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 0 62
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 0 39 1 1 3 170
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models 0 0 0 55 0 0 4 128
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS 0 0 0 5 0 0 2 36
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 0 1 425
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 1 2 15
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 0 1 33
Causes of haze and its health effects in Singapore: a replication study 0 0 1 15 0 1 6 40
Causes of haze and its health effects in Singapore; a replication study 0 0 0 62 0 0 0 58
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 14 0 2 4 60
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions 0 0 0 41 2 2 6 79
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 5 0 0 2 46
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 18 0 1 3 75
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity 0 0 0 12 0 0 1 63
Efficiency profiles of MM estimators in dynamic panel data models 0 0 0 156 0 0 0 312
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 0 1 2 305
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 1 570
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 1 360
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 0 0 160
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 1 51 0 0 1 375
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 0 1 826
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 0 0 603
Hong Kong: A Bridge Connecting Mainland China and the International Market 1 1 1 61 1 2 2 157
How to implement the Bootstrap in Static or Stable Dynamic Regression Models 0 0 0 147 0 0 0 519
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes 0 0 0 12 0 0 1 90
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes 0 0 0 35 0 0 2 70
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 0 1 3,814
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 2 2 3 167
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 49 0 0 1 40
Instrument-free inference under confined regressor endogeneity; derivations and applications 0 0 0 22 0 1 5 56
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models 0 0 1 129 0 0 2 356
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 1 15
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues 0 0 1 107 1 2 5 147
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 5 20
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 0 0 582
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 69 0 1 2 246
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 1 1 3 586
On the Rigour of some Specification Tests for Modeling Dynamic Relationships 0 0 0 1 0 0 1 10
On the integration of China's main stock exchange with the international financial market 0 0 0 30 0 0 2 77
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 0 0 0 56 0 0 0 118
TESTING STRATEGIES FOR MODEL SPECIFICATION 0 0 0 7 0 0 2 22
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES 0 0 1 3 0 0 2 16
Testing the impossible: identifying exclusion restrictions 0 0 0 334 0 2 7 128
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models 0 0 3 366 0 0 4 775
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations 0 0 0 101 0 0 0 409
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 2 13 1,275
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models 1 1 1 235 1 2 2 689
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme 0 0 1 1 0 0 4 19
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 38 0 0 1 131
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks 0 0 0 86 0 0 1 507
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 5 0 0 1 41
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 60 1 1 4 107
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 2 2 7 196 2 3 36 618
Total Working Papers 4 4 18 3,277 12 31 159 16,642

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 0 2 144
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models 0 0 2 44 0 1 6 202
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 0 0 136
Alternative bias approximations in first-order dynamic reduced form models 0 2 2 53 0 2 2 129
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 0 1 255
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 0 1 309
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity 0 0 0 0 0 0 1 251
CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY 0 0 0 7 0 0 1 23
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation 0 0 0 9 0 0 1 48
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 0 0 0 761
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions 0 0 0 18 1 2 4 78
ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION 0 0 0 5 0 0 1 17
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 1 741
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 1 1 214
Exact tests for structural change in first-order dynamic models 0 1 1 74 0 1 3 266
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 0 0 0 837
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 0 0 1 63
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach 0 0 1 69 0 0 2 186
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes 0 0 0 0 0 0 3 72
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models 0 0 0 19 2 2 3 44
Instrument approval by the Sargan test and its consequences for coefficient estimation 2 3 22 53 5 13 94 250
Instrument-free inference under confined regressor endogeneity and mild regularity 1 2 2 3 1 4 7 14
Microeconometric dynamic panel data methods: Model specification and selection issues 2 3 7 32 3 9 23 96
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 3 127
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 0 2 294
Monte Carlo Simulation for Econometricians 2 4 16 261 4 11 35 524
Neglected dynamics in panel data models; consequences and detection in finite samples* 0 0 0 0 0 0 1 12
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 1 4 20 1,489 6 14 51 3,055
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships 0 0 3 99 0 0 5 258
On the diminishing returns of higher-order terms in asymptotic expansions of bias 0 0 5 197 11 16 34 504
Structure and dynamics in econometrics 0 0 0 23 0 0 1 73
Testing the impossible: Identifying exclusion restrictions 0 1 15 72 0 4 50 273
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations 0 0 0 37 1 1 2 126
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 0 127 0 0 0 389
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 1 2 169
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models 0 0 2 251 1 1 12 561
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation 0 0 0 15 0 0 0 99
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks 0 0 0 9 0 0 0 57
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? 0 0 0 11 0 0 4 49
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 1 3 9 51
Total Journal Articles 8 20 98 3,606 36 86 369 11,757

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 5 0 0 2 30
Total Chapters 0 0 2 5 0 0 2 30

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 3 40 2 8 22 308
Total Software Items 0 1 3 40 2 8 22 308

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Statistics updated 2025-07-04