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 1 8 55
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 4 35 0 1 12 130
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 2 5 50 0 3 16 93
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 1 3 0 3 18 24
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 0 1 420
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators 0 1 2 3 0 3 10 14
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS 0 0 0 0 1 1 4 6
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 1 9 20
Causes of haze and its health effects in Singapore: a replication study 1 1 10 10 1 7 12 12
Causes of haze and its health effects in Singapore; a replication study 1 1 4 61 4 5 24 42
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 1 13 0 1 7 45
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 1 41 0 1 11 69
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 1 1 17 0 3 5 57
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 1 2 5 53
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 1 5 0 1 3 37
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 1 4 310
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 1 3 554
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 63 0 0 9 295
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 0 0 158
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 2 357
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 48 0 2 9 370
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 1 8 820
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 1 1 4 594
Hong Kong: A Bridge Connecting Mainland China and the International Market 0 0 0 57 2 5 19 139
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 1 146 0 1 11 510
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 11 0 0 6 81
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 34 0 1 4 62
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 1 2 270 1 3 8 3,806
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 44 1 1 8 153
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 4 46 1 4 11 27
Instrument-free inference under confined regressor endogeneity; derivations and applications 1 5 11 11 1 7 10 10
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 1 126 0 1 4 345
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 4 7 9
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 3 23 82 0 4 40 72
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples 0 0 0 0 1 2 3 6
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 68 0 0 4 243
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 1 1 2 580
Non-detection of the serial correlation in least squares regression; frequency and consequences 0 0 0 1 0 0 4 9
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias 1 1 4 207 2 2 12 567
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 0 0 0 3 5
On the integration of China's main stock exchange with the international financial market 0 0 0 29 0 0 9 67
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 2 56 2 2 8 113
TESTING STRATEGIES FOR MODEL SPECIFICATION 1 1 1 4 1 1 7 15
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 0 2 0 0 4 10
Testing the impossible: identifying exclusion restrictions 0 0 4 328 0 1 18 97
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 1 2 5 346 3 6 13 737
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 0 99 0 1 4 403
The Bias of the 2SLS Variance Estimator 0 0 0 3 1 3 12 1,251
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 0 1 2 223 0 3 10 654
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 0 0 0 1 3 10
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 0 2 5 126
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 84 0 0 3 501
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 1 1 5 0 3 9 33
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 1 1 60 0 3 15 94
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 5 22 37 37 11 40 79 79
Total Working Papers 11 44 129 2,981 37 141 539 15,349


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 2 8 2 3 20 61
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 2 16 24 6 20 60 129
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 1 2 60 1 2 8 132
Alternative bias approximations in first-order dynamic reduced form models 0 0 0 49 1 1 2 123
Bias assessment and reduction in linear error-correction models 0 0 0 64 1 1 2 246
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 1 45 0 1 5 299
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 0 2 247
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 0 0 0 47
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 0 0 4 759
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 1 2 5 14 2 4 19 54
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 1 4 0 0 4 13
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 5 11 729
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 1 3 207
Exact tests for structural change in first-order dynamic models 0 0 0 71 0 0 0 257
Exact tests in single equation autoregressive distributed lag models 0 0 0 271 1 1 7 832
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 2 3 18 1 3 10 55
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 3 67 0 0 5 178
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 0 2 62
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 18 1 1 3 38
Microeconometric dynamic panel data methods: Model specification and selection issues 0 1 3 3 0 2 7 7
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples 0 0 0 24 1 3 4 120
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 1 1 289
Monte Carlo Simulation for Econometricians 5 12 23 168 6 16 49 310
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 1 1 5 7
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 3 6 29 1,377 9 20 92 2,745
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 2 3 88 0 4 11 234
On the diminishing returns of higher-order terms in asymptotic expansions of bias 2 3 9 167 3 8 37 387
Structure and dynamics in econometrics 0 0 2 22 0 0 3 69
Testing the impossible: Identifying exclusion restrictions 0 0 0 0 2 8 9 9
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 1 36 0 0 2 119
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 125 1 1 7 384
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 0 1 163
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 3 14 206 1 6 27 449
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 2 13 1 5 17 88
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 8 0 0 0 54
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 10 0 2 8 38
Total Journal Articles 11 34 120 3,079 41 120 447 9,940


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 2 2 0 0 6 21
Total Chapters 0 0 2 2 0 0 6 21


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 1 4 4 39 64 101 101
Total Software Items 0 1 4 4 39 64 101 101


Statistics updated 2021-01-03