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 2 3 5
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 1 19 0 1 2 15
A Test for Kronecker Product Structure Covariance Matrix 0 0 1 16 0 0 2 23
A Test for Kronecker Product Structure Covariance Matrix 0 0 3 37 0 0 9 15
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 3 238 0 2 11 633
Bayesian Analysis of ARMA Models using Noninformative Priors 0 1 2 219 0 1 3 826
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 0 1 99
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 0 118
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 1 124 0 3 5 452
Bayesian analysis of ARMA models using noninformative priors 0 0 0 4 0 0 1 19
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 0 0 0 1 163
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 5 236
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 2 100 0 0 2 361
Bayesian and Classical Approaches to Instrumental Variables Regression 0 1 4 638 1 4 11 2,525
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 0 0 1 156
Cointegration in a periodic vector autoregression 0 0 2 22 0 0 2 66
Conditional densities in econometrics 0 0 0 13 0 0 2 61
Double robust inference for continuous updating GMM 0 0 3 10 0 2 8 22
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 1 3 68
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 121 0 0 4 859
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 0 0 1 806
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 0 1 469
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 1 1 2 0 1 3 19
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 43 0 1 5 257
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 4 9 426 1 7 22 1,393
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 2 160 0 2 9 780
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 0 0 316
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 0 0 0 441
Identification and inference in moments based analysis of linear dynamic panel data models 0 3 5 79 0 3 10 181
Identification robust inference for moments based analysis of linear dynamic panel data models 0 2 3 13 0 2 5 16
Inference in Second-Order Identified Models 0 0 0 19 0 1 1 27
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 642 0 0 3 1,628
Misspecification and Weak Identification in Asset Pricing 0 0 14 14 0 3 12 12
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 0 0 1 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 1 2 3 103 2 4 10 620
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 1 3 213
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 1 1 46 0 1 3 150
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 0 37 0 0 0 148
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 0 19 0 0 0 66
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 1 1 0 0 2 4
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 1 116 0 1 3 372
The Bayesian Score Statistic 1 1 1 134 1 1 10 1,216
The Bayesian Score Statistic 0 0 0 11 0 0 1 74
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 0 0 1 70
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 0 0 2 1,834
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 1 96 0 0 2 487
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 0 0 4 121
Total Working Papers 2 16 65 4,769 6 44 190 18,723
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
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 35 0 0 2 118
Bayesian and classical approaches to instrumental variable regression 0 2 8 172 0 3 17 444
Direct cointegration testing in error correction models 0 0 1 63 0 0 3 216
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 0 3 0 0 1 15
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 0 52
Generalized reduced rank tests using the singular value decomposition 7 15 76 980 15 40 191 2,343
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 1 3 8 130 3 6 17 321
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 0 11 0 0 0 53
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 0 8 0 0 4 33
Inference in second-order identified models 0 0 0 0 0 0 2 16
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 0 33 0 0 1 139
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 3 4 16 705
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 40 1 1 6 174
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 176 0 0 0 437
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 0 53 0 0 1 222
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 30 0 0 0 104
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 0 0 3 699
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 1 3 77 0 1 8 288
Rejoinder 0 0 0 20 0 0 0 59
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 0 166 0 1 6 683
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 0 27 0 0 0 116
Tests of risk premia in linear factor models 0 1 5 130 1 2 12 298
The joint estimation of term structures and credit spreads 0 0 0 88 0 0 0 236
Unexplained factors and their effects on second pass R-squared’s 0 0 1 19 0 1 5 110
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 1 2 2 242
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 1 192 0 1 6 387
Total Journal Articles 8 22 103 2,686 24 62 303 8,632

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 13 36 124 3,579 51 168 667 14,968
Total Software Items 13 36 124 3,579 51 168 667 14,968

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Statistics updated 2023-06-05