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 4 59
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 35 0 1 25 159
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 50 0 0 15 114
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 3 0 0 1 26
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 0 0 421
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 0 0 1 16
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 2 2 0 0 4 10
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 2 4 26
Causes of haze and its health effects in Singapore: a replication study 0 0 2 14 0 1 12 31
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 0 0 7 53
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 1 14 0 0 6 53
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 0 0 2 72
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 1 18 0 1 9 69
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 0 0 4 60
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 1 1 3 43
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 0 1 311
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 2 561
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 1 1 64 0 1 1 296
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 0 357
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 0 0 159
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 1 2 50 0 2 3 374
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 1 4 824
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 0 2 598
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 0 59 0 1 5 146
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 146 0 1 2 514
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 1 12 0 0 3 86
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 34 0 0 2 67
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 1 3 3,811
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 44 0 0 4 159
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 2 49 1 1 4 36
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 4 20 1 2 28 46
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 1 127 0 0 4 352
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 2 13
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 2 5 13 101 4 8 36 126
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples 0 0 0 0 0 0 2 9
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 0 68 0 0 0 243
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 0 2 11
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 1 209 3 3 10 580
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 0 1 1 1 7
On the integration of China's main stock exchange with the international financial market 1 1 1 30 1 1 4 73
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 0 0 3 116
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 1 5 0 0 1 18
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 2 0 1 2 12
Testing the impossible: identifying exclusion restrictions 0 0 2 333 1 1 7 110
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 2 3 8 355 2 3 15 755
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 0 99 0 1 3 407
The Bias of the 2SLS Variance Estimator 0 0 0 3 1 1 1 1,258
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 1 3 228 1 3 14 674
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 0 1 2 3 14
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 0 0 3 129
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 84 1 1 2 503
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 0 0 4 38
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 60 0 1 4 99
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 4 7 91 154 10 21 307 453
Total Working Papers 9 19 137 3,169 30 64 591 16,139


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 3 11 1 5 27 95
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 1 1 4 34 1 1 22 177
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 60 0 0 1 133
Alternative bias approximations in first-order dynamic reduced form models 0 0 1 50 0 1 2 126
Bias assessment and reduction in linear error-correction models 0 0 1 65 0 0 3 249
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 45 0 1 3 304
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 0 0 248
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 3 7 1 1 10 17
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 1 760
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 2 16 0 0 13 69
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 0 4 0 0 1 15
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 5 736
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 0 2 209
Exact tests for structural change in first-order dynamic models 0 0 1 72 0 0 3 261
Exact tests in single equation autoregressive distributed lag models 0 1 3 274 0 1 3 835
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 1 19 0 0 2 59
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 1 68 0 0 2 180
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 1 3 68
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 1 19 0 0 2 41
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 2 4 4 3 6 19 19
Microeconometric dynamic panel data methods: Model specification and selection issues 0 1 5 9 1 2 15 32
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 0 0 24 0 0 1 123
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 0 2 291
Monte Carlo Simulation for Econometricians 2 5 31 214 3 12 79 429
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 0 0 3 11
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 2 7 22 1,413 7 19 58 2,834
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 1 2 4 92 2 3 7 246
On the diminishing returns of higher-order terms in asymptotic expansions of bias 1 2 7 177 5 8 26 423
Structure and dynamics in econometrics 0 0 1 23 0 0 2 72
Testing the impossible: Identifying exclusion restrictions 1 5 16 21 9 20 63 87
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 0 36 1 1 3 122
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 0 125 0 0 1 385
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 0 2 165
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 1 4 9 222 2 9 33 494
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 1 14 1 1 5 95
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 1 9 0 0 2 57
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 11 0 0 4 42
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 2 8 8 4 5 18 18
Total Journal Articles 11 32 131 3,265 41 98 448 10,574


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 2 1 1 2 24
Total Chapters 0 0 0 2 1 1 2 24


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 1 1 14 24 2 5 65 205
Total Software Items 1 1 14 24 2 5 65 205


Statistics updated 2022-06-07