Frank Kleibergen : Citation Profile


Are you Frank Kleibergen?

Universiteit van Amsterdam

15

H index

17

i10 index

2060

Citations

RESEARCH PRODUCTION:

27

Articles

48

Papers

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 73
   Journals where Frank Kleibergen has often published
   Relations with other researchers
   Recent citing documents: 269.    Total self citations: 27 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl31
   Updated: 2022-01-15    RAS profile: 2021-04-05    
   Missing citations? Add them    Incorrect content? Let us know

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)

Strachan, Rodney (28)

Koop, Gary (28)

Andrews, Donald (28)

Doko Tchatoka, Firmin (24)

Baştürk, Nalan (19)

Magnusson, Leandro (18)

Mavroeidis, Sophocles (18)

Pesaran, M (14)

Cites to:

Phillips, Peter (26)

Andrews, Donald (22)

van Dijk, Herman (16)

Stock, James (14)

Hansen, Lars (13)

Newey, Whitney (12)

Engle, Robert (10)

Moreira, Marcelo (10)

West, Kenneth (9)

Johansen, Soren (9)

Granger, Clive (8)

Main data


Where Frank Kleibergen has published?


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

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
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2
Working Papers / University of Washington, Department of Economics2
Papers / arXiv.org2

Recent works citing Frank Kleibergen (2021 and 2020)


YearTitle of citing document
2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

Full description at Econpapers || Download paper

2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

Full description at Econpapers || Download paper

2020The Impacts of African Swine Fever on Vertical and Spatial Hog Pricing and Market Integration in China. (2020). Chavas, Jean-Paul ; Li, Jian. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304516.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020Minimum wage and immigrants participation in the welfare system: evidence from France. (2020). Moreno-Galbis, Eva ; Moreno -Galbis, Eva . In: AMSE Working Papers. RePEc:aim:wpaimx:2020.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

Full description at Econpapers || Download paper

2020Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators. (2020). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2006.02541.

Full description at Econpapers || Download paper

2020Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252.

Full description at Econpapers || Download paper

2020Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The Value of Time in the United States: Estimates from Nationwide Natural Field Experiments. (2020). List, John ; Goldszmidt, Ariel ; Wang, Jenny ; Smith, Kerry V ; Muir, Ian ; Metcalfe, Robert D. In: Working Papers. RePEc:bfi:wpaper:2020-179.

Full description at Econpapers || Download paper

2020Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173.

Full description at Econpapers || Download paper

2020Environmental, social, and governance practices and perceived tail risk. (2020). Szado, Edward ; Shafer, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4195-4224.

Full description at Econpapers || Download paper

2020Ouverture commerciale, institutions du marché du travail et emploi des jeunes en Afrique. (2020). Kpognon, Koffi ; Ondoa, Henri Atangana ; Messe, Marie Fanny ; Bah, Mamadou. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:s1:p:s91-s105.

Full description at Econpapers || Download paper

2020Does income inequality sand or grease the wheels of entrepreneurial activity? International evidence. (2020). Goel, Rajeev ; Saunoris, James W. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:138-160.

Full description at Econpapers || Download paper

2020On Mendelian randomization analysis of case‐control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020CROSS‐COUNTRY EVIDENCE OF CORRUPTION SPILLOVERS TO FORMAL AND INFORMAL ENTREPRENEURSHIP. (2020). Saunoris, James ; Berdiev, Aziz N. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:1:p:48-66.

Full description at Econpapers || Download paper

2020To Work or Not to Work? The Effect of Higher Pension Age on Cardiovascular Health. (2020). Derrico, Angelo ; Blane, David ; LEOMBRUNI, ROBERTO ; Ardito, Chiara. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:59:y:2020:i:3:p:399-434.

Full description at Econpapers || Download paper

2020Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?. (2020). Krishnamurti, Chandrasekhar ; Gupta, Kartick. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:415-450.

Full description at Econpapers || Download paper

2020Cohesion Policy Meets Heterogeneous Firms. (2020). Rungi, Armando ; Ghodsi, Mohammad Mahdi ; Fattorini, Loredana. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:58:y:2020:i:4:p:803-817.

Full description at Econpapers || Download paper

2020Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds. (2020). Claxton, Karl ; Saramago, Pedro ; Soares, Marta ; Welton, Nicky J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1575-1593.

Full description at Econpapers || Download paper

2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

Full description at Econpapers || Download paper

2020Does the Office of Patient Experience Matter in Improving Delivery of Care?. (2020). Bendoly, Elliot ; Chandrasekaran, Aravind ; Sharma, Luv. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:4:p:833-855.

Full description at Econpapers || Download paper

2020WTO accession, trade expansion, and air pollution: Evidence from China’s county‐level panel data. (2020). Lin, Faqin ; Chen, Shuai ; Zhang, Peng ; Yao, XI. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:4:p:1020-1045.

