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 0 1 2 8
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 19 0 0 1 18
A Test for Kronecker Product Structure Covariance Matrix 0 0 1 18 0 0 2 28
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 0 0 3 22
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 1 241 0 1 4 645
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 1 1 1 829
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 0 1 101
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 0 2 2 456
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 0 119
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 0 0 1 23
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 0 0 1
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 0 0 3 367
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 0 166
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 1 237
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 0 0 4 2,538
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 0 0 1 158
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 1 68
Conditional densities in econometrics 0 0 0 13 1 1 2 63
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 0 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 1 2 3 811
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 0 160 0 3 5 793
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 1 4 435 0 3 11 1,418
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 0 2 2 263
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 1 1 1 318
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 0 1 443
Identification Robust Inference for the Risk Premium in Term Structure Models 0 0 1 8 0 1 3 13
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 2 82 1 2 8 193
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 0 0 1 20
Inference in Second-Order Identified Models 0 0 0 19 0 0 0 30
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 1 1 643 0 1 4 1,632
Misspecification and Weak Identification in Asset Pricing 0 0 3 19 0 0 8 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 0 0 2 623
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 0 0 214
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 1 1 1 49 1 1 2 155
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 38 0 0 2 153
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 0 0 3 70
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 0 0 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 1 1 1,219
The Bayesian Score Statistic 0 0 0 11 0 0 0 77
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 0 0 0 1,835
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 0 0 0 70
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 1 98 0 0 4 492
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 0 0 4 128
Total Working Papers 1 3 17 4,815 6 23 99 18,946
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 0 2 7
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 1 36 0 2 4 123
Bayesian and classical approaches to instrumental variable regression 1 2 3 178 3 6 10 462
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 0 0 9 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 5 9 28 1,056 14 25 102 2,595
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 1 1 6 140 1 3 19 351
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 0 12 2 3 6 60
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 0 0 2 7
Identification Robust Testing of Risk Premia in Finite Samples 0 0 1 1 0 1 4 4
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 1 9 0 2 3 37
Inference in second-order identified models 0 0 0 0 0 0 2 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 0 0 3 711
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 1 3 44 0 1 4 180
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 0 0 440
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 1 1 1 123
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 1 54 0 0 5 229
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 2 33 0 0 3 108
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 0 1 5 708
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 3 80 1 1 4 295
Rejoinder 0 0 0 20 0 0 0 59
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 1 2 0 0 1 3
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 1 171 0 1 5 696
Testing Subsets of Structural Parameters in the Instrumental Variables 0 1 3 30 0 1 5 121
Tests of risk premia in linear factor models 0 0 1 138 0 1 5 319
The joint estimation of term structures and credit spreads 0 0 0 89 0 0 0 239
Unexplained factors and their effects on second pass R-squared’s 0 0 1 21 1 1 7 124
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 0 1 6 199 0 2 9 404
Total Journal Articles 7 15 69 2,834 23 52 225 9,111

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 7 37 120 3,822 36 118 450 15,965
Total Software Items 7 37 120 3,822 36 118 450 15,965

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Statistics updated 2025-06-06