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Kleibergen, Frank [Author]

Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic

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http://hdl.handle.net/10419/85918

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Amsterdam and Rotterdam: Tinbergen Institute, 2002
Kleibergen, Frank [Author]

How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models

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http://hdl.handle.net/10419/85932

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Amsterdam and Rotterdam: Tinbergen Institute, 2001
Kleibergen, Frank [Author]

Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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http://hdl.handle.net/10419/85511

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Amsterdam and Rotterdam: Tinbergen Institute, 2000
Kleibergen, Frank [Author]

Testing Parameters in GMM without Assuming that they are identified

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http://hdl.handle.net/10419/86037

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Amsterdam and Rotterdam: Tinbergen Institute, 2001
Houweling, Patrick [Author] ; Kleibergen, Frank R. [Other]; Hoek, Jaap [Other]

The Joint Estimation of Term Structures and Credit Spreads

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https://ssrn.com/abstract=157652

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[S.l.]: SSRN, [2007]
Kleibergen, Frank R. [Author]

Double robust inference for continuous updating GMM

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https://ssrn.com/abstract=3847629

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[S.l.]: SSRN, [2021]
Kleibergen, Frank R. [Author]

Identification robust inference for moments based analysis of linear dynamic panel data models

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[S.l.]: SSRN, [2021]

Published in: Econometric Theory
Kleibergen, Frank R. [Author] ; Zhan, Zhaoguo [Other]

Robust Inference for Consumption-Based Asset Pricing

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[S.l.]: SSRN, [2019]
Kleibergen, Frank [Author]; Paap, Richard [Author]

Generalized Reduced Rank Tests using the Singular Value Decomposition

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http://hdl.handle.net/10419/85845

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Amsterdam and Rotterdam: Tinbergen Institute, 2003
Kleibergen, Frank R. [Author]

Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters

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http://hdl.handle.net/10419/85489

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Amsterdam and Rotterdam: Tinbergen Institute, 2000
Kleibergen, Frank R. [Author]

Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model

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http://hdl.handle.net/10419/85407

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Amsterdam and Rotterdam: Tinbergen Institute, 2000
Kleibergen, Frank [Author]; Hoek, Henk [Author]

Bayesian Analysis of ARMA Models using Noninformative Priors

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http://hdl.handle.net/10419/85729

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Amsterdam and Rotterdam: Tinbergen Institute, 1997
Kleibergen, Frank R. [Author]

Reduced Rank Regression Using Generalized Method of Moments Estimators with Extensions to Structural Breaks in Reduced Rank Models

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[S.l.]: SSRN, 1997
Kleibergen, Frank R. [Author]; Paap, Richard [Author]

Generalized Reduced Rank Tests Using the Singular Value Decomposition

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https://ssrn.com/abstract=373420

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[S.l.]: SSRN, 2003
Kleibergen, Frank R. [Author]; Hoek, Henk [Author]

Bayesian Analysis of ARMA Models

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http://hdl.handle.net/10419/85513

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Amsterdam and Rotterdam: Tinbergen Institute, 2000
Bekker, Paul A. [Author]; Kleibergen, Frank [Author]

Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic

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http://hdl.handle.net/10419/86069

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Amsterdam and Rotterdam: Tinbergen Institute, 2001
Kleibergen, Frank [Author]; Kong, Lingwei [Author]; Zhan, Zhaoguo [Author]

Identification robust testing of risk premia in finite samples

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https://academic.oup.com/jfec/article-pdf/21/2/263/49676577/nbac010.pdf

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2023

Published in: Journal of financial econometrics ; 21(2023), 2 vom: Frühjahr, Seite 263-297
Kleibergen, Frank [Author]; Kong, Lingwei [Author]; Zhan, Zhaoguo [Author]

Rejoinder on: identification robust testing of risk premia in finite samples

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2023

Published in: Journal of financial econometrics ; 21(2023), 2 vom: Frühjahr, Seite 311-315
Bun, Maurice J. G. [Author]; Kleibergen, Frank [Author]

Identification robust inference for moments-based analysis of linear dynamic panel data models

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https://www.cambridge.org/core/services/aop-cambridge-core/content/view/3C58FC2216B974A5A8B8B8CE1F4B57A1/S026646662100027Xa.pdf/identification-robust-inference-for-moments-based-analysis-of-linear-dynamic-panel-data-models.pdf

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2022

Published in: Econometric theory ; 38(2022), 4 vom: Aug., Seite 689-751
Guggenberger, Patrik [Author]; Kleibergen, Frank [Author]; Mavroeidis, Sophocles [Author]

A test for kronecker product structure covariance matrix

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https://ora.ox.ac.uk/objects/uuid:ae09e26d-24fc-4601-8a83-e284defb410c

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Oxford: Department of Economics, University of Oxford, [2022]

Published in: University of Oxford: Department of Economics discussion paper series ; 962

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