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F

Frank Kleibergen

university of amsterdam

22H指数
107论文数
6.0K被引数
收录论文 20
发表时间
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Risk premia from the cross-section of individual assets个体资产截面风险溢价
errJournal of Econometrics
IF4
err2025-10-13
err0
errOAAI
errFrank Kleibergen; Zhaoguo Zhan
err分享
err收藏
Identification robust inference for the risk premium in term structure models识别稳健推断在期限结构模型中的风险溢价
errJOURNAL OF ECONOMETRICS
IF4
err2024-04-01
err0
errOAAI
errKleibergen, Frank; Kong, Lingwei
err分享
err收藏
A test for Kronecker Product Structure covariance matrix
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err5
errOAAI
errGuggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles
err分享
err收藏
Efficient size correct subset inference in homoskedastic linear instrumental variables regression同侧线性工具变量回归中的有效大小校正子集推断
errJOURNAL OF ECONOMETRICS
IF4
err2021-03-01
err6
PREAI
errKleibergen, Frank
err分享
err收藏
Inference in second-order identified models二阶识别模型中的推理
errJOURNAL OF ECONOMETRICS
IF4
err2020-10-01
err7
errOAAI
errDovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank
err分享
err收藏
Robust Inference for Consumption-Based Asset Pricing
errJOURNAL OF FINANCE
IF9.5
err2019-11-12
err34
errOAAI
errKleibergen, Frank; Zhan, Zhaoguo
err分享
err收藏
Unexplained factors and their effects on second pass R-squared's
errJOURNAL OF ECONOMETRICS
IF4
err2015-11-01
err28
errOAAI
errKleibergen, Frank; Zhan, Zhaoguo
err分享
err收藏
On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression关于线性工具变量回归中子集anderson-rubin和Lagrange乘数检验的渐近大小
errECONOMETRICA
IF7.1
err2012-01-01
err38
PREAI
errGuggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles; Chen, Linchun
err分享
err收藏
Tests of risk premia in linear factor models
errJOURNAL OF ECONOMETRICS
IF4
err2009-04-01
err64
errOAAI
errKleibergen, Frank
err分享
err收藏
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
err分享
err收藏
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data适用于Angrist-Krueger数据的工具变量回归模型的自然共轭先验
errJOURNAL OF ECONOMETRICS
IF4
err2007-05-01
err32
errOAAI
errHoogerheide, Lennart; Kleibergen, Frank; van Dijk, Herman K.
err分享
err收藏
Generalized reduced rank tests using the singular value decomposition使用奇异值分解的广义降秩检验
errJOURNAL OF ECONOMETRICS
IF4
err2006-07-01
err1.6K
errOAAI
errKleibergen, Frank; Paap, Richard
err分享
err收藏
Testing parameters in GMM without assuming that they are identified
errECONOMETRICA
IF7.1
err2005-07-01
err192
errOAAI
errKleibergen, F
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
Bayesian and classical approaches to instrumental variable regression工具变量回归的贝叶斯和经典方法
errJOURNAL OF ECONOMETRICS
IF4
err2003-05-01
err92
PREAI
errKleibergen, F; Zivot, E
err分享
err收藏
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
errJOURNAL OF ECONOMETRICS
IF4
err2002-12-01
err43
errOAAI
errKleibergen, F; Paap, R
err分享
err收藏
Pivotal statistics for testing structural parameters in instrumental variables regression在工具变量回归中测试结构参数的关键统计数据
errECONOMETRICA
IF7.1
err2002-09-01
err228
errOAAI
errKleibergen, F
err分享
err收藏
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
err分享
err收藏
DIRECT COINTEGRATION TESTING IN ERROR-CORRECTION MODELS误差修正模型中的直接协整检验
errJOURNAL OF ECONOMETRICS
IF4
err1994-07-01
err7
errOAAI
errKLEIBERGEN, F; VANDIJK, HK
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
P
Philip Hans Franses
H 指数: 67 · 论文数: 913
H
Herman K. van Dijk
H 指数: 35 · 论文数: 301
L
Lingwei Kong
H 指数: 30 · 论文数: 341
E
Eric Zivot
H 指数: 28 · 论文数: 122
A
Alastair R. Hall
H 指数: 28 · 论文数: 155
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