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 1 3 9
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 19 0 0 2 19
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 1 1 2 23
A Test for Kronecker Product Structure Covariance Matrix 0 0 1 18 0 0 1 28
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 0 241 1 1 3 646
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 1 3 5 833
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 1 3 103
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 1 1 1 120
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 1 1 3 457
Bayesian analysis of ARMA models using noninformative priors 0 0 0 0 0 0 0 1
Bayesian analysis of ARMA models using noninformative priors 0 0 0 5 0 0 1 23
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 1 2 239
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 1 4 4 170
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 1 1 3 368
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 1 2 7 2,541
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 0 1 4 161
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 0 68
Conditional densities in econometrics 0 0 0 13 1 2 3 65
Double robust inference for continuous updating GMM 0 0 0 11 0 0 0 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 0 860
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 3 3 5 814
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 0 1 1 470
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 0 1 12
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 0 1 2 21
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 2 2 4 265
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 2 435 5 7 16 1,426
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 1 2 6 795
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 0 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 1 1 1 9 2 3 4 16
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 1 82 1 2 8 196
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 1 1 1 21
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 0 1 643 1 3 5 1,635
Misspecification and Weak Identification in Asset Pricing 1 2 2 21 3 5 7 32
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 1 1 1 116
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 104 2 2 4 626
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 1 1 1 215
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 1 1 3 157
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 38 0 0 1 153
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 8 1 1 1 27
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 1 1 2 7
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 1 3 3 375
The Bayesian Score Statistic 0 0 0 134 0 0 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 6 0 0 0 70
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 0 0 0 1,835
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 98 1 3 5 495
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 2 3 7 131
Total Working Papers 2 3 11 4,819 40 66 141 19,026
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 1 7
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 0 0 3 123
Bayesian and classical approaches to instrumental variable regression 1 2 4 180 1 2 11 465
Direct cointegration testing in error correction models 0 0 0 63 0 0 1 221
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 3 13 0 1 5 30
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 0 54
Generalized reduced rank tests using the singular value decomposition 4 5 23 1,063 17 23 94 2,628
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 0 4 142 1 3 15 357
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 1 1 1 13 1 1 9 64
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 0 0 1 7
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 0 0 2 4
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 0 9 0 0 2 37
Inference in second-order identified models 0 0 0 0 1 2 2 22
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 0 33 0 0 2 142
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 0 0 3 712
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 3 44 2 2 6 183
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 0 1 441
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 1 1 3 125
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 0 0 3 230
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 1 33 0 0 2 108
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 4 4 8 713
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 1 80 0 0 2 295
Rejoinder 0 0 0 20 0 0 0 59
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 1 1 1 4
Testing Parameters in GMM Without Assuming that They Are Identified 0 1 1 172 4 5 8 701
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 2 30 0 0 5 122
Tests of risk premia in linear factor models 1 2 3 140 1 3 7 324
The joint estimation of term structures and credit spreads 0 1 1 90 0 1 1 240
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 1 3 10 129
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 0 244
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 1 4 201 1 2 8 407
Total Journal Articles 7 13 51 2,853 36 54 216 9,198

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 27 119 3,863 39 92 422 16,113
Total Software Items 7 27 119 3,863 39 92 422 16,113

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08