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 64
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 1 40 3 5 9 178
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 5 9 12 137
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 1 1 4 38
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 0 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 1 1 2 35
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 2 3 7 44
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 0 1 2 60
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 2 4 8 64
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 2 5 10 85
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 2 5 7 51
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 3 6 8 70
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 0 4 9 82
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 3 5 5 317
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 2 2 4 308
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 4 6 575
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 2 361
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 1 1 161
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 1 3 828
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 2 2 2 377
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 2 4 6 609
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 2 2 2 521
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 3 4 5 94
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 0 0 1 70
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 1 2 2 3,816
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 1 6 170
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 0 1 3 58
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 6 7 7 47
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 1 129 1 3 6 361
MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES 0 0 0 0 3 3 5 19
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 1 1 108 3 5 10 154
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 2 5 22
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 2 2 4 248
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 2 2 584
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 5 8 11 596
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 1 2 11
On the integration of China's main stock exchange with the international financial market 0 0 0 30 2 2 4 80
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 1 3 3 121
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 1 2 4 19
Testing the impossible: identifying exclusion restrictions 1 1 2 336 7 9 15 140
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 1 1 3 367 2 2 6 779
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 1 102 1 3 5 414
The Bias of the 2SLS Variance Estimator 0 0 0 3 3 3 18 1,281
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 1 2 236 3 9 11 698
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 1 0 1 3 20
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 2 3 5 135
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 2 2 5 511
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 0 3 4 44
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 61 1 1 4 109
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 2 11 203 4 9 29 637
Total Working Papers 2 6 24 3,292 88 158 308 16,857

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 0 1 3 146
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 1 4 10 209
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 3 3 139
Alternative bias approximations in first-order dynamic reduced form models 0 0 2 53 0 2 5 132
Bias assessment and reduction in linear error-correction models 0 0 0 69 1 3 4 259
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 1 1 2 310
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 2 3 4 254
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 0 1 1 24
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 1 1 1 49
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 4 5 5 766
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 3 6 14 88
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 1 6 4 4 6 22
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 7 8 9 750
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 2 2 4 217
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 1 2 839
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 1 4 6 68
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 1 70 5 7 8 194
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 1 3 4 75
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 0 3 7 48
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 1 8 54 7 13 49 269
Instrument-free inference under confined regressor endogeneity and mild regularity 0 0 3 4 1 4 10 19
Microeconometric dynamic panel data methods: Model specification and selection issues 1 2 6 34 9 14 33 113
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 8 133
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 2 3 4 297
Monte Carlo Simulation for Econometricians 2 6 15 269 4 12 33 539
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 3 4 7 18
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 4 9 22 1,502 6 42 82 3,108
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 1 2 100 1 6 11 268
On the diminishing returns of higher-order terms in asymptotic expansions of bias 0 2 2 199 3 17 46 527
Structure and dynamics in econometrics 0 0 0 23 0 0 1 74
Testing the impossible: Identifying exclusion restrictions 0 0 6 74 7 13 32 292
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 0 37 2 5 7 131
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 0 1 3 392
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 1 5 9 176
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 2 251 3 7 19 573
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 2 3 3 102
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 0 4 4 61
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 11 2 2 7 54
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 1 12 1 2 8 56
Total Journal Articles 7 21 73 3,640 88 223 476 12,058

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 4 4 5 34
Total Chapters 0 0 1 5 4 4 5 34

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 2 5 42 4 9 27 323
Total Software Items 1 2 5 42 4 9 27 323

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Statistics updated 2026-01-09