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 3 13 32
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 0 1 1 19 27
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 18 0 0 3 31
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 0 1 26 48
An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators 0 0 0 2 0 0 6 42
Bayesian Analysis of ARMA Models 0 0 0 241 1 2 8 653
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 0 0 5 835
Bayesian Analysis of ARMA models using Noninformative Priors 0 1 1 27 0 2 6 108
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 0 0 8 464
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 2 8 9
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 0 0 7 30
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 14 180
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 1 9 247
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 0 1 8 375
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 1 641 0 0 19 2,558
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 1 2 16 176
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 3 71
Conditional densities in econometrics 0 0 0 13 1 1 18 81
Double robust inference for continuous updating GMM 0 0 0 11 0 3 14 39
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 0 7 79
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 0 1 4 864
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 0 1 15 826
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 2 11 480
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 0 0 5 25
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 0 3 15
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 435 0 2 48 1,467
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 0 3 13 806
Generalized Reduced Rank Tests using the Singular Value Decomposition 1 1 1 45 1 7 143 406
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 0 10 328
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 1 6 449
Identification Robust Inference for the Risk Premium in Term Structure Models 0 0 2 10 0 1 17 30
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 0 82 0 2 14 208
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 0 0 8 28
Inference in Second-Order Identified Models 0 0 0 19 0 3 14 44
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 643 0 1 13 1,645
Misspecification and Weak Identification in Asset Pricing 0 1 3 22 0 4 19 46
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 0 0 7 99
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 7 122
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 1 105 0 2 20 644
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 0 5 219
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 0 50 0 0 14 170
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 0 38 0 2 11 164
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 0 0 4 74
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 0 1 10 16
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 8 0 0 7 33
Testing Parameters in GMM without Assuming that they are identified 0 1 1 117 0 3 14 386
The Bayesian Score Statistic 0 0 1 135 0 1 8 1,227
The Bayesian Score Statistic 0 0 0 11 0 3 15 92
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 0 0 6 76
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 0 1 10 1,845
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 98 0 0 8 500
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 0 1 22 150
Total Working Papers 1 4 11 4,827 6 61 752 19,712
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 0 2 2 0 0 12 12
A test for Kronecker Product Structure covariance matrix 0 0 0 2 0 2 12 19
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 0 1 8 131
Bayesian and classical approaches to instrumental variable regression 0 0 3 181 1 1 15 478
Direct cointegration testing in error correction models 0 0 0 63 1 2 8 229
Double robust inference for continuous updating GMM 0 1 1 1 0 2 17 17
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 0 13 0 0 8 37
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 9 63
Generalized reduced rank tests using the singular value decomposition 2 4 15 1,073 7 19 115 2,720
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 0 1 143 0 1 20 374
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 2 14 0 0 11 74
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 0 0 10 17
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 0 0 6 10
Identification robust inference for the risk premium in term structure models 0 0 0 0 0 1 13 15
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 1 10 0 0 11 48
Inference in second-order identified models 0 0 0 0 0 1 9 29
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 1 34 0 1 5 147
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 1 4 30 742
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 44 0 0 12 193
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 1 1 4 445
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 1 14 138
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 1 3 13 243
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 33 0 0 4 112
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 0 3 14 723
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 0 80 1 1 16 311
Rejoinder 0 0 0 20 0 1 8 67
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 1 1 9 12
Risk premia from the cross-section of individual assets 0 0 0 0 0 2 11 11
Testing Parameters in GMM Without Assuming that They Are Identified 0 1 2 173 1 4 16 712
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 0 30 1 1 11 133
Tests of risk premia in linear factor models 0 0 3 141 0 2 15 336
The joint estimation of term structures and credit spreads 0 0 1 90 0 1 10 249
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 0 2 12 138
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 1 1 6 250
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 1 201 0 1 16 421
Total Journal Articles 2 6 33 2,873 17 60 510 9,656

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 3 20 101 3,937 8 60 346 16,367
Total Software Items 3 20 101 3,937 8 60 346 16,367

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Statistics updated 2026-08-07