15
H index
19
i10 index
2930
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkl31 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Kleibergen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 12 |
Econometric Theory | 4 |
Journal of Business & Economic Statistics | 3 |
Journal of Financial Econometrics | 3 |
Econometrica | 3 |
Year | Title of citing document | |
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2023 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2023 | A 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 | |
2024 | A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008. Full description at Econpapers || Download paper | |
2024 | Wild 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 | |
2024 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper | |
2024 | Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036. Full description at Econpapers || Download paper | |
2023 | A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137. Full description at Econpapers || Download paper | |
2024 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2023 | What Impulse Response Do Instrumental Variables Identify?. (2022). Seo, Myung Hwan ; Lee, Seojeong ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828. Full description at Econpapers || Download paper | |
2024 | Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329. Full description at Econpapers || Download paper | |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
2023 | Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756. Full description at Econpapers || Download paper | |
2023 | Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822. Full description at Econpapers || Download paper | |
2024 | Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper | |
2024 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
2024 | Simple Estimation of Semiparametric Models with Measurement Errors. (2023). Zeleneev, Andrei ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14311. Full description at Econpapers || Download paper | |
2023 | Large sample properties of GMM estimators under second-order identification. (2023). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2307.13475. Full description at Econpapers || Download paper | |
2023 | Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers || Download paper | |
2023 | An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892. Full description at Econpapers || Download paper | |
2023 | Robust 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. Full description at Econpapers || Download paper | |
2024 | Inference on LATEs with covariates. (2024). Nibbering, Didier ; Boot, Tom. In: Papers. RePEc:arx:papers:2402.12607. Full description at Econpapers || Download paper | |
2024 | Testing Business Cycle Theories: Evidence from the Great Recession. (2024). Li, BO. In: Papers. RePEc:arx:papers:2403.04104. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2023 | Female 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. Full description at Econpapers || Download paper | |
2023 | ICT 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. Full description at Econpapers || Download paper | |
2023 | Educational 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. Full description at Econpapers || Download paper | |
2023 | Local 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Political 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. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Mergers 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. Full description at Econpapers || Download paper | |
2023 | Internet 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Did 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. Full description at Econpapers || Download paper | |
2023 | Nonbank 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. Full description at Econpapers || Download paper | |
2023 | Biased 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. Full description at Econpapers || Download paper | |
2023 | Air 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. Full description at Econpapers || Download paper | |
2023 | Road 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. Full description at Econpapers || Download paper | |
2023 | Health System Trust and Compliance with Covid-19 Restrictions. (2023). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10291. Full description at Econpapers || Download paper | |
2023 | Foreshadowing Mars: Religiosity and Pre-Enlightenment Warfare. (2023). Krieger, Tim ; Jetter, Michael ; Barber, Luke. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10806. Full description at Econpapers || Download paper | |
2023 | Railways and the European Fertility Transition. (2023). Ciccarelli, Carlo ; Fenske, James ; Henneberg, Jordi Mart. In: CAGE Online Working Paper Series. RePEc:cge:wacage:686. Full description at Econpapers || Download paper | |
2023 | Distributional effects of immigration and imperfect labour markets. (2023). Lodato, Simon ; Costas-Fernandez, Julian. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2301. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2023 | Help wanted: the drivers and implications of labour shortages. (2023). Sondermann, David ; Groiss, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20232863. Full description at Econpapers || Download paper | |
2024 | Determinants 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. Full description at Econpapers || Download paper | |
2023 | Invisible 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. Full description at Econpapers || Download paper | |
2024 | What 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. Full description at Econpapers || Download paper | |
2024 | Trust, violence, and coca. (2024). Rubio-Ramos, Melissa. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001724. Full description at Econpapers || Download paper | |
2023 | Estimation 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2023 | Towards 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. Full description at Econpapers || Download paper | |
2024 | Would 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2023 | Labor 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Shock-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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2024 | Multidimensional 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. Full description at Econpapers || Download paper | |
2024 | Free 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. Full description at Econpapers || Download paper | |
2023 | Digital 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. Full description at Econpapers || Download paper | |
2023 | Treatment 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. Full description at Econpapers || Download paper | |
2023 | Identifying 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. Full description at Econpapers || Download paper | |
2023 | Identification-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. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2023 | Instrument 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. Full description at Econpapers || Download paper | |
2023 | Jackknife 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. Full description at Econpapers || Download paper | |
2023 | One-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. Full description at Econpapers || Download paper | |
2023 | Identification-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. Full description at Econpapers || Download paper | |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper | |
2024 | Identification 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Mining 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. Full description at Econpapers || Download paper | |
