Jan Frederik Kiviet

Names

first:	Jan
middle:	F.
last:	Kiviet

Identifer

RePEc Short-ID:

pki2

Contact

homepage:	https://sites.google.com/site/homepagejfk/
phone:	+31 20 525 4252
postal address:	Amsterdam School of Economics University of Amsterdam P.O. Box 15867 1001 NJ Amsterdam The Netherlands

Affiliations

Universiteit van Amsterdam / Faculteit Economie en Bedrijfskunde / Amsterdam School of Economics
- EDIRC entry
- location:

Research profile

author of:

The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme (RePEc:ags:amstas:293031)
by Kiviet, Jan
Non-detection of the serial correlation in least squares regression; frequency and consequences (RePEc:ags:amstas:293049)
by Kiviet, Jan
On the Rigour of some Specification Tests for Modeling Dynamic Relationships (RePEc:ags:amstas:293057)
by Kiviet, Jan
Model Selection Test Procedues In A Single Linear Equation Of A Dynamic Simultaneous System And Their Defects In Small Samples (RePEc:ags:amstas:293071)
by Kiviet, Jan
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples (RePEc:ags:amstas:293072)
by Kiviet, Jan
Bootstrap Inference In Lagged_dependent Variable Models (RePEc:ags:amstas:293074)
by Kiviet, Jan
Testing Strategies For Model Specification (RePEc:ags:amstas:293099)
by Kiviet, Jan & Phillips, Garry
The Importance And Performance Of Tests For The Selection Of Instrumental Variables (RePEc:ags:amstas:293104)
by Kiviet, Jan
Bias Correction In Lagged-Dependent Variable Models (RePEc:ags:amstas:293119)
by Kiviet, Jan & Phillips, G
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators (RePEc:ags:amstas:293130)
by Kiviet, Jan & Phillips, Garry
Bias of s2 in Linear Regression Model with correlated errors (RePEc:ags:amstas:293144)
by Kiviet, Jan & Kramer, Walter
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity (RePEc:ame:wpaper:1406)
by Jan F. Kiviet & Qu Feng
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (RePEc:ame:wpaper:1504)
by Jan F. Kiviet
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? (RePEc:ame:wpaper:1505)
by Jan F. Kiviet
Testing the impossible: identifying exclusion restrictions (RePEc:ame:wpaper:1603)
by Jan F. Kiviet
Exact Similar Tests for Unit Roots and Cointegration (RePEc:bla:obuest:v:54:y:1992:i:3:p:349-67)
by Kiviet, Jan F & Phillips, Garry D A
Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity (RePEc:bla:obuest:v:58:y:1996:i:4:p:631-56)
by van Giersbergen, Noud P A & Kiviet, Jan F
Neglected dynamics in panel data models; consequences and detection in finite samples (RePEc:bla:stanee:v:49:y:1995:i:3:p:343-361)
by I. T. van den Doel & J. F. Kiviet
KINKYREG: Stata module to perform kinky least squares estimation and inference (RePEc:boc:bocode:s458839)
by Sebastian Kripfganz & Jan F. Kiviet
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors (RePEc:boc:usug20:15)
by Sebastian Kripfganz & Jan F. Kiviet
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions (RePEc:bpj:jecome:v:6:y:2017:i:1:p:9:n:10)
by Kiviet Jan F.
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity (RePEc:ces:ceswps:_5088)
by Jan Frederik Kiviet & Qu Feng
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models (RePEc:ces:ceswps:_5189)
by Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans
Efficiency profiles of MM estimators in dynamic panel data models (RePEc:cpd:pd2002:c6-4)
by Maurice J.G. Bun & Jan F. Kiviet
A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets (RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen)
by Jan F. Kiviet & Zhenxi Chen
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable (RePEc:cup:etheor:v:9:y:1993:i:01:p:62-80_00)
by Kiviet, Jan F. & Phillips, Garry D.A.
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (RePEc:ecm:emetrp:v:66:y:1998:i:1:p:79-104)
by Jean-Marie Dufour & Jan F. Kiviet
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models (RePEc:ecm:wc2000:0631)
by Jan F. Kiviet & Garry D. A. Phillips
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models (RePEc:ect:emjrnl:v:1:y:1998:i:regularpapers:p:44-70)
by Jan F. Kiviet & Garry D.A. Phillips
Moment approximation for least-squares estimators in dynamic regression models with a unit root * (RePEc:ect:emjrnl:v:8:y:2005:i:2:p:115-142)
by Jan F. Kiviet & Garry D. A. Phillips
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks (RePEc:eee:csdana:v:49:y:2005:i:2:p:417-444)
