Frank Kleibergen : Citation Profile


Are you Frank Kleibergen?

Universiteit van Amsterdam

15

H index

17

i10 index

2140

Citations

RESEARCH PRODUCTION:

27

Articles

48

Papers

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 76
   Journals where Frank Kleibergen has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 27 (1.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl31
   Updated: 2022-05-14    RAS profile: 2021-04-05    
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Relations with other researchers


Works with:

Mavroeidis, Sophocles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Kleibergen.

Is cited by:

van Dijk, Herman (66)

Khalaf, Lynda (30)

Dufour, Jean-Marie (29)

Koop, Gary (28)

Andrews, Donald (28)

Strachan, Rodney (28)

Doko Tchatoka, Firmin (24)

Baştürk, Nalan (19)

Magnusson, Leandro (18)

Mavroeidis, Sophocles (18)

Saunoris, James (16)

Cites to:

Phillips, Peter (26)

Andrews, Donald (22)

van Dijk, Herman (16)

Stock, James (14)

Hansen, Lars (13)

Newey, Whitney (12)

Moreira, Marcelo (10)

Engle, Robert (10)

Johansen, Soren (9)

West, Kenneth (9)

Granger, Clive (8)

Main data


Where Frank Kleibergen has published?


Journals with more than one article published# docs
Journal of Econometrics11
Econometric Theory3
Journal of Business & Economic Statistics3
Econometrica3

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute15
Tinbergen Institute Discussion Papers / Tinbergen Institute14
Papers / arXiv.org2
Working Papers / University of Washington, Department of Economics2
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2

Recent works citing Frank Kleibergen (2022 and 2021)


YearTitle of citing document
2021.

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2021.

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2021.

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2021.

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2021TO DIVORCE OR NOT TO DIVORCE: IS THIS A PROPERTY TAX PROBLEM?. (2021). SANTOLINI, RAFFAELLA. In: Working Papers. RePEc:anc:wpaper:451.

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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2021Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2021Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models. (2020). Chen, Daniel L ; Lewis, Greg. In: Papers. RePEc:arx:papers:2011.06158.

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2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

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2021Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543.

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2021A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008.

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2021IV Regression with Possibly Uncorrelated Instruments. (2021). Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2103.09621.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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2021Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2021Implementing an Improved Test of Matrix Rank in Stata. (2021). Huang, Xun ; Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:2108.00511.

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2021Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2021Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2022Two robust tools for inference about causal effects with invalid instruments. (2022). Small, Dylan S ; Cai, Tony T ; Lee, Youjin ; Kang, Hyunseung. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:1:p:24-34.

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2021Offshoring, Wages, and Skill Premiums: Firm?level Evidence from China. (2021). Sun, Shaoqin ; Xu, Xiaocong ; Qiu, Bin ; Zhang, Liang. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:5:p:1-27.

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2022Global corporate social responsibility reporting regulation. (2022). Deltas, George ; Wen, Hui. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:1:p:98-123.

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2022Interbank borrowing and bank liquidity risk. (2022). Li, Zongyuan ; Lai, Rose Neng. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:53-91.

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2021Collusion Along the Learning Curve: Theory and Evidence From the Semiconductor Industry. (2021). Asmat, Danial. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:1:p:83-108.

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2021Regulation and Corruption: Evidence from the United States. (2021). Choudhury, Sanchari. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:897-934.

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2021Effect of Live Chat on Traffic?to?Sales Conversion: Evidence from an Online Marketplace. (2021). Fan, Ming ; Chen, Jianqing ; Sun, Haoyan. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:5:p:1201-1219.

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2021Building the Momentum: Information Disclosure and Herding in Online Crowdfunding. (2021). Che, Hai ; Ho, Yichun ; Xiao, Shengsheng. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:9:p:3213-3230.

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2022Do Online Communities Improve Job Performance in the Geographically Dispersed Organization?. (2022). Pu, Jingchuan. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:2:p:403-421.

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2021Infant mortality in Turkey: Causes and effects in a regional context. (2021). Bilgel, Firat. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:2:p:429-453.

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2021Assessment of the effect of broadband expansion on the economy reviewed. (2021). Ellery, Roberto ; Nascimento, Antonio ; Mendona, Mario Jorge. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2414-2432.

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2021Melting pot or salad bowl: Cultural distance and housing investments. (2021). Lee, Adrian ; Deng, Yongheng ; Hu, Maggie R. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s1:p:235-267.

