Information about:
Frank Kleibergen

Other registered authors

Email:
Homepage: http://www.econ.brown.edu/fac/Frank_Kleibergen
Postal Address:
Phone:

Affiliation

• Economics Department
  Brown University

  Location: Providence, Rhode Island (United States)
  Homepage: http://www.econ.brown.edu/
  Email:
  Phone:
  Fax:
  Postal:
  Handle: RePEc:edi:edbrous (registered authors at this institution)

• Afdeling Kwantitatieve Economie (Department of Quantitative Economics)
  Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business)
  Universiteit van Amsterdam

  Location: Amsterdam, Netherlands
  Homepage: http://www.fee.uva.nl/KE/
  Email:
  Phone: +31 20 525 4217
  Fax: +31 20 525 4349
  Postal: Roetersstraat 11, NL-1018 WB Amsterdam
  Handle: RePEc:edi:keuvanl (registered authors at this institution)

Lists

1. Number of Journal Pages, Weighted by Simple Impact Factor
2. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
3. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Working papers

1. Hoogerheide, L.F. & Kleibergen, F.R. & Dijk, H.K. van, 2006. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Econometric Institute Report EI 2006-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

2. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society. [Downloadable!]

3. Frank Kleibergen, 2004. "Higher order approximations of IV statistics that indicate their properties under weak or many instruments," Econometric Society 2004 North American Winter Meetings 199, Econometric Society.

4. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society. [Downloadable!]
   Other versions:
   • Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Report EI 2003-01 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • F. Kleibergen & R. Paap, 2003. "Generalized reduced rank tests using the singular value decomposition," Econometric Institute Report 301, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   
   Published as:
   • Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July. [Downloadable!] (restricted)

5. Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute. [Downloadable!]

6. Frank Kleibergen, 2002. "Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic," Tinbergen Institute Discussion Papers 02-064/4, Tinbergen Institute. [Downloadable!]

7. J.J.J. Groen & F. Kleibergen, 2001. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," WO Research Memoranda (discontinued) 646, Netherlands Central Bank, Research Department. [Downloadable!]
   Other versions:
   • Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute. [Downloadable!]
   
   Published as:
   • Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.

8. Bekker, Paul A. & Kleibergen, Frank, 2001. "Finite-sample instrumental variables inference using an asymptotically pivotal statistic," Research Report 01F38, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
   Other versions:
   • Bekker, Paul A. & Kleibergen, Frank, 2001. "Finite-sample instrumental variables inference using an asymptotically pivotal statistic," CCSO Working Papers 200109, University of Groningen, CCSO Centre for Economic Research. [Downloadable!]

9. Frank Kleibergen, 2001. "How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models," Tinbergen Institute Discussion Papers 01-073/4, Tinbergen Institute. [Downloadable!]

10. Frank Kleibergen, 2001. "Testing Parameters in GMM without assuming that they are identified," Tinbergen Institute Discussion Papers 01-067/4, Tinbergen Institute. [Downloadable!]

11. Paul A. Bekker & Frank Kleibergen, 2001. "Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic," Tinbergen Institute Discussion Papers 01-055/4, Tinbergen Institute. [Downloadable!]

12. Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    • Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000. "The Bayesian Score Statistic," Econometric Institute Report EI ; ECONOMETRIC INSTITUT, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    • F. Kleibergen & R. Kleijn & R. Paap, 2000. "The Bayesian score statistic," Econometric Institute Report 193, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

13. Frank R. Kleibergen, 2000. "Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model," Tinbergen Institute Discussion Papers 00-088/4, Tinbergen Institute. [Downloadable!]

14. Frank Kleibergen, 2000. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Tinbergen Institute Discussion Papers 00-055/4, Tinbergen Institute. [Downloadable!]

15. Frank R. Kleibergen, 2000. "Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters," Tinbergen Institute Discussion Papers 00-039/4, Tinbergen Institute. [Downloadable!]

16. Frank R. Kleibergen & Henk Hoek, 2000. "Bayesian Analysis of ARMA Models," Tinbergen Institute Discussion Papers 00-027/4, Tinbergen Institute. [Downloadable!]

17. Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    • P. Houweling & J. Hoek & F.R. Kleibergen, 1999. "The joint estimation of term sturctures and credit spreads," Econometric Institute Report 142, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    
    Published as:
    • Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001. "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July. [Downloadable!] (restricted)

18. Kleibergen, F.R. & Franses, Ph.H.B.F., 1999. "Cointegration in a periodic vector autoregression," Econometric Institute Report EI 9906-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

19. Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Report EI 9916-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

20. Franses, Ph.H.B.F. & Kleibergen, F.R., 1999. "Cointegration in a Periodic Vector Autoregression," Papers 9906/a, Erasmus University of Rotterdam - Econometric Institute.
    Other versions:
    • F.R. Kleibergen & Ph.H.B.F. Franses, 1999. "Cointegration in a periodic vector autoregression," Econometric Institute Report 107, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

21. Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Report EI 9835 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

22. Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. [Downloadable!]
    Other versions:
    • Kleibergen, F. & Zivot, E., 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Papers 9835/a, Erasmus University of Rotterdam - Econometric Institute.
    • Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    • Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
    • Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, EconWPA. [Downloadable!]
    
    Published as:
    • Kleibergen, Frank & Zivot, Eric, 2003. "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May. [Downloadable!] (restricted)

23. F.R. Kleibergen, 1998. "Conditional densities in Econometrics," Econometric Institute Report 102, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

24. Frank Kleibergen & Herman K. van Dijk, 1998. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute. [Downloadable!]

25. Kleibergen, F.R., 1998. "Conditional densities in econometrics," Econometric Institute Report EI 9853 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

26. Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Report EI 9821 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:
    • Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December. [Downloadable!] (restricted)

27. Kleibergen, F.R., 1998. "An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators," Econometric Institute Report EI 9844 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

28. Paap, R. & Kleibergen, F., 1998. "Prior, Posterios and Bayes Factors for Bayesian Analysis of Cointegration," Papers 9821/a, Erasmus University of Rotterdam - Econometric Institute.

29. Kleibergen, F.R., 1997. "Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models," Econometric Institute Report EI 9722-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

30. Kleibergen, F. & Van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Papers 9714/a, Erasmus University of Rotterdam - Econometric Institute.
    Other versions:
    • Kleibergen, Frank & Dijk, Herman K. van, 1996. "Bayesian simultaneous equations analysis using reduced rank structures," Econometric Institute Report 47, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    
    Published as:
    • Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(06), pages 701-743, December. [Downloadable!]

31. Kleibergen, F.R. & Urbain, J.-P. & Dijk, H.K. van, 1997. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Econometric Institute Report EI 9709-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

32. Kleibergen, F., 1997. "Reduced Rank Regression Using Generalized Method of Moments Estimators, with Extensions to Structural Breaks in Cointegration Models," Papers 9722/a, Erasmus University of Rotterdam - Econometric Institute.

33. Kleibergen, F.R. & Dijk, H.K. van, 1997. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Econometric Institute Report EI 9714-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

34. F. Kleibergen & H.K. van Dijk & J.-P. Urbain, 1997. "Oil price shocks and long run price and import demand behavior," Econometric Institute Report 151, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    • Kleibergen, Frank & Urbain, Jean-Pierre & Dijk, Herman K. van, 1996. "Oil price shocks and long run price and import demand behavior," Econometric Institute Report 44, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    
    Published as:
    • Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(3), pages 399-417, September. [Downloadable!] (restricted)

35. Frank Kleibergen & Henk Hoek, 1997. "Bayesian Analysis of ARMA Models using Noninformative Priors," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    • Kleibergen, F. & Hoek, H., 1995. "Bayesian analysis of ARMA models using noninformative priors," Discussion Paper 116, Tilburg University, Center for Economic Research. [Downloadable!]
    • Kleibergen, Frank & Hoek, Henk, 1996. "Bayesian analysis of ARMA models using noninformative priors," Econometric Institute Report 39, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

36. Franses, P.H. & Kleibergen, F., 1997. "Cointegration in Multivariate Periodic Time Series Models," Papers 9745/a, Erasmus University of Rotterdam - Econometric Institute.