2024 | Locally 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. Full description at Econpapers || Download paper | |
2024 | Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers || Download paper | |
2024 | Testing 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. Full description at Econpapers || Download paper | |
2024 | Wild 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. Full description at Econpapers || Download paper | |
2023 | Fast 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. Full description at Econpapers || Download paper | |
2024 | GMM 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Trusting 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. Full description at Econpapers || Download paper | |
2024 | International 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2013 | Identification and inference in moments based analysis of linear dynamic panel data models In: UvA-Econometrics Working Papers. [Full Text][Citation analysis] | paper | 14 |
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2023 | A test for Kronecker Product Structure covariance matrix.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | A 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 | |
2022 | A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity In: Papers. [Full Text][Citation analysis] | paper | 0 |
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2021 | Identification robust inference for moments based analysis of linear dynamic panel data models In: Papers. [Full Text][Citation analysis] | paper | 1 |
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2003 | FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2001 | Finite-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 | |
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2001 | Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2004 | Generalized Reduced Rank Tests using the Singular Value Decomposition In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 1566 |
2006 | Generalized reduced rank tests using the singular value decomposition.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1566 | article | |
2003 | Generalized 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: 1566 | paper | |
2003 | Generalized 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: 1566 | paper | |
2002 | Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression In: Econometrica. [Citation analysis] | article | 253 |
2000 | Pivotal 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: 253 | paper | |
2005 | Testing Parameters in GMM Without Assuming that They Are Identified In: Econometrica. [Full Text][Citation analysis] | article | 227 |
2001 | Testing 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: 227 | paper | |
2012 | On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica. [Full Text][Citation analysis] | article | 38 |
2004 | Expansions 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] | paper | 7 |
2004 | Higher order approximations of IV statistics that indicate their properties under weak or many instruments In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 0 |
2002 | Priors, posteriors and bayes factors for a Bayesian analysis of cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
1998 | Priors, 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: 58 | paper | |
2003 | Bayesian and classical approaches to instrumental variable regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 71 |
1998 | Bayesian and classical approaches to instrumental variable regression.(1998) In: Econometric Institute Research Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
1998 | Bayesian 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: 71 | paper | |
1998 | Bayesian and Classical Approaches to Instrumental Variable Regression.(1998) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2003 | Bayesian and Classical Approaches to Instrumental Variable Regression.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
1998 | Bayesian and Classical Approaches to Instrumental Variables Regression.(1998) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2004 | Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindleys paradox In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2007 | Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
2006 | Natural 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: 34 | paper | |
2007 | Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 48 |
2009 | Tests of risk premia in linear factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 54 |
2020 | Inference in second-order identified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2017 | Inference in Second-Order Identified Models.(2017) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Efficient size correct subset inference in homoskedastic linear instrumental variables regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1994 | Direct cointegration testing in error correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2001 | The joint estimation of term structures and credit spreads In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
1999 | The 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 | |
1999 | The 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 | |
1996 | Unit roots in the Nelson-Plosser data: Do they matter for forecasting? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
1995 | Bayesian Analysis of ARMA models using Noninformative Priors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Bayesian Analysis of ARMA Models using Noninformative Priors.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Bayesian analysis of ARMA models using noninformative priors.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Bayesian analysis of ARMA models using noninformative priors.(1995) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1996 | Equality Restricted Random Variables: Densities and Sampling Algorithms In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
1996 | Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Reduced 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] | paper | 0 |
1997 | Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
1999 | Oil 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 nother version. Agregated cites: 0 | article | |
1998 | Conditional densities in econometrics In: Econometric Institute Research Papers. [Citation analysis] | paper | 3 |
1998 | An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Cointegration in a periodic vector autoregression In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
2000 | The Bayesian Score Statistic In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | The Bayesian Score Statistic.(2000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1993 | Non-stationarity in GARCH Models: A Bayesian Analysis. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 35 |
2018 | Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
2023 | Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2023 | Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2000 | Bayesian Analysis of ARMA Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2002 | Two 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] | paper | 0 |
1996 | Reduced Rank of Regression Using Generalized Method of Moments Estimators In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
1996 | Reduced Rank of Regression Using Generalized Method of Moments Estimators.(1996) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | Testing Subsets of Structural Parameters in the Instrumental Variables In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
2014 | IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
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