| Generalized reduced rank tests using the singular value decomposition F Kleibergen, R Paap Journal of econometrics 133 (1), 97-126, 2006 | 2963 | 2006 |
| Pivotal statistics for testing structural parameters in instrumental variables regression F Kleibergen Econometrica 70 (5), 1781-1803, 2002 | 552 | 2002 |
| Testing parameters in GMM without assuming that they are identified F Kleibergen Econometrica 73 (4), 1103-1123, 2005 | 449 | 2005 |
| Likelihood-based cointegration analysis in panels of vector error-correction models JJJ Groen, F Kleibergen Journal of Business & Economic Statistics 21 (2), 295-318, 2003 | 270 | 2003 |
| Weak instrument robust tests in GMM and the new Keynesian Phillips curve F Kleibergen, S Mavroeidis Journal of Business & Economic Statistics 27 (3), 293-311, 2009 | 244 | 2009 |
| Bayesian and classical approaches to instrumental variable regression F Kleibergen, E Zivot Journal of Econometrics 114 (1), 29-72, 2003 | 191 | 2003 |
| Tests of risk premia in linear factor models F Kleibergen Journal of econometrics 149 (2), 149-173, 2009 | 180 | 2009 |
| Bayesian simultaneous equations analysis using reduced rank structures F Kleibergen, HK Van Dijk Econometric theory 14 (6), 701-743, 1998 | 174 | 1998 |
| On the shape of the likelihood/posterior in cointegration models F Kleibergen, HK Van Dijk Econometric theory 10 (3-4), 514-551, 1994 | 168 | 1994 |
| Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics F Kleibergen Journal of Econometrics 139 (1), 181-216, 2007 | 132 | 2007 |
| Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration F Kleibergen, R Paap Journal of Econometrics 111 (2), 223-249, 2002 | 130 | 2002 |
| Non‐stationarity in garch models: A bayesian analysis F Kleibergen, HK Van Dijk Journal of Applied Econometrics 8 (S1), S41-S61, 1993 | 109 | 1993 |
| Unexplained factors and their effects on second pass RR-squared’s F Kleibergen, Z Zhan Journal of Econometrics 189 (1), 101-116, 2015 | 82 | 2015 |
| On the asymptotic sizes of subset Anderson–Rubin and Lagrange multiplier tests in linear instrumental variables regression P Guggenberger, F Kleibergen, S Mavroeidis, L Chen Econometrica 80 (6), 2649-2666, 2012 | 76 | 2012 |
| Robust inference for consumption‐based asset pricing F Kleibergen, Z Zhan The Journal of Finance 75 (1), 507-550, 2020 | 75 | 2020 |
| Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data L Hoogerheide, F Kleibergen, HK van Dijk Journal of Econometrics 138 (1), 63-103, 2007 | 73 | 2007 |
| Testing subsets of structural parameters in the instrumental variables regression model F Kleibergen Review of Economics and Statistics, 418-423, 2004 | 61 | 2004 |
| RANKTEST: Stata module to test the rank of a matrix F Kleibergen, M Schaffer, F Windmeijer Boston College Department of Economics, 2020 | 60 | 2020 |
| The joint estimation of term structures and credit spreads P Houweling, J Hoek, F Kleibergen Journal of Empirical Finance 8 (3), 297-323, 2001 | 57 | 2001 |
| Finite-sample instrumental variables inference using an asymptotically pivotal statistic P Bekker, F Kleibergen Econometric Theory 19 (5), 744-753, 2003 | 38 | 2003 |
