UvA-Econometrics Working Papers

From Universiteit van Amsterdam, Dept. of Econometrics
Dept. of Econometrics, Universiteit van Amsterdam, Valckenierstraat 65, NL - 1018 XE Amsterdam, The Netherlands.
Contact information at EDIRC.
Bibliographic data for series maintained by Noud P.A. van Giersbergen ().

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19-01: A regime-switching model for the federal funds rate target

Andrei Sirchenko

17-01: The cyclicality of R&D investment revisited

Hans van Ophem, Noud Giersbergen, Kees Jan van Garderen and Maurice Bun

16-04: Cartel dating

H. Peter Boswijk, Maurice Bun and Maarten Pieter Schinkel

16-03: Testing the impossible: identifying exclusion restrictions

Jan Kiviet

16-02: Crime, Deterrence and Punishment Revisited

Maurice Bun, Vasilis Sarafidis and Richard Kelaher

16-01: The impact of performance pay on sales and fundraising

Maurice Bun and Leo Huberts

15-05: When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

Jan Kiviet

15-04: Discriminating between (in)valid external instruments and (in)valid exclusion restrictions

Jan Kiviet

15-03: A Simple Estimator for Short Panels with Common Factors

Artūras Juodis and V. Sarafidis

15-02: Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study

Artūras Juodis

15-01: On IV estimation of a dynamic linear probability model with fixed effects

Andrew Adrian Yu Pua

14-10: Inference about the Indirect Effect: a Likelihood Approach

Noud Giersbergen

14-09: Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Jan F. Kiviet, Milan Pleus and Rutger Poldermans

14-08: Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence

Artūras Juodis

14-07: Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors

Artūras Juodis and V. Sarafidis

14-06: Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity

Jan Kiviet and Qu Feng

14-05: Unexplained factors and their effects on second pass R-squared’s

Frank Kleibergen and Zhaoguo Zhan

14-04: On Maximum Likelihood estimation of dynamic panel data models

Maurice Bun, Martin Carree and Artūras Juodis

14-03: Identifying the impact of deterrence on crime - internal versus external instruments

Maurice Bun

14-02: OLS and IV estimation of regression models including endogenous interaction terms

Maurice Bun and Teresa D. Harrison

14-01: Determinants of football transfers

Hans van Ophem and Jeroen Ruijg

13-10: On Distributions of Ratios

Simon Broda and Raymond Kan

13-09: Mortality by occupation in the Netherlands in the 19th century: a re-examination that failed

Jan Cramer

13-08: Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence

Artūras Juodis

13-07: Identification and inference in moments based analysis of linear dynamic panel data models

Maurice Bun and Frank Kleibergen

13-06: First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference

Artūras Juodis

13-05: Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors

Kees Jan van Garderen and H. Peter Boswijk

13-04: Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors

Simon Broda

13-03: Mortality hazard rates and life expectancy

Jan Cramer and Rob Kaas

13-02: Intelligence and safe and healthy behavior in a small sample of students

Jan Cramer and S.M. Hoogendoorn

13-01: Dynamic Panel Data Models

Maurice Bun and V. Sarafidis

11-08: Bootstrapping Subset Test Statistics in IV Regression

Noud Giersbergen