Teun Kloek | Academic Influence

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According to Wikipedia, Teunis Kloek is a Dutch economist and Emeritus Professor of Econometrics at the Erasmus Universiteit Rotterdam. His research interests centered on econometric methods and their applications, especially nonparametric and robust methods in econometrics.

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Teun Kloek's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Papers

Bayesian estimates of equation system parameters, An application of integration by Monte Carlo (1976) (555)
Econometric Methods with Applications in Business and Economics (2004) (384)
OLS Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated (1979) (144)
Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables (1960) (137)
A contribution to event study methodology with an application to the Dutch stock market (1992) (130)
Further experience in Bayesian analysis using Monte Carlo integration (1980) (104)
Efficient estimation of income distribution parameters (1978) (71)
Stock selection, style rotation, and risk (2002) (64)
Outlier robust analysis of long-run marketing effects for weekly scanning data (1998) (51)
Positivity conditions for stochastic state space modelling of time series (1992) (42)
Positivity conditions for stochastic state space modelling of time series (1992) (42)
Outlier Robust Gmm Estimation of Leverage Determinants in Linear Dynamic Panel Data Models (1997) (41)
Posterior moments computed by mixed integration (1985) (27)
An empirical analysis of college enrollment in The Netherlands (1986) (26)
An empirical two market disequilibrium model for Dutch manufacturing (1985) (25)
BEST LINEAR AND BEST LINEAR UNBIASED INDEX NUMBERS (1961) (25)
Dynamic Adjustment When the Target Is Nonstationary (1984) (23)
International Comparisons of Prices and Quantities Consumed (1965) (21)
Note on Convenient Matrix Notations in Multivariate Statistical Analysis and in the Theory of Linear Aggregation (1961) (20)
A Note on a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions (1969) (18)
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes (1980) (16)
Monte Carlo Analysis of Skew Posterior Distributions: an Illustrative Econometric Examplet (1983) (15)
Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model (1972) (13)
A periodic cointegration model of quarterly consumption (1995) (12)
Note on a Large-Sample Result in Specification Analysis (1975) (11)
On a simple transformation for second-order autocorrelated disturbances in regression analysis (1973) (10)
Principal‐component analysis applied to business test data* (1962) (8)
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo (1975) (7)
The population‐sample decomposition approach to multivariate estimation methods (1986) (7)
The statistics of systems of simultaneous economic relationships (1959) (5)
Obituary: Henri Theil, 1924–2000 (2001) (5)
Large-sample properties of method of moment estimators under different data-generating processes (1988) (4)
Posterior Analysis Of Klein'S Model (1978) (4)
Macroeconomic Models and Econometrics (1988) (4)
Posterior Moments Of The Klein-Goldberger Model (1982) (3)
Loss development forecasting models: an econometrician's view (1998) (3)
Monte Carlo analysis of skew posterior distributions: an econometric example (1983) (2)
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data (1996) (2)
Mathematics and Social Sciences I. (1968) (1)
Misspecification tests in econometrics. L. G. Godfrey, Cambridge University Press, Cambridge, 1988, pp. xii + 252. ISBN 0‐521‐26616‐5. £35 hardcover (1992) (1)
Decomposition of Least-Squares Estimators and Covariance Matrices (1992) (1)
Post-experiment introduction of constraints on parameters (1975) (1)
Alternative specifications of bivariate relations in the analysis of business test data (1962) (1)
statistique et modèles econométriques, (statistics and econometric models), in 2 volumes, c. gourieroux and a. monfort, economica, paris, 1989, isbn 2-7178-1667-4 and 2-7178-1668-2, paperback, ff 200 each, pp. 565 and 587 (1993) (1)
Book reviews (1995) (0)
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables (1996) (0)
THEIL'S ANNOTATED BIBLIOGRAPHY (1992) (0)
HOW CAN WE GET RID OF DOGMATIC PRIOR INFORMATION (1986) (0)
Econometric analysis of dynamic models (1991) (0)
In memoriam: W.H. Somermeyer (1919–1982) (1983) (0)
Boekbesprekingen - Reviews (1986) (0)
A BAYESIAN PROCEDURE FOR TESTING REGRESSION DISTURBANCES FOR HETEROSKEDASTICITY AND AUTOCORRELATION (1970) (0)
SOLUTION OF ECONOMETRIC EQUATION SYSTEMS BY MEANS OF A MODIFIED GAUSS-SEIDEL PROCEDURE (1976) (0)
Econometrische analyse van dynamische modellen (1991) (0)
Discussion of Paper by D.F. Hendry and J.-F. Richard (1983) (0)

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What Schools Are Affiliated With Teun Kloek?

Teun Kloek is affiliated with the following schools:

Erasmus University Rotterdam

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