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
An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators 0 0 0 2 0 0 1 34
Bayesian Analysis of ARMA Models 0 0 1 226 0 0 6 594
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 216 0 1 4 814
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 1 21 0 0 2 81
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 21 1 1 3 102
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 1 2 4 122 4 8 14 430
Bayesian analysis of ARMA models using noninformative priors 0 0 0 4 0 0 3 11
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 1 1 2 155
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 96 1 1 6 347
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 3 4 6 209
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 3 624 6 9 20 2,465
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 3 3 5 129
Cointegration in a periodic vector autoregression 0 1 1 16 0 2 7 57
Conditional densities in econometrics 0 0 0 13 2 4 7 47
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 0 0 51
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 119 0 1 8 848
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 168 2 2 6 787
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 36 0 0 5 462
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 0 3 5
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 1 0 0 3 8
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 1 1 154 1 5 20 722
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 4 15 387 1 8 43 1,265
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 37 1 3 14 207
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 0 2 308
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 1 1 81 0 1 3 432
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 2 59 0 1 4 138
Inference in Second-Order Identified Models 0 1 4 19 2 4 11 18
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 1 2 5 525 2 6 20 1,271
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 641 1 2 7 1,611
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 23 0 0 3 85
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 1 3 3 107
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 1 97 0 1 5 579
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 1 1 1 37 2 8 14 201
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 0 34 0 0 5 102
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 36 0 0 4 129
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 15 0 0 0 54
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 1 2 7 0 4 5 20
Testing Parameters in GMM without Assuming that they are identified 0 1 2 113 1 4 7 350
The Bayesian Score Statistic 0 0 0 8 2 2 2 50
The Bayesian Score Statistic 0 0 0 133 0 0 2 1,193
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 1 1 4 55
The Joint Estimation of Term Structures and Credit Spreads 0 1 1 739 0 1 5 1,817
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 93 0 0 2 475
Unexplained factors and their effects on second pass R-squared’s 0 0 1 36 0 3 7 84
Total Working Papers 3 16 49 5,015 38 94 303 18,909


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 1 2 2 35 2 4 5 107
Bayesian and classical approaches to instrumental variable regression 0 1 5 143 1 2 15 363
Direct cointegration testing in error correction models 0 0 0 60 0 0 3 197
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 1 48
Generalized reduced rank tests using the singular value decomposition 11 29 97 681 20 68 250 1,567
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 2 9 90 1 6 16 221
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 0 10 1 1 3 46
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 0 2 0 0 5 10
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 0 32 0 1 4 128
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 3 6 26 649
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 5 35 3 4 13 154
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 1 175 2 2 3 428
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 3 3 4 115
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 48 1 3 7 179
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 2 29 1 1 4 91
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 4 92 1 2 7 670
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 2 5 70 1 3 10 249
Rejoinder 0 0 0 18 0 0 3 52
Testing Parameters in GMM Without Assuming that They Are Identified 1 1 2 163 3 7 20 639
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 0 23 0 0 2 102
Tests of risk premia in linear factor models 0 1 7 103 2 5 22 235
The joint estimation of term structures and credit spreads 0 0 0 85 0 1 4 218
Unexplained factors and their effects on second pass R-squared’s 0 2 4 9 0 4 15 67
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 1 1 87 0 1 3 237
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 3 181 0 0 10 346
Total Journal Articles 13 41 147 2,223 45 124 455 7,118


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 using the Kleibergen-Paap rk statistic 14 37 152 3,013 50 162 687 9,910
Total Software Items 14 37 152 3,013 50 162 687 9,910


Statistics updated 2019-09-09