Details about Teun Kloek

Access statistics for papers by Teun Kloek.

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Short-id: pkl74

Working Papers

2001

1. Stock Selection, Style Rotation, and Risk
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   See also Journal Article Stock selection, style rotation, and risk, Journal of Empirical Finance, Elsevier (2002) View citations (15) (2002)

1996

2. Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

1969

3. A note on a class of utility and production functions yielding everywhere differentiable demand functions
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)
   See also Journal Article A Note on a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions, The Review of Economic Studies, Review of Economic Studies Ltd (1969) View citations (4) (1969)

Journal Articles

2002

1. Stock selection, style rotation, and risk
   Journal of Empirical Finance, 2002, 9, (1), 1-34 View citations (15)
   See also Working Paper Stock Selection, Style Rotation, and Risk, Tinbergen Institute Discussion Papers (2001) (2001)

2001

2. Obituary: Henri Theil, 1924–2000
   Statistica Neerlandica, 2001, 55, (3), 263-269 View citations (1)

1998

3. Loss development forecasting models: an econometrician's view
   Insurance: Mathematics and Economics, 1998, 23, (3), 251-261
4. Outlier robust analysis of long-run marketing effects for weekly scanning data
   Journal of Econometrics, 1998, 89, (1-2), 293-315 View citations (14)

1992

5. A contribution to event study methodology with an application to the Dutch stock market
   Journal of Banking & Finance, 1992, 16, (1), 11-36 View citations (26)
6. La construction et l'estimation de petits modèles macro-économiques
   Économie et Prévision, 1992, 106, (5), 51-59

1988

7. Editors' introduction
   Journal of Econometrics, 1988, 37, (1), 1-6
8. Large-sample properties of method of moment estimators under different data-generating processes
   Journal of Econometrics, 1988, 37, (1), 157-169

1985

9. An empirical two market disequilibrium model for Dutch manufacturing
   European Economic Review, 1985, 29, (3), 323-354 View citations (5)
10. Posterior moments computed by mixed integration
    Journal of Econometrics, 1985, 29, (1-2), 3-18 View citations (14)

1984

11. Dynamic Adjustment When the Target Is Nonstationary
    International Economic Review, 1984, 25, (2), 315-26 View citations (4)

1981

12. OLS Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated
    Econometrica, 1981, 49, (1), 205-07 View citations (83)

1980

13. Further experience in Bayesian analysis using Monte Carlo integration
    Journal of Econometrics, 1980, 14, (3), 307-328 View citations (50)
14. Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes
    Econometrica, 1980, 48, (5), 1139-48 View citations (4)

1978

15. Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
    Econometrica, 1978, 46, (1), 1-19 View citations (222)
16. Efficient estimation of income distribution parameters
    Journal of Econometrics, 1978, 8, (1), 61-74 View citations (29)

1975

17. Note on a Large-Sample Result in Specification Analysis
    Econometrica, 1975, 43, (5-6), 933-36 View citations (1)

1972

18. Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model
    Econometrica, 1972, 40, (5), 911-12 View citations (3)

1969

19. A Note on a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions
    The Review of Economic Studies, 1969, 36, (1), 109-111 View citations (4)
    See also Working Paper A note on a class of utility and production functions yielding everywhere differentiable demand functions, LIDAM Reprints CORE (1969) View citations (4) (1969)

Books

2004

1. Econometric Methods with Applications in Business and Economics
   OUP Catalogue, Oxford University Press View citations (127)