Unexplained Factors and their Effects on Second Pass R-squared’s and <I>t</I>-tests
Frank Kleibergen (Brown University, United States of America)
- Seminars Econometric Institute
Frank Kleibergen (Brown University, United States of America)
Jeroen Rombouts (HEC Montréal, Canada)
Nobuhiko Terui (Tohoku University, Japan)
Giugliemlo Caporale (Brunel University London, United Kingdom)
Joachim Bueschken (Katholische Universität Eichstätt-Ingolstadt, Germany)
Bernd Schwaab (European Central Bank, Germany)
Massimo Guidolin (Bocconi University, Italy)
Menelaos Karanasos (Brunel University, United Kingdom)
Otilia Boldea (University of Tilburg)
Michel van de Velden (Erasmus University Rotterdam)
Ilona Babenko (The University of Arizona, United States)
Eran Raviv (Erasmus University Rotterdam)
Giovanni Mellace (University of St. Gallen, Switzerland)
Paolo Parente (University of Exeter, United Kingdom)
Stefano Grassi (Aarhus University, Denmark)
Dinand Webbink (Erasmus University Rotterdam)
Albert Lee Chun (University of Aarhus, Denmark)
Mark Watson (Princeton University)
Christian Hafner (UC Louvain, Belgium)
Luc Bauwens (Louvain)