Search results
Results: 57
Number of items: 57
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Kleibergen, F., & Zhan, Z. (2013). Unexplained factors and their effects on second pass R-squared's and t-tests. Brown University. http://www.econ.brown.edu/fac/Frank_Kleibergen/famamacbeth.pdf -
Guggenberger, P., Kleibergen, F., Mavroeidis, S., & Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression. Econometrica, 80(6), 2649-2666. https://doi.org/10.3982/ECTA8953
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Kleibergen, F. (2011). Improved accuracy of weak instument robust GMM statistics through bootstrap and Edgeworth approximations. Brown University. http://www.econ.brown.edu/fac/Frank_Kleibergen/improv_ac.pdf
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Kleibergen, F., & Mavroeidis, S. (2011). Inference on subsets of parameters in linear IV without assuming identification. Brown University. http://www.econ.brown.edu/fac/Frank_Kleibergen/subliniv.pdf
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Bun, M., & Kleibergen, F. (2011). Identification in linear dynamic panel data models. (UvA - econometrics discussion paper; No. 2011/04). Universiteit van Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/6292B3FBFACD9300C1257952004A1690/$file/1104.pdf
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Kleibergen, F., & Mavroeidis, S. (2009). Weak instrument robust tests in GMM and the new Keynesian Phillips curve. Journal of Business & Economic Statistics, 27(3), 293-311. https://doi.org/10.1198/jbes.2009.08280
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Kleibergen, F., & Mavroeidis, S. (2009). Rejoinder. Journal of Business & Economic Statistics, 27(3), 331-339. https://doi.org/10.1198/jbes.2009.08350
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Kleibergen, F. (2009). Tests of risk premia in linear factor models. Journal of Econometrics, 149(2), 149-173. https://doi.org/10.1016/j.jeconom.2009.01.013
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Kleibergen, F. (2008). Testing. In S. N. Durlauf, & L. E. Blume (Eds.), The New Palgrave Dictionary of Economics (2nd ed., Vol. 8, pp. 6595-6601). Palgrave Macmillan. https://doi.org/10.1007/978-1-349-58802-2_1692
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