Frank Kleibergen : Citation Profile

Universiteit van Amsterdam

15

H index

19

i10 index

3016

Citations

RESEARCH PRODUCTION:

31

Articles

53

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 100
   Journals where Frank Kleibergen has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 38 (1.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl31
   Updated: 2025-04-12    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)

Antoine, Bertille (26)

Doko Tchatoka, Firmin (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)

Shanken, Jay (14)

Newey, Whitney (13)

Zhan, Zhaoguo (13)

Main data

Production by document typearticlepaper19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202305001,0001,5002,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170k1k2kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Frank Kleibergen has published?

Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory4
Econometrica3
Journal of Business & Economic Statistics3
Journal of Financial Econometrics3

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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

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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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2025Identification- 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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2025Simple Estimation of Semiparametric Models with Measurement Errors. (2023). Zeleneev, Andrei ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14311.

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2024An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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

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2025.

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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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2024Learning from Neighbors and Differentiating Export Quality. (2024). Edwards, Terence ; Gao, BO ; Qiu, Bin ; Liu, Qiming. 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 ; Chen, Hui ; Kogan, Leonid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024.

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2024.

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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). Judd, Kenneth L ; Doraszelski, Ulrich ; Bollinger, Bryan ; McDevitt, Ryan C. 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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2024.

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

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2024.

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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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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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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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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 ; 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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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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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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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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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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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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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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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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2024City size and energy efficiency of Chinese manufacturing firms: An empirical study from a city characteristic perspective. (2024). Yao, Xin ; Huang, Ruting. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007053.

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2024In search of distress premium in the Chinese energy sector. (2024). Xu, Liao ; Zhang, Zhekai ; Zhou, Zhiping. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007442.

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2024Network infrastructure and corporate environmental performance: Empirical evidence from “Broadband China”. (2024). Miao, Miao ; Wang, Xiaodong ; He, Wenjian. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001014.

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2024Air pollution and individual risk preference: Evidence from China. (2024). Yang, Shasha ; Liu, Kui ; Zhang, Guanglu ; Meng, Chuyan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004468.

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2024Generation failures, strategic withholding, and capacity payments in the Turkish electricity market. (2024). Kizilkaya, Simay ; Acar, Sevil ; Durmaz, Tun. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004822.

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2024The response of energy aid and natural resources consumption in load capacity factor of the Asia Pacific emerging countries. (2024). Cai, Weiyi ; Khan, Anwar ; Sun, Chuanwang. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001708.

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2024Productive electricity and non-electricity consumption effects on economic growth: A Latin America analysis. (2024). Pozo-Barajas, Rafael ; Pablo-Romero, Maria P ; Washburn, Christian. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224020553.

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2024Monopsony power in the United States: Evidence from the great depression. (2024). Holt, Andrew Chase. In: Explorations in Economic History. RePEc:eee:exehis:v:92:y:2024:i:c:s0014498323000645.

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2024Synergistic abatement effects of Broadband China and environmental regulation: Firm-level evidence. (2024). Sun, Qiaobing ; He, Yurun ; Bai, Dingchuan ; Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006823.

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2024Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wu, JI ; Chen, Minghua ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x.

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2024Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871.

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2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2024Intra-African migration and the real exchange rate. (2024). Tien, Morel. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000490.

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2024Does ESG contracting align or compete with stakeholder interests?. (2024). Soana, Maria Gaia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001240.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2024The growth of firms, markets and rents: Evidence from China. (2024). Berkowitz, Daniel ; Nishioka, Shuichiro. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:52:y:2024:i:2:p:383-399.

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2024Impact of crop commercialization on smallholder farmers’ resilience to shocks: Evidence from panel data for rural Southeast Asia. (2024). Do, Manh Hung ; Nguyen, Trung Thanh. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001209.

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2024Green vs. brown: Climate risk showdown – who’s thriving, who’s diving?. (2024). Wang, Yizhi ; Bai, Dingchuan ; Zhang, Dongyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001852.

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2024Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Haug, Alfred ; Sznajderska, Anna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848.

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2024Natural resource rents, clean energy, and green total factor productivity. Evidence from Vietnam in pre-post Covid era. (2024). Ngo, Thanh. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011121.

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2024Do natural resources influence E-government in developing countries? Effects and transmission channels. (2024). Joseph, Keneck-Massil ; Nabil, Ndikeu Njoya ; Imelda, Foudjo Suzie. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007165.

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2024The long-term effects of war on foreign direct investment and economic development: evidence from Vietnam. (2024). Nguyen, Cuong ; Tran, Tuyen Quang ; van Vu, Huong. In: Journal of Urban Economics. RePEc:eee:juecon:v:143:y:2024:i:c:s0094119024000500.

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2024Road maintenance and local economic development: Evidence from Indonesia’s highways. (2024). Gonzalez-Navarro, Marco ; Graner, Tadeja ; Gertler, Paul J ; Rothenberg, Alexander D. In: Journal of Urban Economics. RePEc:eee:juecon:v:143:y:2024:i:c:s0094119024000573.

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2024Household water bill perception in Brazil. (2024). Sosa, Ben Solis ; Serebrisky, Tomas ; Machado, Kleber B ; Libra, Jesse M ; Perez-Urdiales, Maria. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178723002163.

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2024Becoming neighbors with refugees and voting for the far-right? The impact of refugee inflows at the small-scale level. (2024). Schaffner, Sandra ; Hornig, Lukas ; Fremerey, Melinda. In: Labour Economics. RePEc:eee:labeco:v:86:y:2024:i:c:s0927537123001422.

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2024Religion and corporate innovation. (2024). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Junyong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2300052x.

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

Works by Frank Kleibergen:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013Identification and inference in moments based analysis of linear dynamic panel data models In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]		paper14
2014Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers.
[Full Text][Citation analysis]		paper42
2015Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2022A Test for Kronecker Product Structure Covariance Matrix In: Papers.
[Full Text][Citation analysis]		paper1
2023A 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
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.
[Full Text][Citation analysis]		paper1
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: 1		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]		paper1
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: 1		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
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2007Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data In: Journal of Econometrics.
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1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Tinbergen Institute Discussion Papers.
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1995Bayesian analysis of ARMA models using noninformative priors.(1995) In: Discussion Paper.
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1996Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration In: Econometric Institute Research Papers.
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1997Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models In: Econometric Institute Research Papers.
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1999Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics.
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1999Cointegration in a periodic vector autoregression In: Econometric Institute Research Papers.
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2000The Bayesian Score Statistic In: Econometric Institute Research Papers.
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2018Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics.
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2000Bayesian Analysis of ARMA Models In: Tinbergen Institute Discussion Papers.
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2000Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters In: Tinbergen Institute Discussion Papers.
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2000Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model In: Tinbergen Institute Discussion Papers.
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2001How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models In: Tinbergen Institute Discussion Papers.
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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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