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 19 1 3 5 22
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity 0 0 0 0 4 7 9 15
A Test for Kronecker Product Structure Covariance Matrix 0 0 1 18 1 1 2 29
A Test for Kronecker Product Structure Covariance Matrix 0 0 0 37 1 3 4 25
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 2 4 647
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 0 219 0 1 5 833
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 0 26 0 0 3 103
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 2 4 6 460
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 11 17 17 136
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 1 2 24
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 1 1 3 240
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 101 1 3 5 370
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 4 7 173
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 4 7 10 2,547
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 1 4 8 165
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 0 68
Conditional densities in econometrics 0 0 0 13 2 4 6 68
Double robust inference for continuous updating GMM 0 0 0 11 2 6 6 31
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 1 1 1 861
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 170 3 9 11 820
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 0 37 4 4 5 474
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 1 2 13
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 2 2 2 4 23
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 160 1 2 6 796
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 1 435 5 15 23 1,436
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 0 44 17 22 24 285
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 1 4 5 322
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 0 84 2 2 3 445
Identification Robust Inference for the Risk Premium in Term Structure Models 0 1 1 9 2 5 7 19
Identification and inference in moments based analysis of linear dynamic panel data models 0 0 1 82 3 5 12 200
Identification robust inference for moments based analysis of linear dynamic panel data models 0 0 0 14 2 4 4 24
Inference in Second-Order Identified Models 0 0 0 19 4 5 5 35
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 1 643 2 3 7 1,637
Misspecification and Weak Identification in Asset Pricing 0 1 2 21 4 7 10 36
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 1 2 2 94
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 2 4 4 119
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 104 4 10 12 634
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 1 2 2 216
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 0 2 50 4 6 8 162
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 38 1 2 3 155
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 2 2 28
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 0 0 2 5 7 8 13
Testing Parameters in GMM without Assuming that they are identified 0 0 0 116 0 3 5 377
The Bayesian Score Statistic 0 0 0 11 2 4 4 81
The Bayesian Score Statistic 0 0 0 134 1 2 3 1,221
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 0 4 4 1,839
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 2 2 2 72
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 98 0 2 6 496
Unexplained factors and their effects on second pass R-squared’s 0 0 0 40 6 10 13 139
Total Working Papers 0 2 10 4,819 115 221 312 19,207
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 1 4 5 11
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 0 2 5 125
Bayesian and classical approaches to instrumental variable regression 1 2 5 181 1 3 12 467
Direct cointegration testing in error correction models 0 0 0 63 1 1 2 222
Efficient size correct subset inference in homoskedastic linear instrumental variables regression 0 0 1 13 1 3 6 33
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 1 1 1 55
Generalized reduced rank tests using the singular value decomposition 0 5 18 1,064 8 42 100 2,653
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 0 0 4 142 2 7 19 363
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 1 1 13 1 2 10 65
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS 0 0 0 1 3 3 3 10
Identification Robust Testing of Risk Premia in Finite Samples 0 0 0 1 0 1 2 5
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 0 9 2 3 5 40
Inference in second-order identified models 0 0 0 0 0 1 2 22
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 1 1 1 34 1 3 5 145
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 1 3 5 715
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 2 44 2 4 7 185
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 1 1 2 442
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 3 4 6 128
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 0 0 54 0 2 3 232
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 1 33 1 1 3 109
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 0 94 2 7 10 716
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 1 80 2 7 9 302
Rejoinder 0 0 0 20 1 5 5 64
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* 0 0 0 2 1 2 2 5
Testing Parameters in GMM Without Assuming that They Are Identified 0 0 1 172 1 5 9 702
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 1 30 1 1 4 123
Tests of risk premia in linear factor models 0 2 4 141 2 8 14 331
The joint estimation of term structures and credit spreads 0 0 1 90 1 4 5 244
Unexplained factors and their effects on second pass R-squared’s 0 0 0 21 3 5 12 133
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 1 1 1 245
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 4 201 2 5 12 411
Total Journal Articles 2 11 45 2,857 47 141 286 9,303

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 20 114 3,876 29 95 393 16,169
Total Software Items 7 20 114 3,876 29 95 393 16,169

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 2026-01-09