Frank Kleibergen
Universiteit van Amsterdam
H-index: 25
Europe-Netherlands
Top articles of Frank Kleibergen
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS–ADDENDUM | Econometric Theory | Maurice JG Bun Frank Kleibergen | 2022/8 |
Identification robust inference for the risk premium in term structure models | Journal of Econometrics | Frank Kleibergen Lingwei Kong | 2024/4/23 |
A test for Kronecker product structure covariance matrix | Journal of Econometrics | Patrik Guggenberger Frank Kleibergen Sophocles Mavroeidis | 2023/3/1 |
Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples | Journal of Financial Econometrics | Frank Kleibergen Lingwei Kong Zhaoguo Zhan | 2023 |
Identification robust testing of risk premia in finite samples | Journal of Financial Econometrics | Frank Kleibergen K Lingwei Zhaoguo Zhan | 2023 |
Misspecification and Weak Identification in Asset Pricing | arXiv preprint arXiv:2206.13600 | Frank Kleibergen Zhaoguo Zhan | 2022/6/27 |
Double robust inference for continuous updating GMM | arXiv preprint arXiv:2105.08345 | Frank Kleibergen Zhaoguo Zhan | 2021/5/18 |
A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY | Econometric Theory | Patrik Guggenberger Frank Kleibergen Sophocles Mavroeidis | 2021/3 |
Efficient size correct subset inference in homoskedastic linear instrumental variables regression | Journal of econometrics | Frank Kleibergen | 2021/3/1 |
Robust inference for consumption‐based asset pricing | The Journal of Finance | Frank Kleibergen Zhaoguo Zhan | 2020/2 |
Double robust continuous updating GMM | Frank Kleibergen Zhaoguo Zhan | 2020/11/16 | |
Inference in second-order identified models | Journal of econometrics | Prosper Dovonon Alastair R Hall Frank Kleibergen | 2020/10/1 |
RANKTEST: Stata module to test the rank of a matrix | Frank Kleibergen Mark Schaffer Frank Windmeijer | 2020/9/29 |