Full description at Econpapers || Download paper

2020Causal Effect of Credit Guarantees for Small‐ and Medium‐Sized Enterprises: Evidence from Italy. (2020). Menon, Carlo ; Dignazio, Alessio . In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:191-218.

Full description at Econpapers || Download paper

2020Wicksellian Rules and the Taylor Principle: Some Practical Implications. (2020). Caputo, Rodrigo ; Bauducco, Sofia. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:340-368.

Full description at Econpapers || Download paper

2020Poverty and the shadow economy: The role of governmental institutions. (2020). schneider, friedrich ; Saunoris, James ; Berdiev, Aziz N. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:4:p:921-947.

Full description at Econpapers || Download paper

2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Estimation of (static or dynamic) games under equilibrium multiplicity. (2020). Sasaki, Yuya ; Otsu, Taisuke ; Takahashi, Yuya ; Pesendorfer, Martin. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:611.

Full description at Econpapers || Download paper

2020Jackknife Lagrange multiplier test with many weak instruments. (2020). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:613.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

Full description at Econpapers || Download paper

2020Estimation of (static or dynamic) games under equilibrium multiplicity. (2020). Takahashi, Yuya ; Sasaki, Yuya ; Pesendorfer, Martin ; Otsu, Taisuke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14342.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Macroeconomic reversal rate: evidence from a nonlinear IS-curve. (2020). Samarina, Anna ; End, Jan Willem ; Stanga, Irina ; Konietschke, Paul ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:684.

Full description at Econpapers || Download paper

2020Spillover, public investment and innovation: the impact of public investment in R&D on business innovation. (2020). , Napi ; Alano, Carlos ; Sarmento, Denis Vieira ; Rocha, Leonardo A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00763.

Full description at Econpapers || Download paper

2020The effect of macroprudential policies on credit developments in Europe 1995-2017. (2020). Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20202462.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Growth and heterogeneity of human capital: effects of the expansion of higher education on the income increase in Brazilian municipalities. (2020). Araujo, Napie Galve ; Rocha, Leonardo Andrade ; Fernandes, Kaio Cesar ; de Oliveira, Denison Murilo ; Soares, Carlo Alano. In: Revista CEPAL. RePEc:ecr:col070:46589.

Full description at Econpapers || Download paper

2020The productivity impacts of energy efficiency programs in developing countries: Evidence from iron and steel firms in China. (2020). Filippini, Massimo ; Karplus, Valerie J ; Geissmann, Thomas ; Zhang, DA. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301257.

Full description at Econpapers || Download paper

2020Income inequality and subjective wellbeing: Panel data evidence from China. (2020). Churchill, Sefa Awaworyi ; Zhang, Quanda. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301531.

Full description at Econpapers || Download paper

2020Unhealthy consumption behaviors and their intergenerational persistence: The role of education. (2020). Loy, Jens-Peter ; Campos, Bente Castro ; Zhang, Yanjie ; Ren, Yanjun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x18301044.

Full description at Econpapers || Download paper

2020Why do privatized firms pay higher dividends?. (2020). Goyal, Abhinav ; Muckley, Cal B ; Jategaonkar, Shrikant P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918303900.

Full description at Econpapers || Download paper

2020How does uncertainty influence target capital structure?. (2020). Im, Hyun Joong ; Shon, Janghoon ; Kang, YA. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300869.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The path to shared prosperity: Leveraging financial services outreach to create decent jobs in developing countries. (2020). Coulibaly, Aïssata ; Yogo, Urbain Thierry. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:131-147.

Full description at Econpapers || Download paper

2020Fiscal devaluation and economic activity in the EU. (2020). Ciżkowicz, Piotr ; Wojciechowski, Wiktor ; Rzoca, Andrzej ; Radzikowski, Bartosz ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:59-81.

Full description at Econpapers || Download paper

2020The role of Provincial Government Spending Composition in growth and convergence in China. (2020). Minford, Lucy ; Matthews, Kent ; Wang, Baoshun ; Valentinyi, Akos ; Luintel, Kul B. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:117-134.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020A much robust and updated evidences of the alternative real-estate based asset pricing. (2020). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303978.

Full description at Econpapers || Download paper

2020Does going public in the U.S. facilitate corporate innovation of foreign firms?. (2020). Zhu, Hui ; Cai, Kelly. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819300403.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test. (2020). Wang, Wenjie. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301245.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Asymptotic F tests under possibly weak identification. (2020). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:140-177.

Full description at Econpapers || Download paper

2020Impossible inference in econometrics: Theory and applications. (2020). Bertanha, Marinho ; Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:247-270.

Full description at Econpapers || Download paper

2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

Full description at Econpapers || Download paper

2020Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418.

Full description at Econpapers || Download paper

2020Generic results for establishing the asymptotic size of confidence sets and tests. (2020). Guggenberger, Patrik ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:496-531.

Full description at Econpapers || Download paper

2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models. (2020). Komunjer, Ivana ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:561-586.

