Frank Kleibergen : Citation Profile


Are you Frank Kleibergen?

Universiteit van Amsterdam

15

H index

19

i10 index

2930

Citations

RESEARCH PRODUCTION:

31

Articles

53

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 97
   Journals where Frank Kleibergen has often published
   Relations with other researchers
   Recent citing documents: 265.    Total self citations: 38 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl31
   Updated: 2024-12-03    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 (77)

Khalaf, Lynda (47)

Andrews, Donald (33)

Dufour, Jean-Marie (32)

Strachan, Rodney (29)

Koop, Gary (29)

Lackner, Mario (28)

Doko Tchatoka, Firmin (26)

Antoine, Bertille (26)

Magnusson, Leandro (25)

Baştürk, Nalan (21)

Cites to:

Phillips, Peter (33)

Andrews, Donald (27)

van Dijk, Herman (21)

Hansen, Lars (19)

Stock, James (18)

Mavroeidis, Sophocles (17)

Dufour, Jean-Marie (17)

Moreira, Marcelo (15)

Newey, Whitney (13)

Shanken, Jay (13)

Zhan, Zhaoguo (13)

Main data


Where Frank Kleibergen has published?


Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory4
Journal of Business & Economic Statistics3
Journal of Financial Econometrics3
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
UvA-Econometrics Working Papers / Universiteit van Amsterdam, Dept. of Econometrics2
Economics Series Working Papers / University of Oxford, Department of Economics2
Working Papers / University of Washington, Department of Economics2

Recent works citing Frank Kleibergen (2024 and 2023)


YearTitle of citing document
2023Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2023A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252.

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2024A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008.

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2024Wild 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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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2024Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

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2023A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2023What Impulse Response Do Instrumental Variables Identify?. (2022). Seo, Myung Hwan ; Lee, Seojeong ; 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. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2023Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822.

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2024Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Simple Estimation of Semiparametric Models with Measurement Errors. (2023). Zeleneev, Andrei ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14311.

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

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2023Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435.

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2023An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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2023Robust Conditional Wald Inference for Over-Identified IV. (2023). McCrary, Justin ; Lee, David S ; Yap, Luther ; Porter, Jack ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2311.15952.

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2024Inference on LATEs with covariates. (2024). Nibbering, Didier ; Boot, Tom. 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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2023.

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

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2023Female leadership, internet use, and performance of agricultural cooperatives in Vietnam. (2023). Chhay, Panharoth ; Nguyen, Viet Hung ; Rahut, Dil B ; Do, Manh Hung. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:3:p:877-903.

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2023ICT diffusion in public administrations and business dynamics: Evidence from Italian municipalities. (2023). Santolini, Raffaella ; Matteucci, Nicola ; di Fabio, Silvio. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:4:p:1233-1271.

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2023Educational Investment for Future Marriage? Evidence of Missing Girls from China. (2023). Kong, Dongmin ; Cheng, Yawen. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:4:p:173-199.

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2023Local Financial Institutions and Income Inequality: Evidence from Brazils Credit Cooperative Movement. (2023). Phelps, Peter ; Arestis, Philip. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:4:p:739-779.

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2023The political effects of trade with Japan in the 1980s. (2023). Olson, Eric ; Nishioka, Shuichiro. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:451-471.

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2023Political corruption and accounting choices. (2023). Zhang, Jin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:443-481.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023The case for independence: Does central bank independence curb the spread of the underground economy?. (2023). Saunoris, James W ; Berdiev, Aziz N. In: Kyklos. RePEc:bla:kyklos:v:76:y:2023:i:3:p:407-435.

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2023Mergers and acquisitions in supply bases. (2023). Shou, Yongyi ; Dong, Yan ; Skowronski, Keith ; Hu, Wenjin. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:4:p:1059-1078.

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2023Internet use and agricultural productivity in rural Vietnam. (2023). Grote, Ulrike ; Nguyen, Trung Thanh. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:3:p:1309-1326.

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2023The economic effects of real estate investors. (2023). Tsouderou, Athena ; Gete, Pedro ; Garriga, Carlos. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:655-685.

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2023Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2.

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2023Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012.

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2023Biased Beliefs and Stigma as Barriers to Treatment and Innovation Adoption. (2023). Lasio, Laura ; Grigolon, Laura. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_277v2.

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2023Air Pollution and Firm-Level Human Capital, Knowledge and Innovation. (2023). Mohaddes, Kamiar ; Yin, H ; Nian, H ; Cavalcanti, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2301.

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2023Road Maintenance and Local Economic Development. (2023). Gonzalez-Navarro, Marco ; Rothenberg, Alexander ; Gracner, Tadeja ; Gertler, Paul J. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt38m633q0.

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2023Health System Trust and Compliance with Covid-19 Restrictions. (2023). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10291.

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2023Foreshadowing Mars: Religiosity and Pre-Enlightenment Warfare. (2023). Krieger, Tim ; Jetter, Michael ; Barber, Luke. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10806.

