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F

Frank Kleibergen

university of amsterdam

22H-index
107Paper Count
6.0KCitation Count
Published Papers 20
Publication Date
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Risk premia from the cross-section of individual assets
errJournal of Econometrics
IF4
err2025-10-13
err0
errOAAI
errFrank Kleibergen; Zhaoguo Zhan
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Identification robust inference for the risk premium in term structure models
errJOURNAL OF ECONOMETRICS
IF4
err2024-04-01
err0
errOAAI
errKleibergen, Frank; Kong, Lingwei
errShare
errSave
A test for Kronecker Product Structure covariance matrix
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err5
errOAAI
errGuggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles
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errSave
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
errJOURNAL OF ECONOMETRICS
IF4
err2021-03-01
err6
PREAI
errKleibergen, Frank
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errSave
Inference in second-order identified models
errJOURNAL OF ECONOMETRICS
IF4
err2020-10-01
err7
errOAAI
errDovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank
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errSave
Robust Inference for Consumption-Based Asset Pricing
errJOURNAL OF FINANCE
IF9.5
err2019-11-12
err34
errOAAI
errKleibergen, Frank; Zhan, Zhaoguo
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errSave
Unexplained factors and their effects on second pass R-squared's
errJOURNAL OF ECONOMETRICS
IF4
err2015-11-01
err28
errOAAI
errKleibergen, Frank; Zhan, Zhaoguo
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errSave
On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
errECONOMETRICA
IF7.1
err2012-01-01
err38
PREAI
errGuggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles; Chen, Linchun
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errSave
Tests of risk premia in linear factor models
errJOURNAL OF ECONOMETRICS
IF4
err2009-04-01
err64
errOAAI
errKleibergen, Frank
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errSave
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
errJOURNAL OF ECONOMETRICS
IF4
err2007-07-01
err54
PREAI
errKleibergen, Frank
errShare
errSave
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
errJOURNAL OF ECONOMETRICS
IF4
err2007-05-01
err32
errOAAI
errHoogerheide, Lennart; Kleibergen, Frank; van Dijk, Herman K.
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errSave
Generalized reduced rank tests using the singular value decomposition
errJOURNAL OF ECONOMETRICS
IF4
err2006-07-01
err1.6K
errOAAI
errKleibergen, Frank; Paap, Richard
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errSave
Testing parameters in GMM without assuming that they are identified
errECONOMETRICA
IF7.1
err2005-07-01
err192
errOAAI
errKleibergen, F
errShare
errSave
Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
errJOURNAL OF ECONOMETRICS
IF4
err2004-12-01
err7
errOAAI
errKleibergen, F
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errSave
Esting subsets of structural parameters in the instrumental variables regression model
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2004-02-01
err29
PREAI
errKleibergen, F
errShare
errSave
Bayesian and classical approaches to instrumental variable regression
errJOURNAL OF ECONOMETRICS
IF4
err2003-05-01
err92
PREAI
errKleibergen, F; Zivot, E
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errSave
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
errJOURNAL OF ECONOMETRICS
IF4
err2002-12-01
err43
errOAAI
errKleibergen, F; Paap, R
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errSave
Pivotal statistics for testing structural parameters in instrumental variables regression
errECONOMETRICA
IF7.1
err2002-09-01
err228
errOAAI
errKleibergen, F
errShare
errSave
Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err1996-06-01
err12
errOAAI
errFranses, PH; Kleibergen, F
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errSave
DIRECT COINTEGRATION TESTING IN ERROR-CORRECTION MODELS
errJOURNAL OF ECONOMETRICS
IF4
err1994-07-01
err7
errOAAI
errKLEIBERGEN, F; VANDIJK, HK
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errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
P
Philip Hans Franses
H-index: 67 · Papers: 913
H
Herman K. van Dijk
H-index: 35 · Papers: 301
L
Lingwei Kong
H-index: 30 · Papers: 335
E
Eric Zivot
H-index: 28 · Papers: 122
A
Alastair R. Hall
H-index: 28 · Papers: 155
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