Frank Kleibergen : Citation Profile

Universiteit van Amsterdam

15

H index

19

i10 index

3156

Citations

RESEARCH PRODUCTION:

31

Articles

53

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 105
   Journals where Frank Kleibergen has often published
   Relations with other researchers
   Recent citing documents: 280.    Total self citations: 38 (1.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl31
   Updated: 2025-11-01    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Mavroeidis, Sophocles (5)

Zhan, Zhaoguo (4)

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 (82)

Khalaf, Lynda (48)

Andrews, Donald (33)

Dufour, Jean-Marie (32)

Koop, Gary (29)

Strachan, Rodney (29)

Lackner, Mario (28)

Antoine, Bertille (26)

Doko Tchatoka, Firmin (26)

Magnusson, Leandro (25)

Pesaran, Mohammad (24)

Cites to:

Phillips, Peter (33)

Andrews, Donald (27)

van Dijk, Herman (21)

Hansen, Lars (19)

Stock, James (18)

Dufour, Jean-Marie (17)

Mavroeidis, Sophocles (17)

Moreira, Marcelo (15)

Zhan, Zhaoguo (14)

Shanken, Jay (14)

Newey, Whitney (13)

Main data

Where Frank Kleibergen has published?

Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory4
Journal of Financial Econometrics3
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.org6
Economics Series Working Papers / University of Oxford, Department of Economics2
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2
Working Papers / University of Washington, Department of Economics2

Recent works citing Frank Kleibergen (2025 and 2024)

YearTitle of citing document
2024Do renewable energies moderate the effect of climate vulnerability on womens socioeconomic well-being? Evidence from African countries. (2024). Asongu, Simplice ; Niyonzima, Thomas G ; Kalemasi, Caedrick M ; Asaloko, Prince P. In: Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).. RePEc:aak:wpaper:24/016.

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2024Purchasing habits, age effects and Chinese consumers willingness to pay for chilled pork: Evidence from a random Nth-price auction experiment. (2024). Yan, Zhen ; Shen, Yun ; Zhou, Jiehong ; Wang, Holly ; Han, Fei. In: Australian Journal of Agricultural and Resource Economics. RePEc:ags:aareaj:343088.

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2025The Effect of a Cooperative Grain Alliance on Wheat Basis. (2025). Brorsen, B ; Kenkel, Phil ; Lambert, Dayton M ; Beeler, Ashley. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:356162.

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2024Mitigating Farmland Fragmentation through Land Rental Markets: Evidence from Rural Households in Northeast and Central Thailand. (2024). Duangbootsee, Uchook. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356815.

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2024The Effect of Monetary Policy on Systemic Bank Funding Stability. (2024). Grimm, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:341.

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2024Agricultural Trade and Food Security. (2024). Roy, Jayjit ; Robinson, Jessica. In: Working Papers. RePEc:apl:wpaper:24-18.

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2025Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2025A Distance Covariance-based Estimator. (2024). Tsyawo, Emmanuel ; Soale, Abdul-Nasah. In: Papers. RePEc:arx:papers:2102.07008.

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2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2025Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2025). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2025What Impulse Response Do Instrumental Variables Identify?. (2023). Lee, Seojeong ; Seo, Myung Hwan ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828.

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2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2024). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2025Identification- and many instrument-robust inference via invariant moment conditions. (2025). Boot, Tom ; Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2303.07822.

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2025Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025Simple Estimation of Semiparametric Models with Measurement Errors. (2025). Evdokimov, Kirill S ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2306.14311.

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2025Large sample properties of GMM estimators under second-order identification. (2023). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2307.13475.

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2024An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2024). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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2024Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas. (2024). Emadi, Seyed Morteza. In: Papers. RePEc:arx:papers:2401.15253.

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2024Inference on LATEs with covariates. (2024). Boot, Tom ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2402.12607.

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2024Testing Business Cycle Theories: Evidence from the Great Recession. (2024). Li, BO. In: Papers. RePEc:arx:papers:2403.04104.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Household Leverage Cycle Around the Great Recession. (2024). Li, BO. In: Papers. RePEc:arx:papers:2407.01539.

