, Yale University.
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments,"
Econometric Society World Congress 2000 Contributed Papers
0230, Econometric Society.
- Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
- William E. Griffiths & R. Carter Hill & Christopher J. O'Donnell, 2001. "Including Prior Information in Probit Model Estimation," Department of Economics - Working Papers Series 816, The University of Melbourne.
- Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003.
"Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods,"
Econometric Institute Research Papers
EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," LIDAM Reprints CORE 1731, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Revisiting Identification Concepts in Bayesian Analysis,"
Post-Print
hal-03504692, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
- Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 217-234.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015.
"The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,"
Tinbergen Institute Discussion Papers
15-042/III, Tinbergen Institute, revised 04 Jul 2017.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2017. "The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference," Working Paper 2017/10, Norges Bank.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H.K., 2015. "The R package MitISEM : efficient and robust simulation procedures for Bayesian inference," Research Memorandum 011, Maastricht University, Graduate School of Business and Economics (GSBE).
- Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017. "The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i01).
- Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019.
"The Global Component of Inflation Volatility,"
CEPR Discussion Papers
13470, C.E.P.R. Discussion Papers.
- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022. "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
- Kleibergen, Frank & Paap, Richard, 2006.
"Generalized reduced rank tests using the singular value decomposition,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
- Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
- Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
- Ni, Shawn & Sun, Dongchu, 2003. "Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models," Journal of Econometrics, Elsevier, vol. 115(1), pages 159-197, July.
- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,"
Econometric Institute Research Papers
EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005.
"On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks,"
Econometric Institute Research Papers
EI 2005-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
- Lennart F. Hoogerheide & Johan F. Kaashoek, 2004. "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004 74, Society for Computational Economics.
- Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
- Chao, John C. & Phillips, Peter C. B., 2002.
"Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.
- John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.
- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999.
"Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk,"
Tinbergen Institute Discussion Papers
99-082/4, Tinbergen Institute.
- Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers TI 99-082/4, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999. "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
- Gael M. Martin, 2000.
"US deficit sustainability: a new approach based on multiple endogenous breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.
- Martin, G.M., 1998. "U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks," Monash Econometrics and Business Statistics Working Papers 1/98, Monash University, Department of Econometrics and Business Statistics.
- Malley, James & Woitek, Ulrich, 2011.
"Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital,"
SIRE Discussion Papers
2011-71, Scottish Institute for Research in Economics (SIRE).
- Jim Malley & Ulrich Woitek, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers 2011_20, Business School - Economics, University of Glasgow.
- Jim Malley & Ulrich Woitek, 2011. "Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital," CESifo Working Paper Series 3567, CESifo.
- de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Robert Leon Gonzalez & Rodney Strachan, 2011.
"Bayesian Model Averaging in the Instrumental Variable Regression Model,"
GRIPS Discussion Papers
10-32, National Graduate Institute for Policy Studies.
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Papers 1112, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers 2011-23, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper series 09_11, Rimini Centre for Economic Analysis, revised Aug 2012.
- Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December.
- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012.
"Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,"
Tinbergen Institute Discussion Papers
12-098/III, Tinbergen Institute.
- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
- Rodney Strachan & Herman K. van Dijk, "undated".
"Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan,"
MRG Discussion Paper Series
1407, School of Economics, University of Queensland, Australia.
- Strachan, R.W. & van Dijk, H.K., 2007. "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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"Priors, posteriors and bayes factors for a Bayesian analysis of cointegration,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
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- Belén Pérez-Sánchez & Martín González & Carmen Perea & Jose J. López-Espín, 2021. "A New Computational Method for Estimating Simultaneous Equations Models Using Entropy as a Parameter Criteria," Mathematics, MDPI, vol. 9(7), pages 1-9, March.
