Details about Jan Frederik Kiviet

Access statistics for papers by Jan Frederik Kiviet.

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Short-id: pki2

Working Papers

2006

1. The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
   See also Journal Article in Computational Statistics & Data Analysis (2007)

2005

2. Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations

2004

3. The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
   See also Journal Article in Journal of Econometrics (2006)
4. Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
   See also Journal Article in Computational Statistics & Data Analysis (2005)

2002

5. Efficiency profiles of MM estimators in dynamic panel data models
   10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data
6. On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
   See also Journal Article in Economics Letters (2003)

2001

7. How to Implement the Bootstrap in Static or Stable Dynamic Regression Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute
8. Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Discussion Papers, University of Exeter, School of Business and Economics (1998) View citations
9. The Accuracy of Inference in Small Samples of Dynamic Panel Data Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations

2000

10. Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1999

11. Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models
    Discussion Papers, University of Exeter, School of Business and Economics View citations
12. The Bias of the 2SLS Variance Estimator
    Discussion Papers, University of Exeter, School of Business and Economics

1998

13. Expectations of Expansions for Estimators in a Dynamic Panel Data Model; Some Results for Weakly-Exogenous Regressors
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations

1997

14. Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article in Econometrics Journal (1998)

1995

15. Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations
    See also Journal Article in Econometrica (1998)
16. Exact Tests Structural Change in First-Order Dynamic Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
17. Exact Tests in Single Equation Autoregressive Distributed Lag Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations
    See also Journal Article in Journal of Econometrics (1997)

1988

18. BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS
    Working Papers, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics

Journal Articles

2009

1. ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION
   The Singapore Economic Review (SER), 2009, 54, (03), 313-317

2007

2. The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
   Computational Statistics & Data Analysis, 2007, 51, (7), 3296-3318 View citations
   See also Working Paper (2006)

2006

3. The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
   Journal of Econometrics, 2006, 132, (2), 409-444 View citations
   See also Working Paper (2004)

2005

4. Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast
   Econometrics Journal, 2005, 8, (2), 115-142
5. Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
   Computational Statistics & Data Analysis, 2005, 49, (2), 417-444 View citations
   See also Working Paper (2004)

2003

6. On the diminishing returns of higher-order terms in asymptotic expansions of bias
   Economics Letters, 2003, 79, (2), 145-152 View citations
   See also Working Paper (2002)

2002

7. How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
   Journal of Econometrics, 2002, 108, (1), 133-156

1999

8. Alternative bias approximations in first-order dynamic reduced form models
   Journal of Economic Dynamics and Control, 1999, 23, (7), 909-928 View citations

1998

9. Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
   Econometrics Journal, 1998, 1, (RegularPapers), 44-70 View citations
   See also Working Paper (1997)
10. Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
    Econometrica, 1998, 66, (1), 79-104 View citations
    See also Working Paper (1995)

1997

11. Exact tests in single equation autoregressive distributed lag models
    Journal of Econometrics, 1997, 80, (2), 325-353 View citations
    See also Working Paper (1995)

1996

12. Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 631-56
13. Exact tests for structural change in first-order dynamic models
    Journal of Econometrics, 1996, 70, (1), 39-68 View citations
14. The bias of the ordinary least squares estimator in simultaneous equation models
    Economics Letters, 1996, 53, (2), 161-167

1995

15. On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
    Journal of Econometrics, 1995, 68, (1), 53-78 View citations
16. The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
    Journal of Econometrics, 1995, 69, (1), 241-266 View citations

1994

17. Bias assessment and reduction in linear error-correction models
    Journal of Econometrics, 1994, 63, (1), 215-243 View citations
18. Structure and dynamics in econometrics
    Journal of Econometrics, 1994, 63, (1), 1-5

1993

19. Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable
    Econometric Theory, 1993, 9, (01), 62-80 View citations

1992

20. Bias of SDE 2 in the Linear Regression Model with Correlated Errors
    The Review of Economics and Statistics, 1992, 74, (2), 362-65 View citations
21. Exact Similar Tests for Unit Roots and Cointegration
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 349-67 View citations

1986

22. On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
    Review of Economic Studies, 1986, 53, (2), 241-61 View citations

1985

23. Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples
    Journal of Econometrics, 1985, 28, (3), 327-362 View citations