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 1 5 9 27
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 0 2 6 13 21
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 18 0 1 2 30
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 2 17 20 42
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 0 3 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 1 3 8 463
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 7 24 143
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 1 5 6 29
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 3 3 4
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 3 5 12 178
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 3 6 243
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 0 2 5 372
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 1 7 16 2,554
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 1 5 12 170
Cointegration in a periodic vector autoregression 0 0 0 22 0 2 2 70
Conditional densities in econometrics 0 0 0 13 0 10 16 78
Double robust inference for continuous updating GMM 0 0 0 11 1 4 10 35
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 4 4 76
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 1 1 2 862
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 0 3 13 823
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 2 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 0 2 6 25
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 435 2 8 27 1,444
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 1 5 8 801
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 15 102 125 387
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 5 10 327
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 3 5 448
Identification Robust Inference for the Risk Premium in Term Structure Models 0 1 2 10 1 5 12 24
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 0 82 0 5 13 205
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 1 4 8 28
Inference in Second-Order Identified Models 0 0 0 19 1 4 9 39
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 1 643 1 5 11 1,642
Misspecification and Weak Identification in Asset Pricing 0 0 2 21 2 6 16 42
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 1 3 5 97
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 1 5 120
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 1 1 105 0 5 16 639
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 2 4 218
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 1 5 13 167
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 0 38 0 6 8 161
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 1 3 3 73
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 0 2 9 15
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 8 0 3 5 31
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 0 4 9 381
The Bayesian Score Statistic 0 0 0 11 1 6 10 87
The Bayesian Score Statistic 0 0 0 134 0 3 5 1,224
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 1 4 8 1,843
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 1 2 4 74
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 7 18 146
Total Working Papers 0 2 9 4,821 46 318 591 19,525
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 0 5 9 16
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 1 4 8 129
Bayesian and classical approaches to instrumental variable regression 0 0 4 181 1 4 13 471
Direct cointegration testing in error correction models 0 0 0 63 0 5 7 227
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 1 13 0 2 7 35
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 4 5 59
Generalized reduced rank tests using the singular value decomposition 2 5 22 1,069 12 31 112 2,684
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 1 1 4 143 1 8 21 371
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 1 13 0 5 12 70
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 1 6 9 16
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 0 3 4 8
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 1 1 10 0 5 9 45
Inference in second-order identified models 0 0 0 0 1 4 6 26
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 1 34 0 0 5 145
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 4 21 25 736
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 44 1 5 11 190
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 2 4 444
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 2 8 130
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 1 4 7 236
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 33 1 2 3 111
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 1 3 12 719
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 0 80 1 6 14 308
Rejoinder 0 0 0 20 0 1 6 65
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 0 4 6 9
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 1 172 1 5 12 707
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 0 30 1 7 9 130
Tests of risk premia in linear factor models 0 0 3 141 0 2 15 333
The joint estimation of term structures and credit spreads 0 0 1 90 0 3 8 247
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 0 3 13 136
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 3 4 248
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 3 201 1 5 14 416
Total Journal Articles 3 7 43 2,864 29 164 398 9,467

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 9 26 103 3,902 20 92 370 16,261
Total Software Items 9 26 103 3,902 20 92 370 16,261

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Statistics updated 2026-04-09