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2024Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets. (2024). Buhlmann, Peter ; Londschien, Malte. In: Papers. RePEc:arx:papers:2407.15256.

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2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

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2025Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2025Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity. (2025). Hao, YU ; Kasahara, Hiroyuki. In: Papers. RePEc:arx:papers:2506.09666.

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2025Quantile Peer Effect Models. (2025). Houndetoungan, Aristide. In: Papers. RePEc:arx:papers:2506.12920.

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2025High-Dimensional Spatial-Plus-Vertical Price Relationships and Price Transmission: A Machine Learning Approach. (2025). Wang, Holly H ; Ma, Meilin ; Peng, Rundong ; Mallory, Mindy L. In: Papers. RePEc:arx:papers:2506.13967.

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2025An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.18001.

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2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

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2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

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2025Intimate partner violence and womens economic preferences. (2025). Leight, Jessica ; Anderberg, Dan ; Cassidy, Rachel ; Dam, Anaya ; Hidrobo, Melissa ; Morsink, Karlijn. In: Papers. RePEc:arx:papers:2507.10416.

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2025Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists. (2025). Wuepper, David ; Hirsch, Stefan ; Dalhaus, Tobias ; Low, Guy ; Henningsen, Arne ; Belay, Dagim ; Storm, Hugo. In: Papers. RePEc:arx:papers:2508.02310.

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2025A statisticians guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python. (2025). Londschien, Malte. In: Papers. RePEc:arx:papers:2508.12474.

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2025A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2025The exact distribution of the conditional likelihood-ratio test in instrumental variables regression. (2025). Londschien, Malte. In: Papers. RePEc:arx:papers:2509.04144.

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2025Long run inflation: persistence and central bank independence. (2025). Athanasopoulos, Angelos ; Romelli, Davide ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25237.

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2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

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2025Integrating balance sheet policy into monetary policy conditions. (2025). Rungcharoenkitkul, Phurichai ; Mojon, Benoit ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1281.

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2024The distributional impact of SNAP on dietary quality. (2024). Fan, Linlin ; Feng, Jinglin ; Jaenicke, Edward C. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:104-139.

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2024Tax morale and social capital: An empirical investigation among European citizens. (2024). Ripollés, Jordi ; Morone, Andrea ; Ripolles, Jordi ; Cascavilla, Alessandro. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:2:p:441-476.

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2024Learning from Neighbors and Differentiating Export Quality. (2024). Edwards, Terence ; Liu, Qiming ; Gao, BO ; Qiu, Bin. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:4:p:1-32.

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2024COVID vaccination and social norms. (2024). Smalling, Sami ; Newberger, Noah ; Cook, Jonathan. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:4:p:660-682.

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2024The power of the business media: Evidence from firm‐level productivity. (2024). Khalifa, Mariem ; Sheikhbahaei, Ali ; Sualihu, Mohammed Aminu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:5-44.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Is Long‐Run Risk Really Priced? Revisiting Liu and Matthies (2022). (2024). Maio, Paulo. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2885-2900.

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2024Does food import contribute to rising obesity in low‐ and middle‐income countries?. (2024). Vallino, Elena ; Saccone, Donatella ; Marson, Marta. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:2:p:371-410.

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2024The election campaign for parliament in the age of the Internet. (2024). SANTOLINI, RAFFAELLA. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:3:p:616-641.

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2024The timing and location of entry in growing markets: subgame perfection at work. (2024). McDevitt, Ryan C ; Judd, Kenneth L ; Doraszelski, Ulrich ; Bollinger, Bryan. In: RAND Journal of Economics. RePEc:bla:randje:v:55:y:2024:i:2:p:169-198.

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2024Does foreign direct investment benefit local firms? Evidence from a natural experiment study. (2024). Tran, Tuyen ; Nguyen, Cuong ; van Vu, Huong. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:1191-1246.

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2024Service offshoring and its impacts on wages: An occupation‐oriented analysis of Germany. (2024). Frenkel, Michael ; Ngo, Ngoc Tuyet. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1615-1641.

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2025The Factor Structure of Jump Risk. (2025). Ding, YI ; Andersen, Torben G ; Yu, Seunghyeon ; Todorov, Viktor. In: Working Papers. RePEc:boa:wpaper:202531.

