Jan F. Kiviet

Available identifiers

zbMath Open kiviet.jan-fMaRDI QIDQ291708

List of research outcomes

Publication	Date of Publication	Type
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes	2022-07-26	Paper
Instrument approval by the Sargan test and its consequences for coefficient estimation	2021-07-22	Paper
Testing the impossible: identifying exclusion restrictions	2021-02-09	Paper
On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous	2020-11-10	Paper
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models	2018-11-23	Paper
When is it really justifiable to ignore explanatory variable endogeneity in a regression model?	2018-09-05	Paper
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions	2018-09-04	Paper
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models	2016-06-10	Paper
On the diminishing returns of higher-order terms in asymptotic expansions of bias	2013-01-01	Paper
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models	2012-12-30	Paper
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation	2012-12-30	Paper
Monte Carlo simulation for econometricians	2012-08-10	Paper
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations	2009-05-29	Paper
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks	2008-11-26	Paper
Moment approximation for least‐squares estimators in dynamic regression models with a unit root	2005-11-08	Paper
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models	2003-08-07	Paper
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach	2003-04-02	Paper
The bias of the 2SLS variance estimator	2002-07-24	Paper
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models	2002-05-28	Paper
Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors.	2001-07-24	Paper
Alternative bias approximations in first-order dynamic reduced form models	1999-06-20	Paper
The bias of the ordinary least squares estimator in simultaneous equation models	1998-07-23	Paper
Exact tests in single equation autoregressive distributed lag models	1997-10-28	Paper
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models	1996-11-12	Paper
Neglected dynamics in panel data models; consequences and detection in finite samples*	1996-07-04	Paper
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models	1996-02-13	Paper
Exact tests for structural change in first-order dynamic models	1996-02-12	Paper
Asymptotic consequences of neglected dynamics in individual effects models*	1995-11-28	Paper
Bias assessment and reduction in linear error-correction models	1995-03-01	Paper
Testing strategies for model specification	1986-01-01	Paper
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships	1986-01-01	Paper
Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results	1980-01-01	Paper

Research outcomes over time

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