37. Kleibergen, Frank, 1996. "Equality restricted random variables: densities and sampling algorithms," Econometric Institute Report 36, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    • Frank Kleibergen, 1997. "Equality Restricted Random Variables: Densities and Sampling Algorithms," Tinbergen Institute Discussion Papers 97-005/4, Tinbergen Institute.
    • Kleibergen, F., 1996. "Equality Restricted Random Variables: Densities and Sampling Algorithms," Papers 9662/a, Erasmus University of Rotterdam - Econometric Institute.

38. Kleibergen, F.R., 1996. "Equality Restricted Random Variables: Densities and Sampling Algorithms," Econometric Institute Report EI 9662-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

39. Kleibergen, F., 1996. "Reduced rank regression using generalized method of moments estimators," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]

40. Kleibergen, Frank & Paap, Richard, 1996. "Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration," Econometric Institute Report 37, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    • Frank Kleibergen & Richard Paap, 1997. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Tinbergen Institute Discussion Papers 97-007/4, Tinbergen Institute.
    • Kleibergen, F.R. & Paap, R., 1996. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Report EI 9668-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

41. Kleibergen, F. & Franses, P.H., 1995. "Direct Cointegration Testing in Periodic Vector Autoregressive Models," Papers 9518/a, Erasmus University of Rotterdam - Econometric Institute.

42. Kleibergen, F.R. & Hoek, H., 1995. "Bayesian Analysis of ARMA models using Noninformative Priors," Econometric Institute Report EI 9553-/B Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

43. Kleibergen, F. & Urbain, J.P. & Van Dijk, H.K., 1994. "A Cointegration Study of Aggregate Imports Using Likelihood Based Testing Principles," Papers 9416-a, Erasmus University of Rotterdam - Econometric Institute.

44. Kleibergen, F.R. & Van Dijk, H.K., 1993. "On the Shape of the Likelyhood/Posterior in Cointegration Models," Papers 9315-a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:
    • Kleibergen, Frank & van Dijk, Herman K., 1994. "On the Shape of the Likelihood/Posterior in Cointegration Models," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 514-551, August. [Downloadable!]

45. Kleibergen, F. & Van Dijk, H.K., 1992. "Nonstationarity in Garch Models: A Bayesian Analysis," Papers 9277-a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:
    • Kleibergen, F & Van Dijk, H K, 1993. "Non-stationarity in GARCH Models: A Bayesian Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S41-61, Suppl. De. [Downloadable!] (restricted)

1. Kleibergen, Frank, 2009. "Tests of risk premia in linear factor models," Journal of Econometrics, Elsevier, vol. 149(2), pages 149-173, April. [Downloadable!] (restricted)

2. Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May. [Downloadable!] (restricted)

3. Kleibergen, Frank, 2007. "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, vol. 139(1), pages 181-216, July. [Downloadable!] (restricted)

4. Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July. [Downloadable!] (restricted)
   Other versions:
   • Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Report EI 2003-01 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • F. Kleibergen & R. Paap, 2003. "Generalized reduced rank tests using the singular value decomposition," Econometric Institute Report 301, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society. [Downloadable!]

5. Frank Kleibergen, 2005. "Testing Parameters in GMM Without Assuming that They Are Identified," Econometrica, Econometric Society, vol. 73(4), pages 1103-1123, 07. [Downloadable!] (restricted)

6. Frank Kleibergen, 2004. "Testing Subsets of Structural Parameters in the Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 418-423, 03. [Downloadable!] (restricted)

7. Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December. [Downloadable!] (restricted)

8. Bekker, Paul & Kleibergen, Frank, 2003. "Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic," Econometric Theory, Cambridge University Press, vol. 19(05), pages 744-753, October. [Downloadable!]

9. Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.
   Other versions:
   • J.J.J. Groen & F. Kleibergen, 2001. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," WO Research Memoranda (discontinued) 646, Netherlands Central Bank, Research Department. [Downloadable!]
   • Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute. [Downloadable!]

