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


Statistics updated 2023-03-10