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2021Policy uncertainty and foreign direct investment. (2021). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:195-227.

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2021Trade and income in the long run: Are there really gains, and are they widely shared?. (2021). Komáromi, András ; Cerdeiro, Diego A. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:703-731.

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2021A new index of globalisation: Measuring impacts of integration on economic growth and income inequality. (2021). Park, Cyn-Young ; Huh, Hyeonseung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:409-443.

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2022Commitment behaviour in the World Trade Organizations Trade Facilitation Agreement. (2022). Hillberry, Russell ; Zurita, Carlos. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:36-75.

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2021Influenza Pandemics and Macroeconomic Fluctuations in Recent Economic History. (2021). Summerfield, Fraser ; di Matteo, Livio. In: Working Papers. RePEc:cch:wpaper:210002.

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2021Import Competition and Firms’ Internal Networks. (2021). Smirnyagin, Vladimir ; Park, Ziho ; Hyun, Jay. In: Working Papers. RePEc:cen:wpaper:21-28.

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2021Equilibrium multiplicity in dynamic games: testing and estimation. (2021). Otsu, Taisuke ; Pesendorfer, Martin. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:618.

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2021Factor Strengths, Pricing Errors, and Estimation of Risk Premia. (2021). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8947.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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2021Estimating Production Functions in Differentiated-Product Industries with Quantity Information and External Instruments. (2021). Verhoogen, Eric ; Franco, Santiago ; Eslava, Marcela ; de Roux, Nicols. In: Documentos CEDE. RePEc:col:000089:018705.

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2021Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions. (2021). Gurgel, Felipe Bastos. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:56:y:2021:i:5:p:1537-1589_2.

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2021Causality in the Link between Income and Satisfaction: IV Estimation with Internal Instruments. (2021). Elsas, Susanne . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1143.

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2021Addressing the endogeneity of slack in Phillips Curves. (2021). Koester, Gerrit ; Nickel, Christiane ; Dovi, Max-Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20212619.

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2021Macroeconomic reversal rate in a low interest rate environment. (2021). Samarina, Anna ; Konietschke, Paul ; Stanga, Irina M ; van den End, Jan Willem. In: Working Paper Series. RePEc:ecb:ecbwps:20212620.

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2022Determinants of Carbon Dioxide Emissions: New Empirical Evidence from MENA Countries. (2022). Almohaimeed, Ahmed ; Harrathi, Nizar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-59.

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2021Rural employment trends in Brazil: an analysis using dynamic panel models. (2021). Rocha, Leonardo Andrade ; Khan, Ahmad Saeed ; Silva, Francisco Jose ; Paulo, Evanio Mascarenhas. In: Revista CEPAL. RePEc:ecr:col070:47527.

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2021Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies. (2021). Jeon, Bang ; Chen, Minghua ; Yao, Yao ; Wu, JI. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001238.

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2021Financial analysts career concerns and the cost of private debt. (2021). HASAN, IFTEKHAR ; Zhao, Yijiang ; Wu, Qiang ; Liu, Liuling ; Francis, Bill. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303126.

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2021Do analysts’ forecast properties deter suboptimal labor investment decisions? Evidence from Regulation Fair Disclosure. (2021). Yusoff, Iliyas ; Yawson, Alfred ; Sualihu, Mohammed Aminu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001164.

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2021Things fall apart? Missions, institutions, and interpersonal trust. (2021). Okoye, Dozie. In: Journal of Development Economics. RePEc:eee:deveco:v:148:y:2021:i:c:s0304387820301437.

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2021Standards and political connections: Evidence from Tunisia. (2021). Martínez-Zarzoso, Inmaculada ; Baghdadi, Leila ; Martinez-Zarzoso, Inma ; Kruse, Hendrik W. In: Journal of Development Economics. RePEc:eee:deveco:v:153:y:2021:i:c:s0304387821001036.

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2022Trans-boundary air pollution spillovers: Physical transport and economic costs by distance. (2022). Zhang, Peng ; Viard, Brian V ; Fu, Shihe. In: Journal of Development Economics. RePEc:eee:deveco:v:155:y:2022:i:c:s0304387821001620.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2022Media-expressed tone, option characteristics, and stock return predictability. (2022). Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256.

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2021The effect of employment protection legislation on international trade. (2021). Roy, Jayjit. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:221-234.

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2021Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?. (2021). Mahmood, Amir ; Agbola, Frank W ; Boateng, Elliot. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:111-127.