10. Kleibergen, Frank & Zivot, Eric, 2003. "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May. [Downloadable!] (restricted)
    Other versions:
    • Kleibergen, F. & Zivot, E., 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Papers 9835/a, Erasmus University of Rotterdam - Econometric Institute.
    • Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    • Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. [Downloadable!]
    • Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
    • Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, EconWPA. [Downloadable!]

11. Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December. [Downloadable!] (restricted)
    Other versions:
    • Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Report EI 9821 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

12. Frank Kleibergen, 2002. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Econometrica, Econometric Society, vol. 70(5), pages 1781-1803, September. [Downloadable!] (restricted)

13. Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001. "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July. [Downloadable!] (restricted)
    Other versions:
    • Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute. [Downloadable!]
    • P. Houweling & J. Hoek & F.R. Kleibergen, 1999. "The joint estimation of term sturctures and credit spreads," Econometric Institute Report 142, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

14. Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(3), pages 399-417, September. [Downloadable!] (restricted)
    Other versions:
    • F. Kleibergen & H.K. van Dijk & J.-P. Urbain, 1997. "Oil price shocks and long run price and import demand behavior," Econometric Institute Report 151, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    • Kleibergen, Frank & Urbain, Jean-Pierre & Dijk, Herman K. van, 1996. "Oil price shocks and long run price and import demand behavior," Econometric Institute Report 44, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

15. Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(06), pages 701-743, December. [Downloadable!]
    Other versions:
    • Kleibergen, F. & Van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Papers 9714/a, Erasmus University of Rotterdam - Econometric Institute.

16. Franses, Philip Hans & Kleibergen, Frank, 1996. "Unit roots in the Nelson-Plosser data: Do they matter for forecasting?," International Journal of Forecasting, Elsevier, vol. 12(2), pages 283-288, June. [Downloadable!] (restricted)

17. Kleibergen, Frank & van Dijk, Herman K., 1994. "On the Shape of the Likelihood/Posterior in Cointegration Models," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 514-551, August. [Downloadable!]
    Other versions:
    • Kleibergen, F.R. & Van Dijk, H.K., 1993. "On the Shape of the Likelyhood/Posterior in Cointegration Models," Papers 9315-a, Erasmus University of Rotterdam - Econometric Institute.

18. Kleibergen, Frank & van Dijk, Herman K., 1994. "Direct cointegration testing in error correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 61-103, July. [Downloadable!] (restricted)
    Other versions:
    • Kleinbergen, F.R. & Van Dijk, H.K., 1993. "Direct Cointegration Testing in Error Correction Models," Papers 9334-a, Erasmus University of Rotterdam - Econometric Institute.

19. Kleibergen, F & Van Dijk, H K, 1993. "Non-stationarity in GARCH Models: A Bayesian Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S41-61, Suppl. De. [Downloadable!] (restricted)
    Other versions:
    • Kleibergen, F. & Van Dijk, H.K., 1992. "Nonstationarity in Garch Models: A Bayesian Analysis," Papers 9277-a, Erasmus University of Rotterdam - Econometric Institute.

1. Frank Kleibergen & Mark E Schaffer, 2007. "RANKTEST: Stata module to test the rank of a matrix using the Kleibergen-Paap rk statistic," Statistical Software Components S456865, Boston College Department of Economics, revised 05 May 2008. [Downloadable!]

1. NEP-ECM: Econometrics (14) 1999-02-22 1999-09-01 2000-06-29 2000-06-29 2000-06-29 2000-07-27 2000-11-29 2001-07-17 2001-09-10 2001-10-22 2002-07-12 2003-01-19 2004-10-30 2004-10-30 Author is listed
2. NEP-ETS: Econometric Time Series (6) 1999-05-10 1999-08-27 2000-06-29 2003-02-24 2004-10-30 2004-10-30 Author is listed
3. NEP-FIN: Finance (1) 1999-05-10
4. NEP-LAB: Labour Economics (1) 2001-09-10
5. NEP-MON: Monetary Economics (1) 1999-05-10
6. NEP-SEA: South East Asia (1) 2001-08-30

This page was last updated on 2009-11-9.