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 2 2 36
Bayesian Analysis of ARMA Models 0 0 0 226 0 1 3 596
Bayesian Analysis of ARMA Models using Noninformative Priors 0 1 1 217 1 2 5 818
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 1 21 0 3 7 87
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 21 1 2 8 107
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 3 122 2 2 15 433
Bayesian analysis of ARMA models using noninformative priors 0 0 0 4 0 4 8 18
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 1 1 9 213
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 3 157
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 96 2 2 4 349
Bayesian and Classical Approaches to Instrumental Variables Regression 0 1 2 625 3 6 23 2,473
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 4 9 15 141
Cointegration in a periodic vector autoregression 0 0 1 16 0 0 3 57
Conditional densities in econometrics 0 0 0 13 2 4 10 51
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 1 4 5 56
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 0 119 0 0 4 849
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 168 2 3 11 794
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 36 2 2 7 465
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 0 0 5
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 1 0 1 5 11
Generalized Reduced Rank Tests using the Singular Value Decomposition 1 6 18 396 5 19 53 1,294
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 154 3 7 20 730
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 1 2 38 3 9 20 217
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 1 1 4 310
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 1 81 2 2 5 435
Identification and inference in moments based analysis of linear dynamic panel data models 1 3 3 62 2 4 9 145
Inference in Second-Order Identified Models 0 0 2 19 0 0 8 19
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 641 0 0 4 1,612
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 3 525 1 3 16 1,278
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 23 0 0 2 85
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 2 7 111
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 97 3 6 9 586
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 1 37 1 4 16 207
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 0 34 0 2 6 104
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 1 1 2 37 2 4 10 135
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 1 2 17 2 5 8 62
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 1 7 0 1 6 22
Testing Parameters in GMM without Assuming that they are identified 0 0 1 113 3 3 12 358
The Bayesian Score Statistic 0 0 1 9 1 1 5 53
The Bayesian Score Statistic 0 0 0 133 1 2 4 1,196
The Joint Estimation of Term Structures and Credit Spreads 0 0 2 740 2 3 11 1,826
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 0 0 6 59
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 93 0 0 2 476
Unexplained factors and their effects on second pass R-squared’s 0 1 3 38 2 6 15 94
Total Working Papers 3 15 52 5,037 55 132 405 19,130


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 2 35 0 1 9 111
Bayesian and classical approaches to instrumental variable regression 0 1 5 144 0 3 17 371
Direct cointegration testing in error correction models 0 0 1 61 2 4 12 206
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 0 48
Generalized reduced rank tests using the singular value decomposition 9 31 108 728 20 63 247 1,667
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 1 2 9 94 3 8 24 235
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 0 10 0 0 4 49
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 1 1 3 1 3 6 14
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 1 33 0 1 5 131
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 3 8 27 660
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 4 35 1 2 11 157
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 1 175 2 3 7 432
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 1 7 118
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 48 1 4 11 184
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 2 29 1 3 7 95
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 92 1 2 5 673
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 4 70 6 6 17 257
Rejoinder 0 0 0 18 2 3 4 55
Testing Parameters in GMM Without Assuming that They Are Identified 0 1 3 164 4 6 18 647
Testing Subsets of Structural Parameters in the Instrumental Variables 0 1 1 24 2 4 5 107
Tests of risk premia in linear factor models 0 2 5 105 1 6 23 246
The joint estimation of term structures and credit spreads 0 0 0 85 3 5 11 226
Unexplained factors and their effects on second pass R-squared’s 0 1 4 10 0 3 16 73
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 1 87 1 1 4 238
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 1 5 6 186 4 8 15 356
Total Journal Articles 11 45 158 2,288 58 148 512 7,356


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 6 38 158 3,081 64 222 773 10,255
Total Software Items 6 38 158 3,081 64 222 773 10,255


Statistics updated 2020-02-04