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 3 11 75
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 40 1 3 22 194
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 0 1 28 156
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 1 1 11 48
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 1 1 5 431
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 4 6 10 30
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 2 0 0 3 18
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 1 15 49
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 1 2 7 48
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 0 0 17 75
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 4 17 37 116
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 2 6 34 94
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 0 1 13 90
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 1 1 16 80
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 0 0 14 60
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 0 7 319
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 1 2 12 318
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 10 581
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 0 2 162
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 4 365
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 0 0 5 380
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 0 6 833
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 0 7 612
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 0 61 0 1 15 172
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 0 0 5 524
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 1 1 13 103
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 0 0 7 77
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 1 10 3,824
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 0 5 174
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 1 2 18 58
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 1 4 26 82
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 0 129 1 1 15 372
MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES 0 0 0 0 1 1 9 25
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 0 2 109 1 2 21 169
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples 0 0 0 1 1 1 10 30
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 0 7 589
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 0 0 10 256
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 1 1 6 20
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 0 211 0 0 16 604
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 0 2 12
On the integration of China's main stock exchange with the international financial market 0 0 0 30 0 0 10 88
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 1 1 9 127
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 0 0 7 29
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 3 1 1 4 21
Testing the impossible: identifying exclusion restrictions 0 0 1 336 11 25 53 182
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 1 367 0 0 9 785
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 0 102 1 1 10 421
The Bias of the 2SLS Variance Estimator 0 0 0 3 1 3 20 1,295
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 1 236 0 0 19 708
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 1 2 4 13 32
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 0 0 12 144
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 0 0 9 517
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 0 0 11 52
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 61 1 1 20 127
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 7 206 0 5 35 658
Total Working Papers 0 1 13 3,296 43 101 732 17,411

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 1 12 1 1 22 166
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 1 3 18 223
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 1 4 140
Alternative bias approximations in first-order dynamic reduced form models 0 0 1 54 0 0 9 139
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 0 7 263
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 2 17 326
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 0 12 263
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 0 0 7 30
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 0 0 12 60
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 2 3 17 778
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 4 5 42 121
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 1 6 0 2 18 35
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 15 757
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 0 10 225
Exact tests for structural change in first-order dynamic models 0 0 0 74 0 0 5 272
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 0 0 8 846
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 1 1 22 0 1 12 76
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 0 70 0 0 20 207
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 1 14 86
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 0 1 11 56
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 2 3 56 13 29 66 320
Instrument-free inference under confined regressor endogeneity and mild regularity 0 0 1 4 0 0 19 33
Microeconometric dynamic panel data methods: Model specification and selection issues 1 3 8 40 2 6 36 134
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 0 0 25 0 0 14 143
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 0 11 305
Monte Carlo Simulation for Econometricians 0 2 21 282 3 11 50 575
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 0 0 8 22
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 2 6 20 1,512 6 21 95 3,159
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 1 100 2 4 21 283
On the diminishing returns of higher-order terms in asymptotic expansions of bias 2 2 5 202 2 6 34 544
Structure and dynamics in econometrics 0 0 0 23 0 1 5 79
Testing the impossible: Identifying exclusion restrictions 0 0 2 75 23 52 87 365
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 1 38 0 1 12 138
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 1 1 129 0 1 15 406
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 2 18 189
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 1 252 0 2 20 585
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 0 0 10 109
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 0 2 15 72
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 12 0 2 15 67
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 12 1 2 27 80
Total Journal Articles 6 17 69 3,682 60 163 858 12,677

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 0 5 1 2 19 49
Total Chapters 0 0 0 5 1 2 19 49

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 0 3 43 3 5 34 347
Total Software Items 0 0 3 43 3 5 34 347

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10