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 5 10 72
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 1 40 2 8 22 191
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 2 12 27 155
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 3 7 11 47
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 2 5 430
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 0 2 4 24
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 2 0 2 3 18
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 7 15 48
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 0 1 6 46
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 1 8 17 75
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 3 7 22 99
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 1 14 28 88
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 1 3 14 89
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 0 6 14 60
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 1 2 16 79
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 2 7 319
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 1 4 11 316
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 2 11 581
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 1 2 5 365
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 1 2 162
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 1 3 7 833
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 0 1 5 380
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 3 9 612
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 1 61 0 8 15 171
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 0 2 5 524
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 0 2 12 102
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 1 4 7 77
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 3 9 3,823
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 1 9 174
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 3 6 22 78
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 1 2 16 56
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 0 129 0 5 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 1 3 9 24
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 1 2 109 2 9 21 167
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 2 9 29
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 1 7 589
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 1 2 10 256
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 3 3 5 19
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 0 211 0 3 19 604
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 1 2 12
On the integration of China's main stock exchange with the international financial market 0 0 0 30 1 7 11 88
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 0 4 8 126
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 0 3 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 2 8 29 157
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 1 367 2 4 10 785
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 1 102 0 1 11 420
The Bias of the 2SLS Variance Estimator 0 0 0 3 1 6 17 1,292
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 2 236 0 2 20 708
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 1 0 3 9 28
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 0 1 13 144
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 2 6 10 517
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 61 0 9 20 126
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 1 6 11 52
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 2 11 205 1 10 37 653
Total Working Papers 1 3 22 3,295 40 231 680 17,310

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 0 6 21 165
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 1 4 18 220
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 0 1 54 1 1 10 139
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 3 8 263
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 8 15 324
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 1 12 263
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 1 1 7 30
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 0 6 12 60
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 1 4 14 775
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 0 20 39 116
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 1 6 1 3 16 33
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 15 756
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 3 11 225
Exact tests for structural change in first-order dynamic models 0 0 0 74 0 1 6 272
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 1 3 9 846
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 0 2 12 75
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 1 70 0 4 21 207
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 7 13 85
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 0 5 13 55
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 0 3 54 3 11 46 291
Instrument-free inference under confined regressor endogeneity and mild regularity 0 0 2 4 0 5 20 33
Microeconometric dynamic panel data methods: Model specification and selection issues 1 1 7 37 3 6 35 128
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 3 16 143
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 6 11 305
Monte Carlo Simulation for Econometricians 1 5 21 280 2 12 44 564
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 0 1 10 22
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 0 1 18 1,506 5 19 89 3,138
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 1 100 0 4 21 279
On the diminishing returns of higher-order terms in asymptotic expansions of bias 1 1 3 200 2 4 45 538
Structure and dynamics in econometrics 0 0 0 23 0 1 5 78
Testing the impossible: Identifying exclusion restrictions 0 1 3 75 6 14 40 313
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 1 38 0 2 12 137
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 1 9 16 405
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 5 18 187
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 1 1 1 252 1 3 23 583
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 0 2 10 109
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 2 2 13 70
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 12 1 6 16 65
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 1 12 2 11 28 78
Total Journal Articles 4 10 67 3,665 35 209 793 12,514

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 1 4 17 47
Total Chapters 0 0 0 5 1 4 17 47

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 2 12 36 342
Total Software Items 0 0 3 43 2 12 36 342

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Statistics updated 2026-06-04