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Teun Kloek

Personal Details

First Name:Teun
Middle Name:
Last Name:Kloek
Suffix:
RePEc Short-ID:pkl74
[This author has chosen not to make the email address public]
Zwanenkade 92, 2925 AS Krimpen aan den IJssel, Netherlands
Terminal Degree:1966 Econometrisch Instituut; Faculteit der Economische Wetenschappen; Erasmus Universiteit Rotterdam (from RePEc Genealogy)

Affiliation

(50%) Tinbergen Instituut

Amsterdam, Netherlands
http://www.tinbergen.nl/

: +31 (0)20 598 4580

Gustav Mahlerplein 117, 1082 MS Amsterdam
RePEc:edi:tinbenl (more details at EDIRC)

(50%) Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.few.eur.nl/few/

: 31 10 4081111

Postbus 1738, 3000 DR Rotterdam
RePEc:edi:feeurnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

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.
  2. Franses, Ph.H.B.F. & Kloek, T. & Lucas, A., 1996. "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Econometric Institute Research Papers EI 9646-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. BARTEN, Anton P. & KLOEK, Teun & LEMPERS, Fred B., 1969. "A note on a class of utility and production functions yielding everywhere differentiable demand functions," CORE Discussion Papers RP 29, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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.
  2. Teun Kloek, 2001. "Obituary: Henri Theil, 1924-2000," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(3), pages 263-269.
  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.
  4. Kloek, T., 1998. "Loss development forecasting models: an econometrician's view," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 251-261, December.
  5. 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.
  6. Teun Kloek, 1992. "La construction et l'estimation de petits modèles macro-économiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 51-59.
  7. Kloek, Teun & Haitovsky, Yoel, 1988. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 37(1), pages 1-6, January.
  8. 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.
  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.
  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.
  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 315-326, June.
  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 205-207, January.
  13. 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.
  14. 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 1139-1148, July.
  15. 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.
  16. Kloek, Teun & van Dijk, Herman K., 1978. "Efficient estimation of income distribution parameters," Journal of Econometrics, Elsevier, vol. 8(1), pages 61-74, August.
  17. Kloek, T, 1975. "Note on a Large-Sample Result in Specification Analysis," Econometrica, Econometric Society, vol. 43(5-6), pages 933-936, Sept.-Nov.
  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 911-912, September.
  19. A. P. Barten & T. Kloek & F. B. Lempers, 1969. "A Note on a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions," Review of Economic Studies, Oxford University Press, vol. 36(1), pages 109-111.

Books

  1. Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004. "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016.

More information

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2001-05-02

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