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 2 2 64
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 1 40 0 2 5 173
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 1 1 5 129
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 0 1 3 37
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 1 2 426
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 0 0 3 20
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 2 0 0 2 15
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 1 1 34
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 0 1 4 41
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 1 2 2 60
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 0 0 4 60
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 2 3 8 82
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 2 5 8 80
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 2 2 4 48
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 0 0 2 64
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 0 0 312
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 2 571
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 0 1 2 306
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 0 0 160
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 1 2 361
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 1 51 0 0 1 375
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 1 2 827
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 1 2 605
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 1 61 0 0 2 157
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 0 0 0 519
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 0 0 1 90
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 0 0 2 70
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 1 1 1 3,815
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 1 5 169
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 1 2 4 58
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 1 1 1 41
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 1 129 0 2 4 358
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 1 2 16
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 0 0 107 0 1 5 149
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples 0 0 0 1 0 0 3 20
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 0 0 2 246
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 1 1 1 583
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 0 2 14
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 0 211 2 3 5 590
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 0 1 10
On the integration of China's main stock exchange with the international financial market 0 0 0 30 0 1 3 78
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 1 1 1 119
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 0 0 1 22
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 3 0 0 2 17
Testing the impossible: identifying exclusion restrictions 0 0 1 335 0 2 9 131
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 2 366 0 2 5 777
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 1 1 102 1 3 3 412
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 3 15 1,278
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 1 235 1 1 3 690
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 1 1 0 0 4 19
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 1 2 3 133
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 0 2 3 509
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 1 1 61 0 1 3 108
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 2 2 3 43
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 5 12 202 2 10 29 630
Total Working Papers 1 7 23 3,287 22 68 194 16,721

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 1 2 4 146
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 2 4 8 207
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 3 3 3 139
Alternative bias approximations in first-order dynamic reduced form models 0 0 2 53 2 2 5 132
Bias assessment and reduction in linear error-correction models 0 0 0 69 1 1 2 257
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 0 1 309
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 1 1 2 252
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 1 1 2 24
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 48
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 0 0 0 761
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 0 3 8 82
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 1 1 6 0 1 2 18
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 1 2 743
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 0 2 215
Exact tests for structural change in first-order dynamic models 0 0 1 74 0 0 2 267
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 0 0 1 838
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 2 2 4 66
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 1 1 70 1 2 2 188
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 0 1 72
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 0 1 4 45
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 1 12 54 4 7 63 260
Instrument-free inference under confined regressor endogeneity and mild regularity 0 1 3 4 0 1 7 15
Microeconometric dynamic panel data methods: Model specification and selection issues 1 1 5 33 2 3 22 101
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 0 0 25 1 1 6 130
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 1 1 2 295
Monte Carlo Simulation for Econometricians 1 3 14 264 2 5 31 529
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 1 1 4 15
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 5 8 20 1,498 29 37 72 3,095
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 1 1 2 100 3 4 10 265
On the diminishing returns of higher-order terms in asymptotic expansions of bias 1 1 2 198 3 8 37 513
Structure and dynamics in econometrics 0 0 0 23 0 1 1 74
Testing the impossible: Identifying exclusion restrictions 0 2 11 74 2 5 30 281
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 0 37 1 1 3 127
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 1 1 128 1 2 3 392
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 2 3 6 173
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 2 251 2 5 14 568
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 0 0 0 99
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 1 1 1 58
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 11 0 1 6 52
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 1 12 0 2 7 54
Total Journal Articles 10 22 78 3,629 70 113 380 11,905

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 5 0 0 1 30
Total Chapters 0 0 1 5 0 0 1 30

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 4 41 3 8 21 317
Total Software Items 1 1 4 41 3 8 21 317

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Statistics updated 2025-11-08