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 0 1 1 1 7
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 19 0 1 1 18
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 1 1 4 22
A Test for Kronecker Product Structure Covariance Matrix 1 1 2 18 1 1 3 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 2 241 1 1 7 644
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 0 0 0 828
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 1 1 101
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 1 119
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 0 0 0 454
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 0 0 1
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 1 1 1 23
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 1 237
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 1 101 2 2 4 367
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 1 166
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 0 3 5 2,538
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 1 1 2 158
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 1 68
Conditional densities in econometrics 0 0 0 13 0 0 1 62
Double robust inference for continuous updating GMM 0 0 1 11 0 0 3 25
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 0 2 72
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 0 0 1 860
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 0 0 1 809
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 0 0 469
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 0 0 11
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 0 0 0 19
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 0 0 0 261
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 5 434 1 3 12 1,415
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 0 1 6 790
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 0 0 317
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 1 1 1 443
Identification Robust Inference for the Risk Premium in Term Structure Models 0 0 1 8 0 0 3 12
Identification and inference in moments based analysis of linear dynamic panel data models 1 1 2 82 2 3 7 191
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 0 0 2 20
Inference in Second-Order Identified Models 0 0 0 19 0 0 1 30
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 642 0 1 3 1,631
Misspecification and Weak Identification in Asset Pricing 0 0 3 19 0 1 9 26
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 0 0 0 92
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 0 115
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 104 1 1 2 623
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 0 1 214
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 0 48 0 0 1 154
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 1 1 1 38 1 1 3 153
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 1 3 3 70
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 0 1 1 6
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 8 0 0 0 26
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 0 0 0 372
The Bayesian Score Statistic 0 0 0 134 0 0 0 1,218
The Bayesian Score Statistic 0 0 0 11 0 0 0 77
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 0 0 1 1,835
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 1 98 1 2 4 492
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 1 2 4 128
Total Working Papers 3 3 19 4,812 17 33 105 18,923
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 1 2 1 1 5 7
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 1 36 1 1 2 121
Bayesian and classical approaches to instrumental variable regression 0 0 3 176 0 1 8 456
Direct cointegration testing in error correction models 0 0 0 63 0 0 1 220
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 7 12 1 1 10 28
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 2 54
Generalized reduced rank tests using the singular value decomposition 0 5 32 1,047 7 25 121 2,570
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 1 5 139 2 5 18 348
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 1 12 2 2 4 57
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 0 1 2 7
Identification Robust Testing of Risk Premia in Finite Samples 0 0 1 1 0 1 3 3
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 1 9 0 0 1 35
Inference in second-order identified models 0 0 0 0 0 0 3 20
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 0 33 0 0 1 140
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 1 1 3 711
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 1 3 43 0 1 4 179
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 1 177 0 0 1 440
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 0 0 122
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 1 54 0 1 6 229
On the Shape of the Likelihood/Posterior in Cointegration Models 1 1 2 33 2 2 3 108
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 1 2 6 707
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 1 1 3 80 1 1 6 294
Rejoinder 0 0 0 20 0 0 0 59
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 2 2 0 0 3 3
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 2 171 1 2 6 695
Testing Subsets of Structural Parameters in the Instrumental Variables 0 1 2 29 1 3 4 120
Tests of risk premia in linear factor models 1 1 4 138 1 1 12 318
The joint estimation of term structures and credit spreads 0 0 1 89 0 0 2 239
Unexplained factors and their effects on second pass R-squared’s 0 0 1 21 2 3 9 123
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 1 244
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 1 1 5 198 2 3 10 402
Total Journal Articles 4 12 79 2,819 26 58 257 9,059

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 11 36 125 3,785 40 111 480 15,847
Total Software Items 11 36 125 3,785 40 111 480 15,847

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Statistics updated 2025-03-03