Access Statistics for Frank Kleibergen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 19 2 2 4 21
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 0 2 3 5 11
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 1 2 3 24
A Test for Kronecker Product Structure Covariance Matrix 0 0 1 18 0 0 1 28
An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators 0 0 0 2 0 0 0 36
Bayesian Analysis of ARMA Models 0 0 0 241 0 1 3 646
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 0 1 5 833
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 0 3 103
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 5 6 6 125
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 1 2 4 458
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 1 1 2 24
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 0 0 1
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 1 2 239
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 1 2 4 369
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 3 5 7 173
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 2 4 8 2,543
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 3 3 7 164
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 0 68
Conditional densities in econometrics 0 0 0 13 1 3 4 66
Double robust inference for continuous updating GMM 0 0 0 11 4 4 4 29
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 0 0 72
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 0 0 0 860
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 3 6 8 817
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 1 1 470
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 0 0 2 21
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 1 1 2 13
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 3 5 7 268
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 435 5 11 19 1,431
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 0 1 6 795
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 3 3 4 321
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 0 1 443
Identification Robust Inference for the Risk Premium in Term Structure Models 0 1 1 9 1 4 5 17
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 1 82 1 3 9 197
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 1 2 2 22
Inference in Second-Order Identified Models 0 0 0 19 1 1 1 31
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 1 643 0 3 5 1,635
Misspecification and Weak Identification in Asset Pricing 0 2 2 21 0 4 7 32
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 1 1 1 93
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 1 2 2 117
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 104 4 6 8 630
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 1 1 215
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 1 2 4 158
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 38 1 1 2 154
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 0 0 3 70
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 8 0 1 1 27
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 1 2 3 8
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 2 4 5 377
The Bayesian Score Statistic 0 0 0 11 2 2 2 79
The Bayesian Score Statistic 0 0 0 134 1 1 2 1,220
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 0 0 0 70
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 4 4 4 1,839
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 98 1 2 6 496
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 2 5 7 133
Total Working Papers 0 3 10 4,819 66 119 202 19,092
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test for Kronecker Product Structure covariance matrix 0 0 0 2 3 3 4 10
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 2 2 5 125
Bayesian and classical approaches to instrumental variable regression 0 2 4 180 1 3 11 466
Direct cointegration testing in error correction models 0 0 0 63 0 0 1 221
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 1 13 2 2 5 32
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 0 54
Generalized reduced rank tests using the singular value decomposition 1 5 22 1,064 17 37 100 2,645
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 0 4 142 4 7 18 361
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 1 1 13 0 1 9 64
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 0 0 1 7
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 1 1 3 5
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 0 9 1 1 3 38
Inference in second-order identified models 0 0 0 0 0 2 2 22
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 0 33 2 2 4 144
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 2 2 4 714
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 2 44 0 2 5 183
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 0 1 441
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 1 3 125
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 2 2 4 232
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 1 33 0 0 2 108
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 1 5 9 714
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 1 80 5 5 7 300
Rejoinder 0 0 0 20 4 4 4 63
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 0 1 1 4
Testing Parameters in GMM Without Assuming that They Are Identified 0 1 1 172 0 5 8 701
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 2 30 0 0 5 122
Tests of risk premia in linear factor models 1 3 4 141 5 8 12 329
The joint estimation of term structures and credit spreads 0 1 1 90 3 4 4 243
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 1 3 10 130
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 0 244
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 4 201 2 3 10 409
Total Journal Articles 2 13 48 2,855 58 106 255 9,256

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
RANKTEST: Stata module to test the rank of a matrix 6 27 120 3,869 27 98 404 16,140
Total Software Items 6 27 120 3,869 27 98 404 16,140

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Statistics updated 2025-12-06