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"Bayesian and classical approaches to instrumental variable regression,"
Econometric Institute Research Papers
EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Kleibergen, Frank & Zivot, Eric, 2003. "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
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"Parallelization experience with four canonical econometric models using ParMitISEM,"
Research Memorandum
013, Maastricht University, Graduate School of Business and Economics (GSBE).
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- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, vol. 4(1), pages 1-20, March.
- Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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"Bayesian approaches to cointegratrion,"
Econometric Institute Research Papers
EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Division of Economics, School of Business, University of Leicester.
- David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,"
Econometrics, MDPI, vol. 4(1), pages 1-19, March.
- Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers 14-039/III, Tinbergen Institute.
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"Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market,"
Econometrics
0408001, University Library of Munich, Germany.
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"Semiparametric Bayesian Inference in Multiple Equation Models,"
Staff General Research Papers Archive
12009, Iowa State University, Department of Economics.
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"Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank,"
Tinbergen Institute Discussion Papers
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Research Memorandum
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Cited by:
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"Bayesian Analysis of ARMA models using Noninformative Priors,"
Econometric Institute Research Papers
EI 9553-/B, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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Cited by:
- Kleibergen, F.R. & Paap, R., 1996. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Research Papers EI 9668-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Articles
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023.
"A test for Kronecker Product Structure covariance matrix,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
See citations under working paper version above.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020. "A Test for Kronecker Product Structure Covariance Matrix," Papers 2010.10961, arXiv.org, revised Jan 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023.
"Identification Robust Testing of Risk Premia in Finite Samples,"
Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
Cited by:
- Mark J. Kamstra & Ruoyao Shi, 2024. "Testing and Ranking of Asset Pricing Models Using the GRS Statistic," JRFM, MDPI, vol. 17(4), pages 1-25, April.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022.
"Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models,"
Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
See citations under working paper version above.
- Maurice J. G. Bun & Frank Kleibergen, 2021. "Identification robust inference for moments based analysis of linear dynamic panel data models," Papers 2105.08346, arXiv.org.
- Kleibergen, Frank, 2021.
"Efficient size correct subset inference in homoskedastic linear instrumental variables regression,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
Cited by:
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020.
"A Test for Kronecker Product Structure Covariance Matrix,"
Papers
2010.10961, arXiv.org, revised Jan 2022.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Economics Series Working Papers
960, University of Oxford, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Malte Londschien & Peter Buhlmann, 2024. "Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets," Papers 2407.15256, arXiv.org, revised Nov 2024.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020.
"Inference in second-order identified models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 346-372.
See citations under working paper version above.
- Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017. "Inference in Second-Order Identified Models," Economics Discussion Paper Series 1703, Economics, The University of Manchester.
- Frank Kleibergen & Zhaoguo Zhan, 2018.
"Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors,"
Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 155-190.
Cited by:
- Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021.
"Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?,"
International Review of Economics & Finance, Elsevier, vol. 71(C), pages 853-879.
- Xiang Zhang & Yangyi Liu & Kun Wu & Bertrand Maillet, 2021. "Tradable or nontradable factors : what does the Hansen–Jagannathan distance tell us?," Post-Print hal-03287946, HAL.
- Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 333-394.
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
- Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
- Lingwei Kong, 2023. "Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models," Papers 2307.14499, arXiv.org.
- Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda & Melin, Olena, 2023. "Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds," Journal of Econometrics, Elsevier, vol. 236(1).
- Jinyong Kim & Kun Ho Kim & Jeong Hwan Lee, 2021. "Efficient Mimicking Portfolios in Asset Pricing Tests," Korean Economic Review, Korean Economic Association, vol. 37, pages 399-417.
- Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021.
"Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?,"
International Review of Economics & Finance, Elsevier, vol. 71(C), pages 853-879.
- Kleibergen, Frank & Zhan, Zhaoguo, 2015.
"Unexplained factors and their effects on second pass R-squared’s,"
Journal of Econometrics, Elsevier, vol. 189(1), pages 101-116.
See citations under working paper version above.