Full description at Econpapers || Download paper

2020Score tests in GMM: Why use implied probabilities?. (2020). Renault, Eric ; Chaudhuri, Saraswata. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:260-280.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Rainfall and child weight in Uganda. (2020). Shively, Gerald ; Omiat, George . In: Economics & Human Biology. RePEc:eee:ehbiol:v:38:y:2020:i:c:s1570677x18302491.

Full description at Econpapers || Download paper

2020The effect of tobacco policies on youth physical activity. (2020). Conway, Karen Smith ; Choudhury, Rebecca Sen. In: Economics & Human Biology. RePEc:eee:ehbiol:v:38:y:2020:i:c:s1570677x19302886.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Stock market illiquidity, bargaining power and the cost of borrowing. (2020). Muckley, Cal ; Gong, DI ; Chen, Jiayuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:181-206.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper7
2014Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]
paper29
2015Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2021A Test for Kronecker Product Structure Covariance Matrix In: Papers.
[Full Text][Citation analysis]
paper0
2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity In: Papers.
[Full Text][Citation analysis]
paper0
2003Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article80
2001Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(2001) In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
1999Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article90
2009Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
1994On the Shape of the Likelihood/Posterior in Cointegration Models In: Econometric Theory.
[Full Text][Citation analysis]
article64
1998BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory.
[Full Text][Citation analysis]
article71
1997Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1997) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
1998Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2003FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC In: Econometric Theory.
[Full Text][Citation analysis]
article6
2001Finite-sample instrumental variables inference using an asymptotically pivotal statistic.(2001) In: CCSO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2001Finite-sample instrumental variables inference using an asymptotically pivotal statistic.(2001) In: Research Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2001Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2004Generalized Reduced Rank Tests using the Singular Value Decomposition In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper1048
2006Generalized reduced rank tests using the singular value decomposition.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1048
article
2003Generalized Reduced Rank Tests using the Singular Value Decomposition.(2003) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1048
paper
2003Generalized Reduced Rank Tests using the Singular Value Decomposition.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1048
paper
2002Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression In: Econometrica.
[Citation analysis]
article181
2000Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression.(2000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2005Testing Parameters in GMM Without Assuming that They Are Identified In: Econometrica.
[Full Text][Citation analysis]
article151
2001Testing Parameters in GMM without Assuming that they are identified.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
[Full Text][Citation analysis]
article33
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.
[Full Text][Citation analysis]
paper5
2004Higher order approximations of IV statistics that indicate their properties under weak or many instruments In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper0
2002Priors, posteriors and bayes factors for a Bayesian analysis of cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]
article51
1998Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration.(1998) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2003Bayesian and classical approaches to instrumental variable regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article56
1998Bayesian and classical approaches to instrumental variable regression.(1998) In: Econometric Institute Research Papers.
[Citation analysis]
This paper has another version. Agregated cites: 56
paper
1998Bayesian and Classical Approaches to Instrumental Variable Regression.(1998) In: Discussion Papers in Economics at the University of Washington.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
1998Bayesian and Classical Approaches to Instrumental Variable Regression.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 56
paper
2003Bayesian and Classical Approaches to Instrumental Variable Regression.(2003) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 56
paper
1998Bayesian and Classical Approaches to Instrumental Variables Regression.(1998) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2004Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindleys paradox In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2007Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data In: Journal of Econometrics.
[Full Text][Citation analysis]
article31
2006Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data.(2006) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2007Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics In: Journal of Econometrics.
[Full Text][Citation analysis]
article36
2009Tests of risk premia in linear factor models In: Journal of Econometrics.
[Full Text][Citation analysis]
article32
2020Inference in second-order identified models In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2017Inference in Second-Order Identified Models.(2017) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1994Direct cointegration testing in error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
2001The joint estimation of term structures and credit spreads In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article11
1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Econometric Institute Research Papers.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1996Unit roots in the Nelson-Plosser data: Do they matter for forecasting? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article9
1995Bayesian Analysis of ARMA models using Noninformative Priors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1997Bayesian Analysis of ARMA Models using Noninformative Priors.(1997) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1996Equality Restricted Random Variables: Densities and Sampling Algorithms In: Econometric Institute Research Papers.
[Citation analysis]
paper0
1996Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1997Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1997Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers.
[Citation analysis]
paper0
1999Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1998Conditional densities in econometrics In: Econometric Institute Research Papers.
[Citation analysis]
paper3
1998An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1999Cointegration in a periodic vector autoregression In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2000The Bayesian Score Statistic In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2000The Bayesian Score Statistic.(2000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1993Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article29
2018Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article4
2000Bayesian Analysis of ARMA Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2000Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2000Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2001How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2002Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
1996Reduced Rank of Regression Using Generalized Method of Moments Estimators In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1996Reduced Rank of Regression Using Generalized Method of Moments Estimators.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004Testing Subsets of Structural Parameters in the Instrumental Variables In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article11
2014IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team