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 1 3 5 67
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 1 40 1 8 14 183
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 2 11 15 143
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 0 3 4 40
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 1 2 3 428
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 0 0 4 2 2 3 22
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 2 1 1 2 16
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 2 7 8 41
Causes of haze and its health effects in Singapore: a replication study 0 0 0 15 1 3 6 45
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 1 7 9 67
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 2 9 16 92
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 4 12 16 74
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 1 4 12 86
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 1 5 8 54
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 1 10 14 77
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 3 5 317
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 5 9 579
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 0 6 8 312
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 1 2 3 363
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 0 1 161
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 1 4 4 379
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 2 5 830
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 2 6 609
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 1 61 1 6 8 163
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 1 3 3 522
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 1 9 10 100
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 1 3 4 73
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 5 6 3,820
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 1 3 9 173
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 1 13 14 54
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 3 14 17 72
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 1 129 1 6 11 366
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 5 7 21
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 0 1 108 0 7 14 158
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 7 9 27
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 2 8 10 254
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 1 4 6 588
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 2 2 16
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 0 0 0 211 1 10 16 601
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 0 1 11
On the integration of China's main stock exchange with the international financial market 0 0 0 30 0 3 4 81
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 0 2 4 122
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 1 4 4 26
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 3 0 2 4 20
Testing the impossible: identifying exclusion restrictions 0 1 2 336 1 16 23 149
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 1 1 367 1 4 6 781
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 1 102 1 6 10 419
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 8 13 1,286
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 0 2 236 3 11 19 706
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 1 0 5 7 25
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 3 10 12 143
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 0 2 5 511
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 1 2 5 46
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 1 61 2 9 11 117
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 10 203 4 10 30 643
Total Working Papers 0 2 21 3,292 58 310 480 17,079

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 1 1 12 3 13 15 159
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 44 2 8 15 216
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 1 1 3 54 1 6 11 138
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 2 5 260
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 3 7 7 316
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 3 10 11 262
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 1 5 6 29
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 0 6 6 54
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 3 9 10 771
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 2 11 20 96
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 1 6 2 12 13 30
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 12 14 755
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 1 7 9 222
Exact tests for structural change in first-order dynamic models 0 0 1 74 1 4 6 271
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 1 4 6 843
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 1 6 11 73
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 1 70 1 14 17 203
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 1 4 7 78
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 1 2 8 50
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 0 5 54 5 18 49 280
Instrument-free inference under confined regressor endogeneity and mild regularity 0 0 3 4 0 10 19 28
Microeconometric dynamic panel data methods: Model specification and selection issues 1 3 7 36 3 18 41 122
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 0 0 25 2 8 14 140
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 4 5 299
Monte Carlo Simulation for Econometricians 2 8 19 275 6 17 42 552
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 0 6 9 21
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 1 7 20 1,505 2 17 81 3,119
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 1 100 3 8 17 275
On the diminishing returns of higher-order terms in asymptotic expansions of bias 0 0 2 199 1 10 47 534
Structure and dynamics in econometrics 0 0 0 23 2 3 4 77
Testing the impossible: Identifying exclusion restrictions 0 0 4 74 2 14 34 299
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 1 1 1 38 1 6 11 135
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 0 4 7 396
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 1 7 14 182
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 0 251 2 10 23 580
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 1 7 8 107
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 2 7 11 68
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 1 1 1 12 3 7 10 59
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 1 12 4 12 19 67
Total Journal Articles 7 22 72 3,655 68 335 665 12,305

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 2 13 14 43
Total Chapters 0 0 1 5 2 13 14 43

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 2 4 43 2 11 30 330
Total Software Items 0 2 4 43 2 11 30 330

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Statistics updated 2026-03-04