Access Statistics for Jan Frederik Kiviet

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices 0 0 0 18 0 0 2 61
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 4 4 39 0 5 8 166
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 1 3 53 0 1 5 119
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 1 4 0 2 4 30
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 1 2 3 424
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 0 0 0 16
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 2 0 1 2 12
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 2 6 30
Causes of haze and its health effects in Singapore: a replication study 0 0 0 14 0 0 1 31
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 0 1 1 54
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 0 0 1 73
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 0 0 0 53
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 0 1 2 44
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 0 0 1 61
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 0 1 2 70
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 0 1 312
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 1 64 0 0 3 298
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 3 564
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 0 0 159
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 1 358
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 1 50 0 0 2 374
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 0 2 825
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 0 1 599
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 0 59 1 1 4 149
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 146 0 0 4 517
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 0 0 1 87
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 1 35 0 0 1 68
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 0 1 3,811
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 2 46 0 0 2 161
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 0 0 1 36
Instrument-free inference under confined regressor endogeneity; derivations and applications 1 1 2 22 1 1 5 49
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 0 127 0 0 0 352
MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES 0 0 0 0 0 0 0 13
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 0 8 104 0 2 13 131
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples 0 1 1 1 1 2 4 13
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 0 0 582
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 1 69 0 0 1 244
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 0 0 11
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 1 1 210 0 1 4 581
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 0 0 0 1 7
On the integration of China's main stock exchange with the international financial market 0 0 1 30 0 0 2 74
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 0 1 1 117
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 5 0 0 0 18
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 2 0 0 1 12
Testing the impossible: identifying exclusion restrictions 0 0 1 334 1 2 8 117
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 4 356 1 2 9 761
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 2 101 0 0 3 409
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 1 4 1,261
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 3 230 1 2 9 680
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 0 0 0 3 15
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 0 1 1 130
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 2 86 0 1 4 506
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 0 0 0 38
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 60 0 0 2 100
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 6 27 174 3 15 78 510
Total Working Papers 2 14 66 3,216 10 48 218 16,293

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets 0 0 0 11 6 14 35 125
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 2 35 0 0 2 178
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 1 61 0 0 2 135
Alternative bias approximations in first-order dynamic reduced form models 0 0 1 51 0 0 2 127
Bias assessment and reduction in linear error-correction models 0 1 4 69 0 1 5 254
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 45 0 0 1 304
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 0 1 249
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 1 2 4 20
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 0 0 0 47
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 0 0 0 760
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 16 0 0 1 70
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 0 4 0 0 0 15
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 2 3 738
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 1 3 212
Exact tests for structural change in first-order dynamic models 0 0 0 72 0 0 1 262
Exact tests in single equation autoregressive distributed lag models 0 1 2 275 0 1 3 837
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 1 20 0 1 2 61
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 0 68 0 0 0 180
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 0 1 68
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 0 0 0 41
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 4 12 14 2 13 40 53
Microeconometric dynamic panel data methods: Model specification and selection issues 1 4 7 15 2 6 15 45
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 1 1 25 0 1 1 124
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 0 1 292
Monte Carlo Simulation for Econometricians 0 0 14 223 3 4 30 447
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 0 0 0 11
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 3 9 30 1,436 6 19 81 2,896
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 3 93 0 0 4 247
On the diminishing returns of higher-order terms in asymptotic expansions of bias 0 1 8 183 0 4 22 437
Structure and dynamics in econometrics 0 0 0 23 0 0 0 72
Testing the impossible: Identifying exclusion restrictions 2 4 24 40 10 19 74 141
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 1 37 0 0 2 123
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 0 125 0 0 1 386
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 0 2 167
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 3 4 16 234 3 7 29 514
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 14 0 0 2 96
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 0 0 0 57
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 11 0 0 0 42
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 4 10 0 1 16 29
Total Journal Articles 9 30 131 3,364 34 96 386 10,862

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous 0 0 1 3 0 1 3 26
Total Chapters 0 0 1 3 0 1 3 26

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 1 6 29 0 8 37 237
Total Software Items 0 1 6 29 0 8 37 237

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-03-10