Frank Kleibergen

Available identifiers

zbMath Open kleibergen.frankMaRDI QIDQ274907

List of research outcomes

Publication	Date of Publication	Type
A test for Kronecker product structure covariance matrix	2023-03-03	Paper
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS	2022-09-12	Paper
Inference in second-order identified models	2021-02-09	Paper
Efficient size correct subset inference in homoskedastic linear instrumental variables regression	2021-02-04	Paper
A more powerful subvector Anderson Rubin test in linear instrumental variables regression	2020-01-08	Paper
FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC	2018-12-14	Paper
Tests of risk premia in linear factor models	2016-07-04	Paper
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics	2016-05-09	Paper
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data	2016-05-04	Paper
Generalized reduced rank tests using the singular value decomposition	2016-04-25	Paper
Unexplained factors and their effects on second pass \(R\)-squared's	2015-09-18	Paper
On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression	2013-11-08	Paper
Testing Parameters in GMM Without Assuming that They Are Identified	2006-10-24	Paper
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression	2006-06-16	Paper
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox	2004-11-18	Paper
Bayesian and classical approaches to instrumental variable regression	2003-05-04	Paper
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration	2003-04-02	Paper
Oil price shocks and long run price and import demand behavior	2000-04-10	Paper
Direct cointegration testing in error correction models	1995-03-27	Paper

Research outcomes over time

Doctoral students

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