This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Teun Kloek

Personal Details | Affiliation | Works
This is information that was supplied by Teun Kloek in registering through RePEc. If you are Teun Kloek , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Teun
Middle Name:
Last Name: Kloek
Suffix:

RePEc Short-ID: pkl74

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. André Lucas & Ronald van Dijk & Teun Kloek, 2001. "Stock Selection, Style Rotation, and Risk," Tinbergen Institute Discussion Papers 01-021/2, Tinbergen Institute. [Downloadable!]
    Published as:

  2. Franses, P.H. & Kloek, T. & Lucas, A., 1996. "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Papers 9646/a, Erasmus University of Rotterdam - Econometric Institute.
    Other versions:

  3. Kuiper, E. & Franses, H. & Kloek, T., 1993. "Testing Rational Expextations in Agricultural Markets Using Periodic Models," Papers 9312-a, Erasmus University of Rotterdam - Econometric Institute.

Articles

  1. Lucas, Andre & van Dijk, Ronald & Kloek, Teun, 2002. "Stock selection, style rotation, and risk," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 1-34, January. [Downloadable!] (restricted)
    Other versions:

  2. Teun Kloek, 2001. "Obituary: Henri Theil, 1924-2000," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(3), pages 263-269. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)

  4. Kloek, T., 1998. "Loss development forecasting models: an econometrician's view," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 251-261, December. [Downloadable!] (restricted)

  5. Heij Christiaan & Kloek Teun & Lucas André, 1992. "Positivity conditions for stochastic state space modelling of time series," Econometric Reviews, Taylor and Francis Journals, vol. 11(3), pages 379-396. [Downloadable!] (restricted)

  6. de Jong, Frank & Kemna, Angelien & Kloek, Teun, 1992. "A contribution to event study methodology with an application to the Dutch stock market," Journal of Banking & Finance, Elsevier, vol. 16(1), pages 11-36, February. [Downloadable!] (restricted)

  7. Van Praag, B. M. S. & Kloek, T. & De Leeuw, J., 1988. "Large-sample properties of method of moment estimators under different data-generating processes," Journal of Econometrics, Elsevier, vol. 37(1), pages 157-169, January. [Downloadable!] (restricted)

  8. Kloek, Teun & Haitovsky, Yoel, 1988. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 37(1), pages 1-6, January. [Downloadable!] (restricted)

  9. Kooiman, P. & Kloek, T., 1985. "An empirical two market disequilibrium model for Dutch manufacturing," European Economic Review, Elsevier, vol. 29(3), pages 323-354. [Downloadable!] (restricted)

  10. Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E., 1985. "Posterior moments computed by mixed integration," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 3-18. [Downloadable!] (restricted)

  11. Kloek, Teun, 1984. "Dynamic Adjustment When the Target Is Nonstationary," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 315-26, June. [Downloadable!] (restricted)

  12. Kloek, T, 1981. "OLS Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated," Econometrica, Econometric Society, vol. 49(1), pages 205-07, January. [Downloadable!] (restricted)

  13. van Dijk, Herman K & Kloek, Teun, 1980. "Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes," Econometrica, Econometric Society, vol. 48(5), pages 1139-48, July. [Downloadable!] (restricted)

  14. van Dijk, H. K. & Kloek, T., 1980. "Further experience in Bayesian analysis using Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December. [Downloadable!] (restricted)

  15. Kloek, Teun & van Dijk, Herman K., 1978. "Efficient estimation of income distribution parameters," Journal of Econometrics, Elsevier, vol. 8(1), pages 61-74, August. [Downloadable!] (restricted)

  16. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January. [Downloadable!] (restricted)

  17. Kloek, T, 1975. "Note on a Large-Sample Result in Specification Analysis," Econometrica, Econometric Society, vol. 43(5-6), pages 933-36, Sept.-Nov. [Downloadable!] (restricted)

  18. Kloek, T, 1972. "Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model," Econometrica, Econometric Society, vol. 40(5), pages 911-12, September. [Downloadable!] (restricted)

  19. Barten, A P & Kloek, T & Lempers, F B, 1969. "A Note on a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions," Review of Economic Studies, Blackwell Publishing, vol. 36(105), pages 109-11, January. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2001-05-02 Author is listed
  2. NEP-FIN: Finance (1) 2001-05-02 Author is listed
  3. NEP-FMK: Financial Markets (1) 2001-05-02 Author is listed
Did you know? IDEAS is also providing many rankings, for example of authors and institutions.

This page was last updated on 2009-10-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.