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2021Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence. (2021). Scalas, Enrico ; Livan, Giacomo ; Kaizoji, Taisei ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302394.

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2021Female Labor Force Participation and economic growth: Accounting for the gender bonus. (2021). Rios-Neto, Eduardo ; Parente, Stephen L ; Baerlocher, Diogo. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000173.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Robust and optimal estimation for partially linear instrumental variables models with partial identification. (2021). Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:368-380.

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2021Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models. (2021). Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1057-1082.

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2021Identification of structural vector autoregressions through higher unconditional moments. (2021). Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:27-46.

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2022Testing for risk aversion in first-price sealed-bid auctions. (2022). Zincenko, Federico ; Jun, Sung Jae. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:295-320.

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2022Identification of dynamic games with unobserved heterogeneity and multiple equilibria. (2022). Xiao, Ruli ; Luo, Yao. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:343-367.

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2021Gross capital inflows and outflows: Twins or distant cousins?. (2021). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000297.

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2021Corporate social responsibility, investor protection, and the cost of equity: Evidence from East Asia. (2021). Luo, Guqiang ; Wang, Wanbin Walter ; Kartika, Fiki. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014121000091.

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2021The protective role of saving: Bayesian analysis of British panel data. (2021). Taylor, Karl ; Brown, Sarah ; Pareek, Bhuvanesh ; Ghosh, Pulak. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:57-72.

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2021Power outages and firm performance: A hydro-IV approach for a single electricity grid. (2021). Nguyen-Tien, Viet ; Elliott, Robert ; Robert, ; Strobl, Eric A. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004436.

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2022Ring the alarm! Electricity markets, renewables, and the pandemic. (2022). Benatia, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005995.

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2021An increasing gasoline price elasticity in the United States?. (2021). Vance, Colin ; Goetzke, Frank. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303224.

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2021Economic uncertainty and bank stability: Conventional vs. Islamic banking. (2021). TARAZI, Amine ; Demir, Ender ; Bilgin, Mehmet ; Danisman, Gamze Ozturk. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s157230892100070x.

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2021Too much finance or too many weak instruments?. (2021). Fajeau, Maxime. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:14-36.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2021Fintech-based financial inclusion and bank risk-taking: Evidence from OIC countries. (2021). Rashid, Mamunur ; Hassan, Kabir M ; Banna, Hasanul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001578.

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2021Does espoused risk culture pay? Evidence from European banks. (2021). Fiordelisi, Franco ; Farina, Vincenzo ; Carretta, Alessandro ; Bianchi, Nicola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620300339.

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2021The q5 model and its consistency with the intertemporal CAPM. (2021). Lin, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000546.

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2021Education and migrant entrepreneurship in urban China. (2021). Cheng, Zhiming ; Smyth, Russell. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:506-529.

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2021Common pricing across asset classes: Empirical evidence revisited. (2021). Gospodinov, Nikolay ; Robotti, Cesare. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:292-324.

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2021The telegraph and modern banking development, 1881–1936. (2021). Lin, Chen ; Xu, Yuchen ; Sun, Yuchen ; Ma, Chicheng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:730-749.

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2021Revisiting the relationship between WIC participation and breastfeeding among low-income children in the U.S. after the 2009 WIC food package revision. (2021). Chen, Chun ; Zhang, QI ; Wang, Youfa ; Park, Kayoung ; Xue, Hong. In: Food Policy. RePEc:eee:jfpoli:v:101:y:2021:i:c:s0306919221000683.

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2021HIV treatment and worker absenteeism: Quasi-experimental evidence from a large-scale health program in South Africa. (2021). Barnighausen, Till ; French, Declan ; Langlotz, Sarah ; Jockers, Dominik. In: Journal of Health Economics. RePEc:eee:jhecon:v:79:y:2021:i:c:s0167629621000643.

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2021Rational addiction and time-consistency: An empirical test. (2021). Piccoli, Luca ; Tiezzi, Silvia. In: Journal of Health Economics. RePEc:eee:jhecon:v:80:y:2021:i:c:s0167629621001314.

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2020Procyclical leverage in Europe and its role in asset pricing. (2020). Reitz, Stefan ; Koehl, Alexandra ; Baltzer, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301765.

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2021Not all government budget deficits are created equal: Evidence from advanced economies sovereign bond markets. (2021). Peppel-Srebrny, Jemima. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s026156062100111x.

