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 11 75
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 40 1 2 22 195
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 0 1 28 156
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 0 1 11 48
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 1 5 431
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 0 4 10 30
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 1 1 1 3 1 1 4 19
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 1 15 49
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 0 1 7 48
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 0 0 16 75
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 1 6 35 95
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 1 16 37 117
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 0 1 16 80
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 1 1 15 61
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 0 0 12 90
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 0 7 319
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 0 2 12 318
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 2 2 12 583
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 4 365
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 0 2 162
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 0 6 833
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 1 1 6 381
Heteroskedasticity-consistent instrument-free inference in linear regressions with endogenous regressors 4 4 4 4 13 13 13 13
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 0 7 612
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 0 61 0 1 15 172
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 0 0 5 524
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 0 1 13 103
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 0 0 7 77
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 2 2 12 3,826
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 0 5 174
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 2 4 27 84
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 0 1 18 58
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 0 129 0 1 14 372
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 9 25
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 0 2 109 1 2 21 170
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 1 10 30
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 1 1 11 257
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 0 7 589
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 1 6 20
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 0 211 0 0 16 604
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 0 2 12
On the integration of China's main stock exchange with the international financial market 0 0 0 30 1 1 11 89
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 0 1 9 127
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 0 0 7 29
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 3 0 1 4 21
Testing the impossible: identifying exclusion restrictions 0 0 1 336 5 28 56 187
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 1 367 1 1 9 786
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 0 102 0 1 10 421
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 1 17 1,295
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 1 236 0 0 19 708
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 1 1 1 2 1 4 14 33
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 2 2 14 146
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 0 0 8 517
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 61 0 1 19 127
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 0 0 11 52
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 1 6 207 1 3 31 659
Total Working Papers 7 7 17 3,303 38 114 750 17,449

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 1 2 22 167
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 1 3 19 224
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 1 4 140
Alternative bias approximations in first-order dynamic reduced form models 0 0 1 54 0 0 9 139
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 0 7 263
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 0 17 326
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 0 12 263
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 0 0 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 0 12 60
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 0 2 17 778
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 10 14 49 131
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 0 6 0 2 17 35
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 15 757
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 0 10 225
Exact tests for structural change in first-order dynamic models 0 0 0 74 0 0 5 272
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 0 0 8 846
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 1 22 0 0 12 76
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 0 70 0 0 20 207
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 1 14 86
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 1 1 12 57
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 2 3 56 11 37 75 331
Instrument-free inference under confined regressor endogeneity and mild regularity 0 0 0 4 2 2 20 35
Microeconometric dynamic panel data methods: Model specification and selection issues 0 1 8 40 1 4 36 135
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 0 0 25 0 0 14 143
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 0 11 305
Monte Carlo Simulation for Econometricians 1 2 20 283 3 8 51 578
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 1 1 9 23
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 1 4 20 1,513 3 16 96 3,162
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 1 100 0 2 21 283
On the diminishing returns of higher-order terms in asymptotic expansions of bias 0 2 5 202 2 5 36 546
Structure and dynamics in econometrics 0 0 0 23 0 1 5 79
Testing the impossible: Identifying exclusion restrictions 1 1 2 76 50 98 136 415
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 1 38 1 2 13 139
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 129 0 0 15 406
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 2 18 189
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 1 252 0 2 19 585
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 0 0 10 109
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 0 1 15 72
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 12 1 1 16 68
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 1 1 13 2 4 28 82
Total Journal Articles 4 13 67 3,686 90 213 932 12,767

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 0 1 19 49
Total Chapters 0 0 0 5 0 1 19 49

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 44 5 9 38 352
Total Software Items 1 1 4 44 5 9 38 352

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Statistics updated 2026-10-11