# Frank Kleibergen

## Personal Details

First Name: Frank

Middle Name:

Last Name: Kleibergen

Suffix:

RePEc Short-ID: pkl31

Email:

Homepage:
http://www.econ.brown.edu/fac/Frank_Kleibergen

Postal Address:

Phone:

## Affiliation

- (99%)
**Economics Department**

Brown University - Location: Providence, Rhode Island (United States)

Homepage: http://www.econ.brown.edu/

Email:

Phone:

Fax:

Postal:

Handle: RePEc:edi:edbrous (more details at EDIRC) - (1%)
**Afdeling Kwantitatieve Economie**

Faculteit Economie en Bedrijfskunde

Universiteit van Amsterdam - Location: Amsterdam, Netherlands

Homepage: http://www.uva.nl/over-de-uva/organisatie/organogram/content/faculteiten/faculteit-economie-en-bedrijfskunde/afdeling-kwantitatieve-economie-ke/afdeling-kwantitatieve-economie-ke.html

Email:

Phone: +31 20 525 4217

Fax: +31 20 525 4349

Postal: Roetersstraat 11, NL-1018 WB Amsterdam

Handle: RePEc:edi:keuvanl (more details at EDIRC)

## Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:## Works

#### Working papers

- Maurice J.G. Bun & Frank Kleibergen, 2013.
"
**Identification and inference in moments based analysis of linear dynamic panel data models**," UvA-Econometrics Working Papers 13-07, Universiteit van Amsterdam, Dept. of Econometrics. - Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"
**Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data**," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- 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.

- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
"
- Richard Paap & Frank Kleibergen, 2004.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Econometric Society 2004 Australasian Meetings 195, Econometric Society.- 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.

- Kleibergen, F.R. & Paap, R., 2003.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Richard Paap, 2003.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.

- Kleibergen, Frank & Paap, Richard, 2006.
"
- 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. - 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. - 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. - Frank Kleibergen, 2001.
"
**Testing Parameters in GMM without Assuming that they are identified**," Tinbergen Institute Discussion Papers 01-067/4, Tinbergen Institute.- Frank Kleibergen, 2005.
"
**Testing Parameters in GMM Without Assuming that They Are Identified**," Econometrica, Econometric Society, vol. 73(4), pages 1103-1123, 07.

- Frank Kleibergen, 2005.
"
- 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.- 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.

- 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.

- Groen, Jan J J & Kleibergen, Frank, 2003.
"
- 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. - 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.- 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.

- 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). - 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.

- Bekker, Paul & Kleibergen, Frank, 2003.
"
- 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. - Frank Kleibergen & Richard Kleijn & Richard Paap, 2000.
"
**The Bayesian Score Statistic**," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute.- Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000.
"
**The Bayesian Score Statistic**," Econometric Institute Research Papers EI 2000-16/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000.
"
- Frank Kleibergen, 2000.
"
**Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression**," Tinbergen Institute Discussion Papers 00-055/4, Tinbergen Institute.- Frank Kleibergen, 2002.
"
**Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression**," Econometrica, Econometric Society, vol. 70(5), pages 1781-1803, September.

- Frank Kleibergen, 2002.
"
- Frank R. Kleibergen & Henk Hoek, 2000.
"
**Bayesian Analysis of ARMA Models**," Tinbergen Institute Discussion Papers 00-027/4, Tinbergen Institute. - 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. - 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.- 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.

- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999.
"
**The Joint Estimation of Term Structures and Credit Spreads**," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001.
"
- Kleibergen, F.R. & Franses, Ph.H.B.F., 1999.
"
**Cointegration in a periodic vector autoregression**," Econometric Institute Research Papers EI 9906-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, F.R., 1998.
"
**An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators**," Econometric Institute Research Papers EI 9844, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - 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.- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.

- 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 Variables Regression**," Econometrics 9812002, EconWPA. - Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics.

- Kleibergen, Frank & Zivot, Eric, 2003.
"
- Frank Kleibergen & Herman K. van Dijk, 1998.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.- 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.

- Kleibergen, F.R. & van Dijk, H.K., 1997.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, Frank & van Dijk, Herman K., 1998.
"
- Kleibergen, F.R. & Paap, R., 1998.
"
**Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration**," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- 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.

- Kleibergen, Frank & Paap, Richard, 2002.
"
- Kleibergen, F.R., 1998.
"
**Conditional densities in econometrics**," Econometric Institute Research Papers EI 9853, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"
**Oil Price Shocks and Long Run Price and Import Demand Behavior**," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- 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.

- Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999.
"
- Frank Kleibergen & Henk Hoek, 1997.
"
**Bayesian Analysis of ARMA Models using Noninformative Priors**," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute.- Kleibergen, F.R. & Hoek, H., 1995.
"
**Bayesian Analysis of ARMA models using Noninformative Priors**," Econometric Institute Research Papers EI 9553-/B, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, F.R. & Hoek, H., 1995.
"
**Bayesian analysis of ARMA models using noninformative priors**," Discussion Paper 1995-116, Tilburg University, Center for Economic Research.

- Kleibergen, F.R. & Hoek, H., 1995.
"
- Kleibergen, F.R., 1997.
"
**Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models**," Econometric Institute Research Papers EI 9722/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, F.R. & Paap, R., 1996.
"
**Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration**," Econometric Institute Research Papers EI 9668-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, F.R., 1996.
"
**Equality Restricted Random Variables: Densities and Sampling Algorithms**," Econometric Institute Research Papers EI 9662-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, F., 1996.
"
**Reduced Rank of Regression Using Generalized Method of Moments Estimators**," Discussion Paper 1996-20, Tilburg University, Center for Economic Research.

#### Articles

- Kleibergen, Frank & Mavroeidis, Sophocles, 2009.
"
**Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 293-311. - Kleibergen, Frank & Mavroeidis, Sophocles, 2009.
"
**Rejoinder**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 331-339. - Kleibergen, Frank, 2009.
"
**Tests of risk premia in linear factor models**," Journal of Econometrics, Elsevier, vol. 149(2), pages 149-173, April. - 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.- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"

- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"
- 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. - 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.- Kleibergen, F.R. & Paap, R., 2003.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Richard Paap & Frank Kleibergen, 2004.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Econometric Society 2004 Australasian Meetings 195, Econometric Society. - Frank Kleibergen & Richard Paap, 2003.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.

- Kleibergen, F.R. & Paap, R., 2003.
"
- Frank Kleibergen, 2005.
"
**Testing Parameters in GMM Without Assuming that They Are Identified**," Econometrica, Econometric Society, vol. 73(4), pages 1103-1123, 07.- Frank Kleibergen, 2001.
"
**Testing Parameters in GMM without Assuming that they are identified**," Tinbergen Institute Discussion Papers 01-067/4, Tinbergen Institute.

- Frank Kleibergen, 2001.
"
- 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, February. - 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. - 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.- 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. - 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. - 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).

- Bekker, Paul A. & Kleibergen, Frank, 2001.
"
- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.- Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA. - 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 Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - 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.

- Kleibergen, F.R. & Zivot, E., 1998.
"
- 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.- 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. - 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.

- Jan J.J. Groen & Frank R. Kleibergen, 1999.
"
- 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.- Kleibergen, F.R. & Paap, R., 1998.
"
**Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration**," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, F.R. & Paap, R., 1998.
"
- Frank Kleibergen, 2002.
"
**Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression**," Econometrica, Econometric Society, vol. 70(5), pages 1781-1803, September.- Frank Kleibergen, 2000.
"
**Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression**," Tinbergen Institute Discussion Papers 00-055/4, Tinbergen Institute.

- Frank Kleibergen, 2000.
"
- 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.- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999.
"
**The Joint Estimation of Term Structures and Credit Spreads**," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - 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.

- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999.
"
- 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.- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"
**Oil Price Shocks and Long Run Price and Import Demand Behavior**," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"
- 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.- Frank Kleibergen & Herman K. van Dijk, 1998.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute. - Kleibergen, F.R. & van Dijk, H.K., 1997.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Frank Kleibergen & Herman K. van Dijk, 1998.
"
- 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. - 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. - 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. - 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.

#### Software components

- 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 24 Aug 2014.

## NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-ECM: Econometrics (13) 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 2002-07-12 2003-01-19 2004-10-30 2004-10-30. Author is listed
- NEP-ETS: Econometric Time Series (6) 1999-05-10 1999-08-27 2000-06-29 2004-10-30 2004-10-30 2013-08-31. Author is listed
- NEP-FIN: Finance (1) 1999-05-10
- NEP-LAB: Labour Economics (1) 2001-09-10
- NEP-MON: Monetary Economics (1) 1999-05-10
- NEP-SEA: South East Asia (1) 2001-08-30

## Statistics

This author is among the top 5% authors according to these criteria:- Average Rank Score
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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- Breadth of citations across fields
- Wu-Index
- Strength of students

#### Most cited item

- Richard Paap & Frank Kleibergen, 2004.
"
**Generalized Reduced Rank Tests using the Singular Value Decomposition**," Econometric Society 2004 Australasian Meetings 195, Econometric Society.

#### Most downloaded item (past 12 months)

- 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 24 Aug 2014.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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