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Jan F. Kiviet
Jan F. Kiviet
Emeritus professor of econometrics (Univerity of Amsterdam)
Bestätigte E-Mail-Adresse bei uva.nl - Startseite
Titel
Zitiert von
Zitiert von
Jahr
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
JF Kiviet
Journal of econometrics 68 (1), 53-78, 1995
25081995
On the diminishing returns of higher-order terms in asymptotic expansions of bias
MJG Bun, JF Kiviet
economics Letters 79 (2), 145-152, 2003
5172003
On the rigour of some misspecification tests for modelling dynamic relationships
JF Kiviet
The Review of Economic Studies 53 (2), 241-261, 1986
3101986
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
MJG Bun, JF Kiviet
Journal of econometrics 132 (2), 409-444, 2006
2692006
Expectations of expansions for estimators in a dynamic panel data model; some results for weakly-exogeneous regressors.
JF Kiviet
Discussion paper-Tinbergen Institute, 1998
2291998
Exact inference methods for first-order autoregressive distributed lag models
JM Dufour, JF Kiviet
Econometrica, 79-104, 1998
1341998
The accuracy of inference in small samples of dynamic panel data models
MJG Bun, JF Kiviet
Tinbergen Institute discussion paper, 2001
1102001
Testing the impossible: Identifying exclusion restrictions
JF Kiviet
Journal of Econometrics 218 (2), 294-316, 2020
982020
Alternative bias approximations in regressions with a lagged-dependent variable
JF Kiviet, GDA Phillips
Econometric theory 9 (1), 62-80, 1993
951993
Exact tests for structural change in first-order dynamic models
JM Dufour, JF Kiviet
Journal of Econometrics 70 (1), 39-68, 1996
871996
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
JF Kiviet, M Pleus, RW Poldermans
Econometrics 5 (1), 14, 2017
852017
Exact similar tests for unit roots and cointegration
JF Kiviet, GDA Phillips
Oxford Bulletin of Economics and Statistics 54 (3), 349-367, 1992
741992
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples
JF Kiviet
Journal of Econometrics 28 (3), 327-362, 1985
671985
Microeconometric dynamic panel data methods: Model specification and selection issues
JF Kiviet
Econometrics and Statistics 13, 16-45, 2020
652020
Exact tests in single equation autoregressive distributed lag models
JF Kiviet, JM Dufour
Journal of Econometrics 80 (2), 325-353, 1997
641997
Judging contending estimators by simulation: tournaments in dynamic panel data models
JF Kiviet
Tinbergen Institute Discussion Paper, 2005
492005
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
JF Kiviet
The Econometrics Journal 16 (1), S24-S59, 2013
472013
Bias assessment and reduction in linear error-correction models
JF Kiviet, GDA Phillips
Journal of Econometrics 63 (1), 215-243, 1994
471994
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
S Kripfganz, JF Kiviet
The Stata Journal 21 (3), 772-813, 2021
452021
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
JF Kiviet, J Niemczyk
Computational statistics & data analysis 51 (7), 3296-3318, 2007
42*2007
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