- Frank Kleibergen & Zhaoguo Zhan, 2014. "Unexplained factors and their effects on second pass R-squared’s," UvA-Econometrics Working Papers 14-05, Universiteit van Amsterdam, Dept. of Econometrics.
- Frank Kleibergen & Sophocles Mavroeidis, 2014.
"Identification Issues In Limited‐Information Bayesian Analysis Of Structural Macroeconomic Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1183-1209, November.
Cited by:
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"," Computer Codes 22-126, Review of Economic Dynamics.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Revisiting Identification Concepts in Bayesian Analysis,"
Post-Print
hal-03504692, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
- Kukacka, Jiri & Sacht, Stephen, 2023.
"Estimation of heuristic switching in behavioral macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
- Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis & Linchun Chen, 2012.
"On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression,"
Econometrica, Econometric Society, vol. 80(6), pages 2649-2666, November.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Firmin Doko Tchatoka, 2014.
"Specification Tests with Weak and Invalid Instruments,"
School of Economics and Public Policy Working Papers
2014-05, University of Adelaide, School of Economics and Public Policy.
- Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
- Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
- Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
- Ludwig, Markus & Flückiger, Matthias, 2014.
"Economic Shocks in the Fisheries Sector and Maritime Piracy,"
MPRA Paper
56959, University Library of Munich, Germany.
- Flückiger, Matthias & Ludwig, Markus, 2015. "Economic shocks in the fisheries sector and maritime piracy," Journal of Development Economics, Elsevier, vol. 114(C), pages 107-125.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Donald W.K. Andrews & Xu Cheng, 2011.
"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,"
Cowles Foundation Discussion Papers
1828, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011.
"Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests,"
Cowles Foundation Discussion Papers
1813, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020. "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Russell Davidson & James G. Mackinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Post-Print
hal-01456100, HAL.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- Jin-hui Luo & Zeyue Huang & Ruichao Zhu, 2021. "Does media coverage help firms “lobby” for government subsidies? Evidence from China," Asia Pacific Journal of Management, Springer, vol. 38(1), pages 259-290, March.
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
- Yinchu Zhu, 2018. "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers 1805.06855, arXiv.org, revised Sep 2019.
- Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"Identification- and Singularity-Robust Inference for Moment Condition,"
Cowles Foundation Discussion Papers
1978, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.
- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Wang, Wenjie, 2020.
"On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test,"
MPRA Paper
99109, University Library of Munich, Germany.
- Wang, Wenjie, 2020. "On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test," Economics Letters, Elsevier, vol. 191(C).
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Cited by:
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"Oil Price Shocks and Long Run Price and Import Demand Behavior,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.
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Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
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"Unit roots in the Nelson-Plosser data: Do they matter for forecasting?,"
International Journal of Forecasting, Elsevier, vol. 12(2), pages 283-288, June.
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New York University, Leonard N. Stern School Finance Department Working Paper Seires
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- Villani, Mattias, 2003. "Bayes Estimators of the Cointegration Space," Working Paper Series 150, Sveriges Riksbank (Central Bank of Sweden).
- Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009.
"Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models,"
CEPR Discussion Papers
7446, C.E.P.R. Discussion Papers.
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"Bayesian Inference in a Cointegrating Panel Data Model,"
Working Paper series
02_07, Rimini Centre for Economic Analysis.
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- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
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"Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods,"
Econometric Institute Research Papers
EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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- Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
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- Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008.
"Bayesian Inference in the Time Varying Cointegration Model,"
Working Paper series
23_08, Rimini Centre for Economic Analysis.
- Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Bayesian Inference in a Time Varying Cointegration Model," CAMA Working Papers 2011-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," GRIPS Discussion Papers 08-01, National Graduate Institute for Policy Studies.
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008. "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers 2008-60, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011. "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, vol. 165(2), pages 210-220.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
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"Priors for the long run,"
Staff Reports
832, Federal Reserve Bank of New York.
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Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
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- Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques.