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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2025Weathering the storm: sectoral economic and inflationary effects of floods and the role of adaptation. (2025). Mari, Rebecca ; Ficarra, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:1120.

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2025Estimating the Size of Fiscal Multipliers in the WAEMU Area. (2025). Aniwar, Konat ; Juste, Som. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1002.

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2024How Air Pollution Makes Firms Less Innovative: Human Capital and Adaptive Strategies. (2024). Mohaddes, Kamiar ; Cavalcanti, Tiago ; Yin, H ; Nian, H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2466.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2538.

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2024How Air Pollution Makes Firms Less Innovative: Human Capital and Adaptive Strategies. (2024). Mohaddes, Kamiar ; Cavalcanti, Tiago ; Yin, H ; Nian, H. In: Janeway Institute Working Papers. RePEc:cam:camjip:2428.

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2024Unintended Consequences of Externally Aided Projects on Fiscal Transfers: A Subnational Study of India. (2024). Iacono, Roberto ; Vadlamannati, Krishna Chaitanya. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11498.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2025Can Air Pollution Affect Our Sentiments: Social Media Evidence from Japan. (2025). Lin, Zehao ; Liu, Ying ; Sager, Lutz ; Pan, Congrong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12030.

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2024The Triple Impact of Innovation, Financial Inclusion and Renewable Energy Consumption on Environmental Quality in Some Emerging Economies. (2024). Vergil, Hasan ; Asad-ul-Islam Khan, ; Abdul, Mohammed Muntaka ; Kaplan, Muhittin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-13.

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2024Determinants and impacts of rural crime victimization: Evidence from a case study in Southeast Asia. (2024). Nguyen, Trung Thanh ; Grote, Ulrike ; Neubacher, Frank. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007824000071.

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2024What you breathe makes you poor: The effect of air pollution on income. (2024). Yu, Yangcheng ; Lin, Jiada ; Wan, Haiyuan. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001888.

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2024A fast matrix autoregression algorithm based on Tucker decomposition for online prediction of nonlinear real-time taxi-hailing demand without pre-training. (2024). Lv, Zhiqiang ; Chu, Benjia ; Xu, Zhihao ; Li, Jianbo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012128.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2025Beyond Russell reconstitution: A re-examination of methodologies for natural experiments. (2025). Young, Alex ; Wei, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001470.

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2024From wells to wealth? Government transfers and human capital. (2024). Balza, Lenin ; Gomez-Parra, Nicolas ; Acuna, Julio. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001621.

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2024Trust, violence, and coca. (2024). Rubio-Ramos, Melissa. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001724.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2024Would behaviors of state-owned enterprises impact the performance of downstream industries in China?. (2024). Lin, Boqiang ; Jia, Zhijie ; Wen, Shiyan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1007-1035.

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2024How do energy security risk and ICT affect green investment?. (2024). Alsagr, Naif ; Ozturk, Ilhan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1044-1055.

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2024Multidimensional poverty and growth: Evidence from India 1998–2021. (2024). Bao, Yanxi ; Liao, Tingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300398x.

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2024Free trade agreements and domestic value added in exports: An analysis from the network perspective. (2024). Yang, Yichen ; Liu, Wen. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000129.

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2024Does vocational education pay off in China? Evidence from city-level education supply shocks. (2024). Martins, Pedro ; Dai, LI. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002207.

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2024Childcare and parenting in the production of early life skills. (2024). Garcia, Jorge Luis ; Gallegos, Sebastian. In: Economics of Education Review. RePEc:eee:ecoedu:v:101:y:2024:i:c:s0272775724000517.

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2025The impacts of climate change and air pollution on children’s education outcomes: Evidence from Vietnam. (2025). Nguyen, Cuong ; Dang, Hai-Anh. In: Economics of Education Review. RePEc:eee:ecoedu:v:106:y:2025:i:c:s0272775725000366.

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2024The impact of cereal crop diversification on farm labor productivity under changing climatic conditions. (2024). Salhofer, Klaus ; Eder, Andreas ; Quddoos, Abdul. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001381.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Identification and estimation of sequential games of incomplete information with multiple equilibria. (2024). Yoon, Jangsu. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002853.