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2023Railways and the European Fertility Transition. (2023). Ciccarelli, Carlo ; Fenske, James ; Henneberg, Jordi Mart. In: CAGE Online Working Paper Series. RePEc:cge:wacage:686.

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2023Distributional effects of immigration and imperfect labour markets. (2023). Lodato, Simon ; Costas-Fernandez, Julian. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2301.

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2023On estimates of overall budget sensitivity parameters across income groups: Some evidence. (2023). Utz, Robert Johann ; Lacey, Eric Antony ; Francois, John Nana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00116.

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2023Help wanted: the drivers and implications of labour shortages. (2023). Sondermann, David ; Groiss, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20232863.

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

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2023Invisible pollution and hypertension: Evidence from the aging population in China. (2023). Lu, Qinan ; Liu, Ziheng. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001505.

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

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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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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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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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2023Towards sustainable development goals: Does common prosperity contradict carbon reduction?. (2023). Dong, Kangyin ; Taghizadeh-Hesary, Farhad ; Wang, Jianda ; Liu, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:70-88.

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2024Would behaviors of state-owned enterprises impact the performance of downstream industries in China?. (2024). Lin, Boqiang ; Wen, Shiyan ; Jia, Zhijie. 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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2023Labor market concentration and labor share dynamics for US regional industries. (2023). Schiavone, Ansel. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001542.

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2023The relationship between poverty, income inequality and inclusive growth in Sub-Saharan Africa. (2023). Mahmood, Amir ; Agbola, Frank W ; Amponsah, Mary. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002274.

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2023Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316.

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2023Do agricultural subsidies matter for women’s attitude towards intimate partner violence? Evidence from Malawi. (2023). Mwale, Martin Limbikani. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003115.

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2024Multidimensional poverty and growth: Evidence from India 1998–2021. (2024). Liao, Tingxuan ; Bao, Yanxi. 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). Liu, Wen ; Yang, Yichen. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000129.

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2023Digital finance and misallocation of resources among firms: Evidence from China. (2023). Cao, Kairui ; Jiang, Weijie ; Dai, Jiaying ; Jin, Laiqun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000347.

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2023Treatment effects in interactive fixed effects models with a small number of time periods. (2023). Callaway, Brantly ; Karami, Sonia. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:184-208.

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2023Identifying latent factors based on high-frequency data. (2023). Zhang, Chuanhai ; Xu, Wen ; Sun, Yucheng. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:251-270.

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2023Identification-robust nonparametric inference in a linear IV model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:1-24.

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2023On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference. (2023). Windmeijer, Frank ; Van de Sijpe, Nicolas. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:82-104.

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2023Instrument strength in IV estimation and inference: A guide to theory and practice. (2023). Neal, Timothy ; Keane, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1625-1653.

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2023Jackknife estimation of a cluster-sample IV regression model with many weak instruments. (2023). Woutersen, Tiemen ; Swanson, Norman R ; Chao, John C. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1747-1769.

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2023One-way or two-way factor model for matrix sequences?. (2023). Trapani, Lorenzo ; Yu, Long ; Kong, Xinbing ; He, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1981-2004.

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2023Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586.

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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). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. 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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2023Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James G. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71.

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

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2023The local impacts of building a large motorway network: Urban growth, suburbanisation, and agglomeration. (2023). Rocha, Bruno ; de Abreu, Joo ; Afonso, Nuno ; Melo, Patricia C. In: Economics of Transportation. RePEc:eee:ecotra:v:34:y:2023:i:c:s2212012223000023.

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2023Trusting the Health System and COVID 19 Restriction Compliance. (2023). Vilaplana-Prieto, Cristina ; Costa-Font, Joan. In: Economics & Human Biology. RePEc:eee:ehbiol:v:49:y:2023:i:c:s1570677x23000163.

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

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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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paper14
2014Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers.
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paper39
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: 39
article
2022A Test for Kronecker Product Structure Covariance Matrix In: Papers.
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paper1
2023A test for Kronecker Product Structure covariance matrix.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 1
article
2022A Test for Kronecker Product Structure Covariance Matrix.(2022) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity In: Papers.
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paper0
2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity.(2021) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2021Double robust inference for continuous updating GMM In: Papers.
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paper1
2021Identification robust inference for moments based analysis of linear dynamic panel data models In: Papers.
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paper1
2022IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS.(2022) In: Econometric Theory.
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This paper has nother version. Agregated cites: 1
article
2022Misspecification and Weak Identification in Asset Pricing In: Papers.
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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]
article116
1999Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 116
paper
2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve In: Journal of Business & Economic Statistics.
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article126
2009Rejoinder In: Journal of Business & Economic Statistics.
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article0
1994On the Shape of the Likelihood/Posterior in Cointegration Models In: Econometric Theory.
[Full Text][Citation analysis]
article67
1998BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory.
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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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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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