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 0 5 8 26
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 0 1 8 12 19
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 7 16 18 40
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 18 1 2 2 30
An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators 0 0 0 2 0 3 3 39
Bayesian Analysis of ARMA Models 0 0 0 241 2 4 6 650
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 0 1 6 834
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 2 4 105
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 0 4 8 462
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 18 24 143
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 3 3 4
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 1 4 5 28
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 1 4 6 243
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 0 3 5 372
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 2 9 175
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 3 10 15 2,553
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 1 5 11 169
Cointegration in a periodic vector autoregression 0 0 0 22 0 2 2 70
Conditional densities in econometrics 0 0 0 13 2 12 16 78
Double robust inference for continuous updating GMM 0 0 0 11 1 5 9 34
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 2 4 4 76
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 0 1 1 861
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 0 6 14 823
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 6 7 476
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 1 3 14
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 1 4 6 25
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 43 104 111 372
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 435 2 11 27 1,442
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 0 5 10 800
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 1 6 10 327
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 5 5 448
Identification Robust Inference for the Risk Premium in Term Structure Models 0 1 2 10 0 6 11 23
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 0 82 1 8 14 205
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 0 5 7 27
Inference in Second-Order Identified Models 0 0 0 19 0 7 8 38
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 1 643 3 6 10 1,641
Misspecification and Weak Identification in Asset Pricing 0 0 2 21 0 8 14 40
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 1 3 4 96
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 3 5 120
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 1 1 105 1 9 16 639
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 3 4 218
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 0 8 12 166
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 0 38 0 7 8 161
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 0 2 2 72
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 1 7 9 15
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 8 0 4 5 31
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 1 4 9 381
The Bayesian Score Statistic 0 0 0 134 0 4 6 1,224
The Bayesian Score Statistic 0 0 0 11 0 7 9 86
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 0 3 7 1,842
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 0 3 3 73
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 98 0 3 7 499
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 2 11 16 144
Total Working Papers 0 2 9 4,821 79 387 556 19,479
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 1 6 9 16
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 0 3 7 128
Bayesian and classical approaches to instrumental variable regression 0 1 5 181 2 4 14 470
Direct cointegration testing in error correction models 0 0 0 63 3 6 7 227
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 1 13 1 3 7 35
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 2 5 5 59
Generalized reduced rank tests using the singular value decomposition 0 3 20 1,067 6 27 102 2,672
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 0 3 142 3 9 22 370
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 1 13 1 6 13 70
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 0 8 8 15
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 0 3 5 8
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 1 1 1 10 2 7 10 45
Inference in second-order identified models 0 0 0 0 0 3 5 25
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 1 1 34 0 1 5 145
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 5 18 21 732
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 44 1 6 10 189
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 3 4 444
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 5 8 130
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 0 3 6 235
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 33 1 2 2 110
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 0 4 11 718
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 0 80 4 7 13 307
Rejoinder 0 0 0 20 0 2 6 65
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 1 5 6 9
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 1 172 1 5 11 706
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 1 30 0 7 9 129
Tests of risk premia in linear factor models 0 0 3 141 1 4 15 333
The joint estimation of term structures and credit spreads 0 0 1 90 0 4 8 247
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 1 6 13 136
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 4 4 248
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 3 201 1 6 13 415
Total Journal Articles 1 6 42 2,861 37 182 379 9,438

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 12 24 108 3,893 29 101 394 16,241
Total Software Items 12 24 108 3,893 29 101 394 16,241

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Statistics updated 2026-03-04