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1

Microeconometric dynamic panel data methods: Model specification and selection issues

Journal:

Econometrics and Statistics

Year:

2019

File:

PDF, 1.11 MB

2019

2

Monte Carlo Simulation for Econometricians

Journal:

Foundations and Trends® in Econometrics

Year:

2011

Language:

english

File:

PDF, 1.14 MB

english, 2011

3

On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.44 MB

english, 1995

4

Exact tests for structural change in first-order dynamic models

Jean-Marie Dufour, Jan F. Kiviet

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 1.66 MB

english, 1996

5

Exact tests in single equation autoregressive distributed lag models

Jan F. Kiviet, Jean-Marie Dufour

Journal:

Journal of Econometrics

Year:

1997

Language:

english

File:

PDF, 2.86 MB

english, 1997

6

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

Dufour, Jean-Marie, Kiviet, Jan F.

Journal:

Year:

1998

Language:

english

File:

PDF, 689 KB

english, 1998

7

Testing strategies for model specification

Jan F. Kiviet, Garry D.A. Phillips

Journal:

Applied Mathematics and Computation

Year:

1986

Language:

english

File:

PDF, 1.93 MB

english, 1986

8

The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models

Jan F. Kiviet, Garry D.A. Phillips, Bernhard Schipp

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.11 MB

english, 1995

9

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

Maurice J.G. Bun, Jan F. Kiviet

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 362 KB

english, 2006

10

The bias of the ordinary least squares estimator in simultaneous equation models

Jan F. Kiviet, Garry D.A. Phillips

Journal:

Economics Letters

Year:

1996

Language:

english

File:

PDF, 385 KB

english, 1996

11

The bias of the 2SLS variance estimator

Jan F. Kiviet, Garry D.A. Phillips

Journal:

Economics Letters

Year:

2000

Language:

english

File:

PDF, 67 KB

english, 2000

12

On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships

Journal:

Review of Economic Studies

Year:

1986

Language:

english

File:

PDF, 2.41 MB

english, 1986

13

When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

Journal:

Economics Letters

Year:

2016

Language:

english

File:

PDF, 363 KB

english, 2016

14

Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions

Journal:

Journal of Econometric Methods

Year:

2017

Language:

english

File:

PDF, 1.19 MB

english, 2017

15

Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples

Journal:

Journal of Econometrics

Year:

1985

Language:

english

File:

PDF, 1.99 MB

english, 1985

16

Structure and dynamics in econometrics

Jan F. Kiviet, Herman K.van Dijk

Journal:

Journal of Econometrics

Year:

1994

Language:

english

File:

PDF, 382 KB

english, 1994

17

Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks

Agnes S. Joseph, Jan F. Kiviet

Journal:

Computational Statistics & Data Analysis

Year:

2005

Language:

english

File:

PDF, 1.34 MB

english, 2005

18

The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations

Jan F. Kiviet, Jerzy Niemczyk

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 614 KB

english, 2007

19

Alternative bias approximations in first-order dynamic reduced form models

Jan F. Kiviet, Garry D.A. Phillips, Bernhard Schipp

Journal:

Journal of Economic Dynamics and Control

Year:

1999

Language:

english

File:

PDF, 154 KB

english, 1999

20

Bias assessment and reduction in linear error-correction models

Jan F. Kiviet, Garry D.A. Phillips

Journal:

Journal of Econometrics

Year:

1994

Language:

english

File:

PDF, 1.53 MB

english, 1994

21

How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

Noud P.A. van Giersbergen, Jan F. Kiviet

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 246 KB

english, 2002

22

Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models

Jan F. Kiviet, Garry D.A. Phillips

Journal:

The Econometrics Journal

Year:

1998

Language:

english

File:

PDF, 312 KB

english, 1998

23

Moment approximation for least-squares estimators in dynamic regression models with a unit root

Jan F. Kiviet, Garry D. A. Phillips

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 219 KB

english, 2005

24

Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models

Jan F. Kiviet, Garry D.A. Phillips

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 348 KB

english, 2012

25

Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation

Jan F. Kiviet, Jerzy Niemczyk

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 2.26 MB

english, 2012

26

EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION

Jan F. Kiviet, Garry D. A. Phillips

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1992

Language:

english

File:

PDF, 920 KB

english, 1992

27

BOOTSTRAPPING A STABLE AD MODEL: WEAK VS STRONG EXOGENEITY

Noud P. A. van Giersbergen, Jan F. Kiviet

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1996

Language:

english

File:

PDF, 246 KB

english, 1996

28

On the diminishing returns of higher-order terms in asymptotic expansions of bias

Maurice J.G. Bun, Jan F. Kiviet

Journal:

Economics Letters

Year:

2003

Language:

english

File:

PDF, 200 KB

english, 2003

29

Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models

Kiviet, Jan F., Phillips, Garry D.A.

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 507 KB

english, 2014

30

Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results

Journal:

Journal of the American Statistical Association

Year:

1980

Language:

english

File:

PDF, 861 KB

english, 1980

31

Bias of s2in the Linear Regression Model With Correlated Errors

Jan F. Kiviet and Walter Krämer

Journal:

Review of Economics and Statistics

Year:

1992

Language:

english

File:

PDF, 175 KB

english, 1992

32

Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results

Journal:

Journal of the American Statistical Association

Year:

1980

Language:

english

File:

PDF, 572 KB

english, 1980

33

ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION

Journal:

The Singapore Economic Review

Year:

2009

Language:

english

File:

PDF, 64 KB

english, 2009

34

Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable

Kiviet, Jan F., Phillips, Garry D.A.

Journal:

Econometric Theory

Year:

1993

Language:

english

File:

PDF, 846 KB

english, 1993

35

Moment approximation for least-squares estimators in dynamic regression models with a unit root

Jan F. Kiviet and Garry D. A. Phillips

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 2.14 MB

english, 2005

36

Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable

Jan F. Kiviet and Garry D. A. Phillips

Journal:

Econometric Theory

Year:

1993

Language:

english

File:

PDF, 1.64 MB

english, 1993

37

Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models

Jan F. Kiviet and Garry D.A. Phillips

Journal:

The Econometrics Journal

Year:

1998

Language:

english

File:

PDF, 1.68 MB

english, 1998

38

Identification and inference in a simultaneous equation under alternative information sets and sampling schemes

Journal:

The Econometrics Journal

Year:

2013

Language:

english

File:

PDF, 1.59 MB

english, 2013

39

The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation

Kiviet, Jan F., Pleus, Milan

Journal:

Econometrics and Statistics

Year:

2017

Language:

english

File:

PDF, 735 KB

english, 2017

40

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

Kiviet, Jan, Pleus, Milan, Poldermans, Rutger

Journal:

Year:

2017

Language:

english

File:

PDF, 1.11 MB

english, 2017

41

The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models

Bun, Maurice J.G., Kiviet, Jan F.

Journal:

SSRN Electronic Journal

Year:

2002

File:

PDF, 354 KB

2002

42

Testing the impossible: Identifying exclusion restrictions

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 1.04 MB

2020

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