by Joseph, Agnes S. & Kiviet, Jan F.
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (RePEc:eee:csdana:v:51:y:2007:i:7:p:3296-3318)
by Kiviet, Jan F. & Niemczyk, Jerzy
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation (RePEc:eee:csdana:v:56:y:2012:i:11:p:3567-3586)
by Kiviet, Jan F. & Niemczyk, Jerzy
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (RePEc:eee:csdana:v:56:y:2012:i:11:p:3705-3729)
by Kiviet, Jan F. & Phillips, Garry D.A.
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (RePEc:eee:csdana:v:76:y:2014:i:c:p:424-448)
by Kiviet, Jan F. & Phillips, Garry D.A.
Alternative bias approximations in first-order dynamic reduced form models (RePEc:eee:dyncon:v:23:y:1999:i:7:p:909-928)
by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? (RePEc:eee:ecolet:v:145:y:2016:i:c:p:192-195)
by Kiviet, Jan F.
Instrument approval by the Sargan test and its consequences for coefficient estimation (RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002123)
by Kiviet, Jan F. & Kripfganz, Sebastian
The bias of the ordinary least squares estimator in simultaneous equation models (RePEc:eee:ecolet:v:53:y:1996:i:2:p:161-167)
by Kiviet, Jan F. & Phillips, Garry D. A.
On the diminishing returns of higher-order terms in asymptotic expansions of bias (RePEc:eee:ecolet:v:79:y:2003:i:2:p:145-152)
by Bun, Maurice J. G. & Kiviet, Jan F.
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (RePEc:eee:econom:v:108:y:2002:i:1:p:133-156)
by van Giersbergen, Noud P. A. & Kiviet, Jan F.
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (RePEc:eee:econom:v:132:y:2006:i:2:p:409-444)
by Bun, Maurice J.G. & Kiviet, Jan F.
Testing the impossible: Identifying exclusion restrictions (RePEc:eee:econom:v:218:y:2020:i:2:p:294-316)
by Kiviet, Jan F.
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples (RePEc:eee:econom:v:28:y:1985:i:3:p:327-362)
by Kiviet, Jan F.
Structure and dynamics in econometrics (RePEc:eee:econom:v:63:y:1994:i:1:p:1-5)
by Kiviet, Jan F. & Dijk, Herman K. van
Bias assessment and reduction in linear error-correction models (RePEc:eee:econom:v:63:y:1994:i:1:p:215-243)
by Kiviet, Jan F. & Phillips, Garry D. A.
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (RePEc:eee:econom:v:68:y:1995:i:1:p:53-78)
by Kiviet, Jan F.
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (RePEc:eee:econom:v:69:y:1995:i:1:p:241-266)
by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard
Exact tests for structural change in first-order dynamic models (RePEc:eee:econom:v:70:y:1996:i:1:p:39-68)
by Dufour, Jean-Marie & Kiviet, Jan F.
Exact tests in single equation autoregressive distributed lag models (RePEc:eee:econom:v:80:y:1997:i:2:p:325-353)
by Kiviet, Jan F. & Dufour, Jean-Marie
Microeconometric dynamic panel data methods: Model specification and selection issues (RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45)
by Kiviet, Jan F.
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation (RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21)
by Kiviet, Jan F. & Pleus, Milan
Instrument-free inference under confined regressor endogeneity and mild regularity (RePEc:eee:ecosta:v:25:y:2023:i:c:p:1-22)
by Kiviet, Jan F.
On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous (RePEc:eme:aecozz:s0731-905320140000033013)
by Jan F. Kiviet & Jerzy Niemczyk
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models (RePEc:exe:wpaper:9903)
by Kiviet, J.F. & Phillips, G.D.A.
The Bias of the 2SLS Variance Estimator (RePEc:exe:wpaper:9904)
by Kiviet, J.F. & Phillips, G.D.A.
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root (RePEc:exe:wpaper:9909)
by Kiviet, J.F. & Phillips, G.D.A.
Bias Reduction In A Dynamic Regression Model: A Comparison Of Jacknifed And Bias Corrected Least Squares Estimators (RePEc:fth:amsact:ae_11-88)
by Kiviet, J.F. & Phillips, G.D.A.
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models (RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537)
by Jan Kiviet & Milan Pleus & Rutger Poldermans
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (RePEc:mtl:montde:9547)
by Dufour, J.M. & Kiviet, J.F.
Exact Tests Structural Change in First-Order Dynamic Models (RePEc:mtl:montde:9548)
by Dufour, J.M. & Kiviet, J.F.
Exact Tests in Single Equation Autoregressive Distributed Lag Models (RePEc:mtl:montde:9549)
by Dufour, J.M. & Kiviet, J.F.
