Loading...

← Back to Leaderboard

Frank Kleibergen

Institution: Universiteit van Amsterdam

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.uva.nl/profiel/k/l/f.r.kleibergen/f.r.kleibergen.html

First Publication: 1994

Most Recent: 2023

RePEc ID: pkl31 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 5.38 1.01 0.00 6.39 89%
Last 10 Years 0.00 6.73 1.01 0.00 7.74 83%
All Time 0.00 34.31 6.05 0.00 40.36 97%

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 23.22

Publications (19)

Year Article Journal Tier Authors
2023 A test for Kronecker Product Structure covariance matrix Journal of Econometrics A 3
2022 IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS Econometric Theory B 2
2021 Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics A 1
2020 Inference in second-order identified models Journal of Econometrics A 3
2015 Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics A 2
2014 Identification Issues in Limited‐information Bayesian Analysis of Structural Macroeconomic Models Journal of Applied Econometrics B 2
2009 Tests of risk premia in linear factor models Journal of Econometrics A 1
2007 Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data Journal of Econometrics A 3
2007 Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics Journal of Econometrics A 1
2006 Generalized reduced rank tests using the singular value decomposition Journal of Econometrics A 2
2004 Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox Journal of Econometrics A 1
2004 Testing Subsets of Structural Parameters in the Instrumental Variables Review of Economics and Statistics A 1
2003 FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC Econometric Theory B 2
2003 Bayesian and classical approaches to instrumental variable regression Journal of Econometrics A 2
2002 Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics A 2
1998 BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES Econometric Theory B 2
1996 Unit roots in the Nelson-Plosser data: Do they matter for forecasting? International Journal of Forecasting B 2
1994 On the Shape of the Likelihood/Posterior in Cointegration Models Econometric Theory B 2
1994 Direct cointegration testing in error correction models Journal of Econometrics A 2