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- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005.
"On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks,"
Econometric Institute Research Papers
EI 2005-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.
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Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.
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"Bayesian Simultaneous Equations Analysis using Reduced Rank Structures,"
Econometric Institute Research Papers
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- Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
- Frank Kleibergen & Herman K. van Dijk, 1998. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.
- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999.
"Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk,"
Tinbergen Institute Discussion Papers
99-082/4, Tinbergen Institute.
- Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers TI 99-082/4, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999. "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
- Gael M. Martin, 2000.
"US deficit sustainability: a new approach based on multiple endogenous breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.
- Martin, G.M., 1998. "U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks," Monash Econometrics and Business Statistics Working Papers 1/98, Monash University, Department of Econometrics and Business Statistics.
- Sugita, Katsuhiro, 2002. "Testing For Cointegration Rank Using Bayes Factors," The Warwick Economics Research Paper Series (TWERPS) 654, University of Warwick, Department of Economics.
- John Geweke, 1995.
"Bayesian reduced rank regression in econometrics,"
Working Papers
540, Federal Reserve Bank of Minneapolis.
- Geweke, John, 1996. "Bayesian reduced rank regression in econometrics," Journal of Econometrics, Elsevier, vol. 75(1), pages 121-146, November.
- de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.
- Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December.
- Rodney Strachan & Herman K. van Dijk, "undated".
"Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan,"
MRG Discussion Paper Series
1407, School of Economics, University of Queensland, Australia.
- Strachan, R.W. & van Dijk, H.K., 2007. "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chao, John C. & Phillips, Peter C. B., 1999.
"Model selection in partially nonstationary vector autoregressive processes with reduced rank structure,"
Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August.
- John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.
- Kleibergen, Frank & Paap, Richard, 2002.
"Priors, posteriors and bayes factors for a Bayesian analysis of cointegration,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
- Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dellaportas, Petros & Tsionas, Mike G., 2019. "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, vol. 210(1), pages 45-57.
- Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000.
"The Bayesian Score Statistic,"
Econometric Institute Research Papers
EI 2000-16/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute.
- Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
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"Forecasting with Bayesian Vector Autoregression,"
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- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Kleibergen, F.R. & Hoek, H., 1995.
"Bayesian analysis of ARMA models using noninformative priors,"
Other publications TiSEM
81684a10-935f-49c4-b5ab-0, Tilburg University, School of Economics and Management.
- Frank Kleibergen & Henk Hoek, 1997. "Bayesian Analysis of ARMA Models using Noninformative Priors," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian Analysis of ARMA models using Noninformative Priors," Econometric Institute Research Papers EI 9553-/B, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian analysis of ARMA models using noninformative priors," Discussion Paper 1995-116, Tilburg University, Center for Economic Research.
- Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October.
- Gary Koop & Roberto León-González & Rodney W. Strachan, 2005.
"Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space,"
Discussion Papers in Economics
05/13, Division of Economics, School of Business, University of Leicester, revised Apr 2006.
- Gary Koop & Roberto León-González & Rodney W. Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 224-242, April.
- van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Sugita, Katsuhiro, 2002. "Testing for Cointegration Rank Using Bayes Factors," Economic Research Papers 269467, University of Warwick - Department of Economics.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
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"Bayesian approaches to cointegratrion,"
Econometric Institute Research Papers
EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Division of Economics, School of Business, University of Leicester.
- David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,"
Econometrics, MDPI, vol. 4(1), pages 1-19, March.
- Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers 14-039/III, Tinbergen Institute.
- Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.
- Chew Lian Chua & Peter Summers, 2004. "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings 702, Econometric Society.
- Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008.
- Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.
- Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
- Schotman, Peter C., 2001. "When units roots matter: excess volatility and excess smoothness of long-term interest rates," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 669-694, December.
- Luoto, Jani, 2011. "Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data," Journal of Development Economics, Elsevier, vol. 94(2), pages 181-191, March.