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (RePEc:mtl:montec:9547)
by Dufour, J.M. & Kiviet, J.F.
Exact Tests Structural Change in First-Order Dynamic Models (RePEc:mtl:montec:9548)
by Dufour, J.M. & Kiviet, J.F.
Exact Tests in Single Equation Autoregressive Distributed Lag Models (RePEc:mtl:montec:9549)
by Dufour, J.M. & Kiviet, J.F.
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models (RePEc:nan:wpaper:1206)
by Jan F. KIVIET & Garry D.A. PHILLIPS
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes (RePEc:nan:wpaper:1207)
by Jan F. KIVIET
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation (RePEc:nan:wpaper:1208)
by Jan F. KIVIET & Milan PLEUS
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous (RePEc:nan:wpaper:1311)
by Jan F. KIVIET & Jerzy NIEMCZYK
Hong Kong: A Bridge Connecting Mainland China and the International Market (RePEc:nan:wpaper:1406)
by Zhenxi CHEN & Jan F. KIVIET & Weihong Huang
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity (RePEc:nan:wpaper:1413)
by Jan F. KIVIET & Qu FENG
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models (RePEc:nan:wpaper:1415)
by Jan F. Kiviet & Milan Pleus & Rutger Poldermans
On the integration of China's main stock exchange with the international financial market (RePEc:nan:wpaper:1505)
by Zhenxi Chen & Jan F. Kiviet & Weihong Huang
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (RePEc:nan:wpaper:1508)
by Jan F. Kiviet
A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices (RePEc:nan:wpaper:1606)
by Jan F. Kiviet & Zhenxi Chen
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? (RePEc:nan:wpaper:1607)
by Jan F. Kiviet
Monte Carlo Simulation for Econometricians (RePEc:now:fnteco:0800000011)
by Kiviet, Jan F.
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships (RePEc:oup:restud:v:53:y:1986:i:2:p:241-261.)
by Jan F. Kiviet
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues (RePEc:pra:mprapa:93147)
by Kiviet, Jan
Instrument-free inference under confined regressor endogeneity; derivations and applications (RePEc:pra:mprapa:96839)
by Kiviet, Jan
Causes of haze and its health effects in Singapore; a replication study (RePEc:pra:mprapa:96950)
by Kiviet, Jan
Instrument-free inference under confined regressor endogeneity; derivations and applications (RePEc:sza:wpaper:wpapers344)
by Jan F. Kiviet
Causes of haze and its health effects in Singapore: a replication study (RePEc:sza:wpaper:wpapers345)
by Jan F. Kiviet
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models (RePEc:tin:wpaper:20010006)
by Maurice J.G. Bun & Jan F. Kiviet
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root (RePEc:tin:wpaper:20010118)
by Jan F. Kiviet & Garry D.A. Phillips
How to implement the Bootstrap in Static or Stable Dynamic Regression Models (RePEc:tin:wpaper:20010119)
by Noud P.A. van Giersbergen & Jan F. Kiviet
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias (RePEc:tin:wpaper:20020099)
by Maurice J.G. Bun & Jan F. Kiviet
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models (RePEc:tin:wpaper:20020101)
by Maurice J.G. Bun & Jan F. Kiviet
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks (RePEc:tin:wpaper:20040056)
by Agnes S. Joseph & Jan F. Kiviet
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models (RePEc:tin:wpaper:20050112)
by Jan F. Kiviet
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations (RePEc:tin:wpaper:20060078)
by Jan F. Kiviet & Jerzy Niemczyk
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes (RePEc:tin:wpaper:20120128)
by Jan F. Kiviet
Bias of SDE 2 in the Linear Regression Model with Correlated Errors (RePEc:tpr:restat:v:74:y:1992:i:2:p:362-65)
by Kiviet, Jan F & Kramer, Walter
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors (RePEc:tsj:stataj:v:21:y:2021:i:3:p:772-813)
by Sebastian Kripfganz & Jan F. Kiviet
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes (RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59)
by Jan F. Kiviet
Econometric Analysis Of Panel Data: Editorial Introduction (RePEc:wsi:serxxx:v:54:y:2009:i:03:n:s0217590809003355)
by Jan F. Kiviet
Causes Of Haze And Its Health Effects In Singapore: A Replication Study (RePEc:wsi:serxxx:v:65:y:2020:i:06:n:s0217590820500460)
by Jan F. Kiviet

The profile is maintained by Jan Frederik Kiviet

Permanent link: http://authors.repec.org/pro/pki2/