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Frank Kleibergen's research focuses on the validity of statistical inference in economic models. Until recently it was commonly thought that usage of a large dataset automatically implies that the empirical validation of an economic model is conducted in a statistical sound manner. The large sample validity of statistical inference is, however, often a misconception for economic models that contain endogenous variables. Endogeneity is a commonality of many economic variables. Kleibergen is involved in the development of statistical procedures that remain trustworthy in such instances.
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Frank Kleibergen is an econometrician who specializes in research on the Generalized Method of Moments, Bayesian analysis and instrumental variables regression. He came to Brown in 2003 and was previously employed in the Netherlands at the Universities of Amsterdam, Rotterdam and Tilburg. He received his PhD in 1994 at the Erasmus University Rotterdam. His research has been published in various econometric journals like, for example, Econometrica and the Journal of Econometrics.
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