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2024A conditional linear combination test with many weak instruments. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003184.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2024Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381.

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2024Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (2024). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s030440762100097x.

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2024Wild bootstrap inference for instrumental variables regressions with weak and few clusters. (2024). Zhang, Yichong ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000733.

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2024Identification and estimation of dynamic structural models with unobserved choices. (2024). Xin, YI ; Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001520.

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2025Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745.

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2025Weak identification in discrete choice models. (2025). Zhao, Xueyan ; Zhang, Lina ; Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002112.

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2025Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665.

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2025Reprint of: Finite underidentification. (2025). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407625000016.

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2024GMM with Nearly-Weak Identification. (2024). Antoine, Bertille ; Renault, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:36-59.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach. (2024). Sun, Chuanping. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400032x.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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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.
[Full Text][Citation analysis]		paper45
2015Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 45		article
2022A Test for Kronecker Product Structure Covariance Matrix In: Papers.
[Full Text][Citation analysis]		paper4
2023A test for Kronecker Product Structure covariance matrix.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 4		article
2022A Test for Kronecker Product Structure Covariance Matrix.(2022) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity In: Papers.
[Full Text][Citation analysis]		paper2
2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity.(2021) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Double robust inference for continuous updating GMM In: Papers.
[Full Text][Citation analysis]		paper1
2021Identification robust inference for moments based analysis of linear dynamic panel data models In: Papers.
[Full Text][Citation analysis]		paper4
2022IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS.(2022) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2022Misspecification and Weak Identification in Asset Pricing In: Papers.
[Full Text][Citation analysis]		paper0
2023Identification Robust Inference for the Risk Premium in Term Structure Models In: Papers.
[Full Text][Citation analysis]		paper1
2003Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article121
1999Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article131
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]		article69
1998BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory.
[Full Text][Citation analysis]		article86
1997Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1997) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
1998Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2003FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC In: Econometric Theory.
[Full Text][Citation analysis]		article12
2001Finite-sample instrumental variables inference using an asymptotically pivotal statistic.(2001) In: CCSO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2001Finite-sample instrumental variables inference using an asymptotically pivotal statistic.(2001) In: Research Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2001Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 12		paper
2004Generalized Reduced Rank Tests using the Singular Value Decomposition In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper1708
2006Generalized reduced rank tests using the singular value decomposition.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1708		article
2003Generalized Reduced Rank Tests using the Singular Value Decomposition.(2003) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1708		paper
2003Generalized Reduced Rank Tests using the Singular Value Decomposition.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1708		paper
2002Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression In: Econometrica.
[Citation analysis]		article264
2000Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression.(2000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 264		paper
2005Testing Parameters in GMM Without Assuming that They Are Identified In: Econometrica.
[Full Text][Citation analysis]		article238
2001Testing Parameters in GMM without Assuming that they are identified.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		paper
2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
[Full Text][Citation analysis]		article44
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]		paper7
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]		article59
1998Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration.(1998) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2003Bayesian and classical approaches to instrumental variable regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article72
1998Bayesian and classical approaches to instrumental variable regression.(1998) In: Econometric Institute Research Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 72		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 nother version. Agregated cites: 72		paper
1998Bayesian and Classical Approaches to Instrumental Variable Regression.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2003Bayesian and Classical Approaches to Instrumental Variable Regression.(2003) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 72		paper
1998Bayesian and Classical Approaches to Instrumental Variables Regression.(1998) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		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]		article35
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 nother version. Agregated cites: 35		paper
2007Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
2009Tests of risk premia in linear factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article61
2020Inference in second-order identified models In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2017Inference in Second-Order Identified Models.(2017) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
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]		article12
1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Econometric Institute Research Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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.
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This paper has nother version. Agregated cites: 0		paper
1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Discussion Paper.
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This paper has nother version. Agregated cites: 0		paper
1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Other publications TiSEM.
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This paper has nother 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.
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This paper has nother 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]		paper4
2000The Bayesian Score Statistic In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2000The Bayesian Score Statistic.(2000) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
1993Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article35
2018Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article7
2023Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2023Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2000Bayesian Analysis of ARMA Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
2000Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2000Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2001How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
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.
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This paper has nother 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]		article14
2014IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7

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