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2022Cotrending: Testing for common deterministic trends in varying means model. (2022). Sundararajan, Raanju ; Pipiras, Vladas ; Duker, Marie-Christine. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:187:y:2022:i:c:s0047259x21001032.

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2021Empirical evidence on the Euler equation for consumption in the US. (2021). Mavroeidis, Sophocles ; Ascari, Guido ; Magnusson, Leandro M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:129-152.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2021Intratemporal nonseparability between housing and nondurable consumption: Evidence from reinvestment in housing stock. (2021). Khorunzhina, Natalia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:658-670.

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2021Expectations and aggregate risk. (2021). Tamoni, Andrea ; Malkhozov, Aytek ; Bretscher, Lorenzo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:123:y:2021:i:c:p:91-108.

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2021Does air pollution affect a firms cash holdings?. (2021). Chan, Kam C ; Tan, Zhidong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000561.

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2021Dissections of input and output efficiency: A generalized stochastic frontier model. (2021). Tsionas, Mike G ; Kumbhakar, Subal C. In: International Journal of Production Economics. RePEc:eee:proeco:v:232:y:2021:i:c:s0925527320302930.

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2021Tax avoidance through securitization. (2021). Uhde, Andre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:411-421.

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2021Where do people live longer?. (2021). Oyekola, Olayinka ; Oyekla, Layinka. In: Research in Economics. RePEc:eee:reecon:v:75:y:2021:i:1:p:21-44.

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2021Sorting based on urban heritage and income: Evidence from the Amsterdam metropolitan area. (2021). Rouwendal, Jan ; van Duijn, Mark. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:90:y:2021:i:c:s016604622100079x.

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2021The effect of financial development on renewable energy demand: The case of developing countries. (2021). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Sarigul, Sevgi Sumerli ; Topcu, Betul Altay. In: Renewable Energy. RePEc:eee:renene:v:178:y:2021:i:c:p:1370-1380.

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2021Markup dynamics and financial frictions: The Spanish case. (2021). Urtasun, Alberto ; Montero, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:316-341.

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2021Inflation dynamics, the role of inflation at different horizons and inflation uncertainty. (2021). Choi, Yoonseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:649-662.

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2021Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?. (2021). Maillet, Bertrand ; Wu, Kun ; Liu, Yangyi ; Zhang, Xiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:853-879.

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2021Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market. (2021). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000258.

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2021Effectiveness of clinic-based cardiovascular disease prevention: A randomized encouragement design experiment in the Philippines. (2021). O'Donnell, Owen ; Kraft, Aleli ; Capuno, Joseph. In: Social Science & Medicine. RePEc:eee:socmed:v:283:y:2021:i:c:s0277953621005268.

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2021Subsidies and substitution: An empirical study of the lifeline program. (2021). Ford, George S. In: Telecommunications Policy. RePEc:eee:telpol:v:45:y:2021:i:1:s0308596120301658.

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More than 100 citations found, this list is not complete...

Works by Frank Kleibergen:


YearTitleTypeCited
2013Identification and inference in moments based analysis of linear dynamic panel data models In: UvA-Econometrics Working Papers.
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2014Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers.
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2015Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics.
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2022A Test for Kronecker Product Structure Covariance Matrix In: Papers.
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2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity In: Papers.
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2003Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models. In: Journal of Business & Economic Statistics.
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2001Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(2001) In: WO Research Memoranda (discontinued).
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1999Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers.
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2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve In: Journal of Business & Economic Statistics.
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2009Rejoinder In: Journal of Business & Economic Statistics.
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1994On the Shape of the Likelihood/Posterior in Cointegration Models In: Econometric Theory.
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1998BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory.
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1997Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1997) In: Econometric Institute Research Papers.
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1998Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1998) In: Tinbergen Institute Discussion Papers.
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2003FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC In: Econometric Theory.
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2001Finite-sample instrumental variables inference using an asymptotically pivotal statistic.(2001) In: CCSO Working Papers.
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2001Finite-sample instrumental variables inference using an asymptotically pivotal statistic.(2001) In: Research Report.
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2001Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic.(2001) In: Tinbergen Institute Discussion Papers.
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2004Generalized Reduced Rank Tests using the Singular Value Decomposition In: Econometric Society 2004 Australasian Meetings.
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2006Generalized reduced rank tests using the singular value decomposition.(2006) In: Journal of Econometrics.
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2003Generalized Reduced Rank Tests using the Singular Value Decomposition.(2003) In: Econometric Institute Research Papers.
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paper
2003Generalized Reduced Rank Tests using the Singular Value Decomposition.(2003) In: Tinbergen Institute Discussion Papers.
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paper
2002Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression In: Econometrica.
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article181
2000Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression.(2000) In: Tinbergen Institute Discussion Papers.
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2005Testing Parameters in GMM Without Assuming that They Are Identified In: Econometrica.
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2001Testing Parameters in GMM without Assuming that they are identified.(2001) In: Tinbergen Institute Discussion Papers.
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2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
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article36
2004Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap In: Econometric Society 2004 North American Summer Meetings.
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2004Higher order approximations of IV statistics that indicate their properties under weak or many instruments In: Econometric Society 2004 North American Winter Meetings.
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2002Priors, posteriors and bayes factors for a Bayesian analysis of cointegration In: Journal of Econometrics.
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article51
1998Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration.(1998) In: Econometric Institute Research Papers.
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2003Bayesian and classical approaches to instrumental variable regression In: Journal of Econometrics.
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1998Bayesian and classical approaches to instrumental variable regression.(1998) In: Econometric Institute Research Papers.
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1998Bayesian and Classical Approaches to Instrumental Variable Regression.(1998) In: Discussion Papers in Economics at the University of Washington.
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1998Bayesian and Classical Approaches to Instrumental Variable Regression.(1998) In: Working Papers.
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2003Bayesian and Classical Approaches to Instrumental Variable Regression.(2003) In: Working Papers.
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1998Bayesian and Classical Approaches to Instrumental Variables Regression.(1998) In: Econometrics.
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2004Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindleys paradox In: Journal of Econometrics.
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article6
2007Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data In: Journal of Econometrics.
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article32
2006Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data.(2006) In: Econometric Institute Research Papers.
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paper
2007Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics In: Journal of Econometrics.
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2009Tests of risk premia in linear factor models In: Journal of Econometrics.
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2020Inference in second-order identified models In: Journal of Econometrics.
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article2
2017Inference in Second-Order Identified Models.(2017) In: Economics Discussion Paper Series.
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2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression In: Journal of Econometrics.
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1994Direct cointegration testing in error correction models In: Journal of Econometrics.
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article9
2001The joint estimation of term structures and credit spreads In: Journal of Empirical Finance.
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1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Econometric Institute Research Papers.
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1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Tinbergen Institute Discussion Papers.
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1996Unit roots in the Nelson-Plosser data: Do they matter for forecasting? In: International Journal of Forecasting.
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1995Bayesian Analysis of ARMA models using Noninformative Priors In: Econometric Institute Research Papers.
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1997Bayesian Analysis of ARMA Models using Noninformative Priors.(1997) In: Tinbergen Institute Discussion Papers.
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1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Discussion Paper.
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1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Other publications TiSEM.
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1996Equality Restricted Random Variables: Densities and Sampling Algorithms In: Econometric Institute Research Papers.
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paper0
1996Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration In: Econometric Institute Research Papers.
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paper0
1997Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models In: Econometric Institute Research Papers.
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paper0
1997Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers.
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paper0
1999Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics.
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1998Conditional densities in econometrics In: Econometric Institute Research Papers.
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1998An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators In: Econometric Institute Research Papers.
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1999Cointegration in a periodic vector autoregression In: Econometric Institute Research Papers.
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2000The Bayesian Score Statistic In: Econometric Institute Research Papers.
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2000The Bayesian Score Statistic.(2000) In: Tinbergen Institute Discussion Papers.
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1993Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics.
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article30
2018Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics.
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article4
2000Bayesian Analysis of ARMA Models In: Tinbergen Institute Discussion Papers.
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2000Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters In: Tinbergen Institute Discussion Papers.
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2000Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model In: Tinbergen Institute Discussion Papers.
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2001How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models In: Tinbergen Institute Discussion Papers.
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paper0
2002Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic In: Tinbergen Institute Discussion Papers.
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paper0
1996Reduced Rank of Regression Using Generalized Method of Moments Estimators In: Discussion Paper.
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1996Reduced Rank of Regression Using Generalized Method of Moments Estimators.(1996) In: Other publications TiSEM.
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2004Testing Subsets of Structural Parameters in the Instrumental Variables In: The Review of Economics and Statistics.
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article11
2014IDENTIFICATION ISSUES IN LIMITED?INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS In: Journal of Applied Econometrics.
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