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 3 11 29
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 0 5 8 18 26
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 18 1 2 3 31
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 5 14 25 47
An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators 0 0 0 2 3 3 6 42
Bayesian Analysis of ARMA Models 0 0 0 241 1 3 6 651
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 1 1 7 835
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 1 1 5 106
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 24 143
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 1 2 8 464
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 1 3 7 30
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 3 3 6 7
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 2 5 14 180
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 2 2 7 374
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 3 4 9 246
Bayesian and Classical Approaches to Instrumental Variables Regression 1 1 1 641 4 8 20 2,558
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 4 6 16 174
Cointegration in a periodic vector autoregression 0 0 0 22 1 1 3 71
Conditional densities in econometrics 0 0 0 13 2 4 18 80
Double robust inference for continuous updating GMM 0 0 0 11 1 3 11 36
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 3 5 7 79
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 1 2 3 863
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 2 2 15 825
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 2 2 9 478
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 0 1 6 25
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 1 1 4 15
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 12 70 136 399
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 435 21 25 47 1,465
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 2 3 10 803
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 1 2 11 328
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 0 5 448
Identification Robust Inference for the Risk Premium in Term Structure Models 0 0 2 10 5 6 16 29
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 0 82 1 2 14 206
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 0 1 8 28
Inference in Second-Order Identified Models 0 0 0 19 2 3 11 41
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 643 2 6 12 1,644
Misspecification and Weak Identification in Asset Pricing 0 0 2 21 0 2 16 42
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 2 4 7 99
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 2 2 7 122
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 1 105 3 4 19 642
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 1 1 5 219
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 3 4 16 170
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 0 38 1 1 9 162
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 1 2 4 74
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 0 1 9 15
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 8 2 2 7 33
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 2 3 11 383
The Bayesian Score Statistic 1 1 1 135 2 2 7 1,226
The Bayesian Score Statistic 0 0 0 11 2 3 12 89
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 2 3 6 76
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 1 2 9 1,844
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 98 1 1 8 500
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 3 7 21 149
Total Working Papers 2 2 9 4,823 126 251 711 19,651
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 Powerful Test Needs to Be Size-Correct: Response to “Robust Inference for Consumption-Based Asset Pricing with Power” 0 1 2 2 1 4 12 12
A test for Kronecker Product Structure covariance matrix 0 0 0 2 1 2 10 17
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 1 2 7 130
Bayesian and classical approaches to instrumental variable regression 0 0 4 181 6 9 18 477
Direct cointegration testing in error correction models 0 0 0 63 0 3 7 227
Double robust inference for continuous updating GMM 0 0 0 0 3 4 15 15
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 1 13 2 3 9 37
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 4 6 9 63
Generalized reduced rank tests using the singular value decomposition 0 2 18 1,069 17 35 120 2,701
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 1 4 143 2 6 23 373
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 1 1 2 14 4 5 16 74
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 1 2 10 17
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 2 2 6 10
Identification robust inference for the risk premium in term structure models 0 0 0 0 1 6 12 14
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 1 1 10 3 5 11 48
Inference in second-order identified models 0 0 0 0 2 3 8 28
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 1 34 1 1 6 146
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 2 11 27 738
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 44 3 5 13 193
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 0 4 444
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 7 7 15 137
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 4 5 11 240
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 33 1 3 4 112
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 1 2 12 720
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 0 80 2 7 16 310
Rejoinder 0 0 0 20 1 1 7 66
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 2 3 8 11
Risk premia from the cross-section of individual assets 0 0 0 0 2 3 9 9
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 1 172 1 3 12 708
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 0 30 2 3 11 132
Tests of risk premia in linear factor models 0 0 3 141 1 2 15 334
The joint estimation of term structures and credit spreads 0 0 1 90 1 1 9 248
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 0 1 13 136
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 1 1 5 249
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 2 201 4 6 16 420
Total Journal Articles 1 6 40 2,867 86 162 506 9,596

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 15 36 102 3,917 46 95 378 16,307
Total Software Items 15 36 102 3,917 46 95 378 16,307

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Statistics updated 2026-05-06