Frank Kleibergen
Affiliations: | 2003-2015 | Economics | Brown University, Providence, RI |
| 2015- | Econometrics | University of Amsterdam, Amsterdam, Netherlands |
Area:
General Economics, Theory EconomicsWebsite:
http://www.uva.nl/en/profile/k/l/f.r.kleibergen/f.r.kleibergen.htmlGoogle:
"Frank Kleibergen"Bio:
http://www.uva.nl/en/content/news/professor-appointments/2015/02/frank-kleibergen-professor-of-econometrics.html
Prof. dr. F.R. Kleibergen at the Album Academicum of the University of Amsterdam
https://www.genealogy.math.ndsu.nodak.edu/id.php?id=156008
Parents
Sign in to add mentor| Herman Koene van Dijk | grad student | 1994 | Erasmus University | |
| (Identifiability and Nonstationarity in Classical and Bayesian Econometrics.) | ||||
Children
Sign in to add trainee| Nadezhda V. Baryshnikova | grad student | 2006 | Brown |
| Sung Jae Jun | grad student | 2006 | Brown |
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Publications
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| Kleibergen F, Zhan Z. (2020) Robust Inference for Consumption‐Based Asset Pricing Journal of Finance. 75: 507-550 |
| Dovonon P, Hall AR, Kleibergen F. (2020) Inference in second-order identified models Journal of Econometrics. 218: 346-372 |
| Kleibergen F. (2020) Efficient size correct subset inference in homoskedastic linear instrumental variables regression Journal of Econometrics |
| Guggenberger P, Kleibergen F, Mavroeidis S. (2019) A more powerful subvector Anderson Rubin test in linear instrumental variables regression Quantitative Economics. 10: 487-526 |
| Kleibergen F, Zhan Z. (2018) Identification-robust inference on risk premia of mimicking portfolios of non-traded factors Journal of Financial Econometrics. 16: 155-190 |
| Kleibergen F, Zhan Z. (2015) Unexplained factors and their effects on second pass R-squared's Journal of Econometrics. 189: 101-116 |
| Kleibergen F, Mavroeidis S. (2014) Identification issues in limited-information Bayesian analysis of structural macroeconomic models Journal of Applied Econometrics. 29: 1183-1209 |
| Guggenberger P, Kleibergen F, Mavroeidis S, et al. (2012) On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression Econometrica. 80: 2649-2666 |
| Kleibergen F, Mavroeidis S. (2009) Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve Journal of Business & Economic Statistics. 27: 293-311 |
| Kleibergen F. (2009) Tests of risk premia in linear factor models Journal of Econometrics. 149: 149-173 |