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Details about Teun Kloek

Postal address:Zwanenkade 92, 2925 AS Krimpen aan den IJssel, Netherlands
Workplace:Tinbergen Instituut (Tinbergen Institute), (more information at EDIRC)
Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Teun Kloek.

Last updated 2017-05-02. Update your information in the RePEc Author Service.

Short-id: pkl74


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Working Papers

2001

  1. Stock Selection, Style Rotation, and Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Journal of Empirical Finance (2002)

1996

  1. 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

1969

  1. A note on a class of utility and production functions yielding everywhere differentiable demand functions
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Review of Economic Studies (1969)

Journal Articles

2002

  1. Stock selection, style rotation, and risk
    Journal of Empirical Finance, 2002, 9, (1), 1-34 Downloads View citations (11)
    See also Working Paper (2001)

2001

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

1998

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

1992

  1. A contribution to event study methodology with an application to the Dutch stock market
    Journal of Banking & Finance, 1992, 16, (1), 11-36 Downloads View citations (19)
  2. La construction et l'estimation de petits modèles macro-économiques
    Économie et Prévision, 1992, 106, (5), 51-59 Downloads

1988

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

1985

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

1984

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

1981

  1. OLS Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated
    Econometrica, 1981, 49, (1), 205-07 Downloads View citations (69)

1980

  1. Further experience in Bayesian analysis using Monte Carlo integration
    Journal of Econometrics, 1980, 14, (3), 307-328 Downloads View citations (47)
  2. Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes
    Econometrica, 1980, 48, (5), 1139-48 Downloads View citations (4)

1978

  1. Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
    Econometrica, 1978, 46, (1), 1-19 Downloads View citations (170)
  2. Efficient estimation of income distribution parameters
    Journal of Econometrics, 1978, 8, (1), 61-74 Downloads View citations (24)

1975

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

1972

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

1969

  1. A Note on a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions
    Review of Economic Studies, 1969, 36, (1), 109-111 Downloads View citations (2)
    See also Working Paper (1969)

Books

2004

  1. Econometric Methods with Applications in Business and Economics
    OUP Catalogue, Oxford University Press View citations (100)
 
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