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 4 6 10 72
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 1 40 5 7 20 189
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 3 12 25 153
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 1 4 8 44
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 1 3 5 430
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 1 4 4 24
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 2 2 3 4 18
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 8 14 47
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 1 2 7 46
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 7 8 16 74
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 5 17 28 87
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 4 6 19 96
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 3 7 14 60
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 1 2 15 78
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 1 3 13 88
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 2 2 7 319
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 2 3 11 581
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 3 3 11 315
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 1 2 162
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 2 4 364
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 1 2 5 380
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 2 2 6 832
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 3 3 9 612
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 1 61 8 9 15 171
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 1 3 5 524
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 2 3 12 102
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 2 4 6 76
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 3 3 9 3,823
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 2 9 174
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 1 6 19 75
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 0 2 15 55
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 0 129 4 6 15 371
MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES 0 0 0 0 2 3 8 23
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 1 1 2 109 6 7 20 165
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples 0 0 0 1 2 4 10 29
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 1 2 7 589
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 0 3 10 255
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 0 2 16
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 0 211 3 4 19 604
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 1 1 2 12
On the integration of China's main stock exchange with the international financial market 0 0 0 30 5 6 10 87
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 4 4 8 126
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 3 4 7 29
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 3 0 0 4 20
Testing the impossible: identifying exclusion restrictions 0 0 2 336 3 7 29 155
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 1 367 1 3 8 783
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 1 102 1 2 11 420
The Bias of the 2SLS Variance Estimator 0 0 0 3 5 5 17 1,291
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 2 236 2 5 20 708
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 1 3 3 9 28
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 1 4 13 144
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 2 4 8 515
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 61 6 11 20 126
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 3 6 10 51
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 1 10 204 7 13 36 652
Total Working Papers 2 2 21 3,294 135 249 650 17,270

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 4 9 21 165
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 1 5 17 219
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 0 3 139
Alternative bias approximations in first-order dynamic reduced form models 0 1 2 54 0 1 10 138
Bias assessment and reduction in linear error-correction models 0 0 0 69 3 3 8 263
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 4 11 15 324
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 1 4 12 263
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 0 1 6 29
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 6 6 12 60
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 3 6 13 774
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 3 22 40 116
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 1 6 2 4 15 32
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 2 15 756
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 3 4 11 225
Exact tests for structural change in first-order dynamic models 0 0 0 74 0 2 6 272
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 1 3 8 845
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 2 3 12 75
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 1 70 3 5 21 207
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 6 8 13 85
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 3 6 13 55
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 0 3 54 2 13 48 288
Instrument-free inference under confined regressor endogeneity and mild regularity 0 0 3 4 3 5 22 33
Microeconometric dynamic panel data methods: Model specification and selection issues 0 1 7 36 2 6 34 125
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 4 15 142
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 6 6 11 305
Monte Carlo Simulation for Econometricians 2 6 21 279 5 16 45 562
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 1 1 10 22
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 0 2 20 1,506 11 16 91 3,133
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 1 100 2 7 21 279
On the diminishing returns of higher-order terms in asymptotic expansions of bias 0 0 2 199 2 3 43 536
Structure and dynamics in econometrics 0 0 0 23 1 3 5 78
Testing the impossible: Identifying exclusion restrictions 1 1 4 75 7 10 38 307
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 1 1 38 1 3 12 137
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 4 8 15 404
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 4 6 18 187
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 0 251 2 4 22 582
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 1 3 10 109
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 0 2 11 68
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 1 1 12 5 8 15 64
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 1 12 6 13 26 76
Total Journal Articles 3 13 70 3,661 112 242 783 12,479

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 3 5 16 46
Total Chapters 0 0 0 5 3 5 16 46

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 8 12 38 340
Total Software Items 0 0 3 43 8 12 38 340

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Statistics updated 2026-05-06