Concepedia
Statistics
Publications
24
Citations
1.6K
H-Index
18
Active since
1960
Affiliations
Erasmus University Rotterdam(Current)
Vrije Universiteit Amsterdam
Tinbergen Institute
Teun Kloek is an author at Erasmus University Rotterdam specializing in business, statistics, and economics.
Top concepts
BusinessStatisticsEconomicsEngineeringEconometricsFinanceEconomic AnalysisMacroeconomicsStatistical InferenceManagement
Publications per year
1960–2002
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
Teun Kloek, H. K. van Dijk · Econometrica · 1978 · 609 citations
Parameter Estimation, Engineering, Monte Carlo Methods +25
OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
Teun Kloek · Econometrica · 1981 · 130 citations
Econometric Model, Economics, Parameter Estimation +12
Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
Teun Kloek, L. B. M. Mennes · Econometrica · 1960 · 126 citations
State Estimation, Parameter Identification, Parameter Estimation +7
Further experience in Bayesian analysis using Monte Carlo integration
Herman K. van Dijk, Teun Kloek · Journal of Econometrics · 1980 · 95 citations · Full text
Bayesian Statistic, Bayesian Statistics, Engineering +8
A contribution to event study methodology with an application to the Dutch stock market
Frank de Jong, A. G. Z. Kemna, Teun Kloek · Journal of Banking & Finance · 1992 · 88 citations
Empirical Finance, Asset Pricing, Event Study Methodology +11
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