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"Structural analysis with Multivariate Autoregressive Index models,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 332-348.
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- Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
- Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
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- de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006. "Gibbs sampling in econometric practice," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Luca Benati, 2023. "Forecasting Global Temperatures by Exploiting Cointegration with Radiative Forcing," Diskussionsschriften dp2308, Universitaet Bern, Departement Volkswirtschaft.
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"Reduced Rank of Regression Using Generalized Method of Moments Estimators,"
Discussion Paper
1996-20, Tilburg University, Center for Economic Research.
- Kleibergen, F., 1996. "Reduced Rank of Regression Using Generalized Method of Moments Estimators," Other publications TiSEM 5caf1c0c-d988-4184-acf7-d, Tilburg University, School of Economics and Management.
- Boswijk, H. Peter & Lucas, André & Taylor, Nick, 1998. "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Kleibergen, Frank & Paap, Richard, 2006.
"Generalized reduced rank tests using the singular value decomposition,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
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- Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
- Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
- H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999. "A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests," Tinbergen Institute Discussion Papers 99-012/4, Tinbergen Institute.
- Majid M. Al-Sadoon, 2015.
"A General Theory of Rank Testing,"
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750, Barcelona School of Economics.
- Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
- Franses, Philip Hans & Kloek, Teun & Lucas, Andre, 1998. "Outlier robust analysis of long-run marketing effects for weekly scanning data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 293-315, November.
- Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
- Kleibergen, Frank & Paap, Richard, 2002.
"Priors, posteriors and bayes factors for a Bayesian analysis of cointegration,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
- Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kleibergen, F.R. & Hoek, H., 1995.
"Bayesian analysis of ARMA models using noninformative priors,"
Other publications TiSEM
81684a10-935f-49c4-b5ab-0, Tilburg University, School of Economics and Management.
- Frank Kleibergen & Henk Hoek, 1997. "Bayesian Analysis of ARMA Models using Noninformative Priors," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian Analysis of ARMA models using Noninformative Priors," Econometric Institute Research Papers EI 9553-/B, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kleibergen, F.R. & Hoek, H., 1995. "Bayesian analysis of ARMA models using noninformative priors," Discussion Paper 1995-116, Tilburg University, Center for Economic Research.
- Kleibergen, F.R., 1997. "Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models," Econometric Institute Research Papers EI 9722/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998.
"A review of systemscointegration tests,"
SFB 373 Discussion Papers
1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
- Niu, G., 2014. "Essays on subjective expectations and mortality trends," Other publications TiSEM b9f72836-d8ad-478b-adca-4, Tilburg University, School of Economics and Management.
- Boswijk, H. Peter & Lucas, Andre, 2002.
"Semi-nonparametric cointegration testing,"
Journal of Econometrics, Elsevier, vol. 108(2), pages 253-280, June.
- Boswijk, H. Peter & Lucas, André, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"Oil Price Shocks and Long Run Price and Import Demand Behavior,"
Econometric Institute Research Papers
EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.
- Kleibergen, F.R. & Paap, R., 1996. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Research Papers EI 9668-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kleibergen, F., 1996.
"Reduced Rank of Regression Using Generalized Method of Moments Estimators,"
Discussion Paper
1996-20, Tilburg University, Center for Economic Research.
- Kleibergen, F & Van Dijk, H K, 1993.
"Non-stationarity in GARCH Models: A Bayesian Analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 41-61, Suppl. De.
Cited by:
- Pieter J. van der Sluis, 1997. "Post-Sample Prediction Tests for the Efficient Method of Moments," Tinbergen Institute Discussion Papers 97-054/4, Tinbergen Institute.
- Miazhynskaia, Tatiana & Fruhwirth-Schnatter, Sylvia & Dorffner, Georg, 2006. "Bayesian testing for non-linearity in volatility modeling," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 2029-2042, December.
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Software components
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Cited by:
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