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 0 2 36
Bayesian Analysis of ARMA Models 0 0 2 228 0 1 9 604
Bayesian Analysis of ARMA Models using Noninformative Priors 0 0 1 217 0 1 3 819
Bayesian Analysis of ARMA models using Noninformative Priors 0 0 1 22 1 2 6 90
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 122 0 3 7 438
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 1 22 0 0 4 109
Bayesian analysis of ARMA models using noninformative priors 0 0 0 4 0 0 4 18
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 1 97 1 3 7 354
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 0 0 1 158
Bayesian and Classical Approaches to Instrumental Variable Regression 0 0 0 0 1 2 4 216
Bayesian and Classical Approaches to Instrumental Variables Regression 1 1 2 626 3 4 12 2,479
Bayesian and classical approaches to instrumental variable regression 0 0 0 15 0 0 14 146
Cointegration in a periodic vector autoregression 0 1 1 17 0 2 2 59
Conditional densities in econometrics 0 0 0 13 0 1 6 53
Equality Restricted Random Variables: Densities and Sampling Algorithms 0 0 0 9 0 1 8 60
Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters 0 0 1 120 0 1 2 851
Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap 0 0 0 168 0 0 6 797
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic 0 0 1 37 0 0 5 468
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 1 0 0 1 11
Finite-sample instrumental variables inference using an asymptotically pivotal statistic 0 0 0 0 0 2 4 9
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 0 2 156 1 3 28 751
Generalized Reduced Rank Tests using the Singular Value Decomposition 1 2 11 401 2 6 50 1,325
Generalized Reduced Rank Tests using the Singular Value Decomposition 0 2 4 41 3 7 31 239
Higher order approximations of IV statistics that indicate their properties under weak or many instruments 0 0 0 0 0 2 3 312
How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models 0 0 1 82 0 0 4 437
Identification and inference in moments based analysis of linear dynamic panel data models 0 4 10 69 2 9 19 160
Inference in Second-Order Identified Models 0 0 0 19 0 1 1 20
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 1 526 0 2 13 1,288
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models 0 0 0 641 1 2 7 1,619
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 24 0 0 1 86
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 5 114
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 1 98 2 5 13 593
Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model 0 0 0 37 0 1 7 210
Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration 0 1 6 40 1 5 16 118
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration 0 0 1 37 1 2 6 137
Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models 0 0 2 18 0 0 7 64
Reduced Rank of Regression Using Generalized Method of Moments Estimators 0 1 1 8 0 1 2 23
Testing Parameters in GMM without Assuming that they are identified 0 0 1 114 0 2 7 362
The Bayesian Score Statistic 0 0 0 133 0 1 3 1,197
The Bayesian Score Statistic 0 0 1 10 1 2 5 57
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 740 2 2 6 1,829
The Joint Estimation of Term Structures and Credit Spreads 0 0 0 6 1 3 5 64
Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic 0 0 0 93 0 2 3 479
Unexplained factors and their effects on second pass R-squared’s 1 1 3 40 2 6 17 105
Total Working Papers 3 13 57 5,079 25 87 366 19,364


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 1 111
Bayesian and classical approaches to instrumental variable regression 2 3 6 149 3 4 14 382
Direct cointegration testing in error correction models 0 0 1 62 0 0 9 211
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC 0 0 0 8 0 0 1 49
Generalized reduced rank tests using the singular value decomposition 3 18 91 788 8 38 226 1,830
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics 2 3 14 106 3 10 31 258
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS 0 0 1 11 0 0 4 53
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors 0 0 1 3 1 1 5 16
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox 0 0 0 33 1 1 4 134
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models 0 0 0 3 2 3 15 667
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 2 37 1 2 6 161
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 175 0 0 5 434
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 0 5 122
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression 0 1 1 49 3 6 21 201
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 1 30 0 1 10 102
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression 0 0 2 94 3 5 9 680
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration 0 0 0 70 2 2 8 259
Rejoinder 0 0 0 18 0 0 4 56
Testing Parameters in GMM Without Assuming that They Are Identified 0 1 2 165 2 6 15 656
Testing Subsets of Structural Parameters in the Instrumental Variables 0 0 2 25 0 0 5 108
Tests of risk premia in linear factor models 0 2 7 110 1 3 13 253
The joint estimation of term structures and credit spreads 0 0 0 85 1 2 7 228
Unexplained factors and their effects on second pass R-squared’s 0 0 2 11 0 0 11 81
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 1 238
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve 0 0 5 186 1 2 15 363
Total Journal Articles 7 28 138 2,381 32 86 445 7,653


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 12 42 176 3,219 83 237 938 10,971
Total Software Items 12 42 176 3,219 83 237 938 10,971


Statistics updated 2020-11-03