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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 Downloads
Andrei Sirchenko
17-01: The cyclicality of R&D investment revisited Downloads
Hans van Ophem, Noud Giersbergen, Kees Jan van Garderen and Maurice Bun
16-04: Cartel dating Downloads
H. Peter Boswijk, Maurice Bun and Maarten Pieter Schinkel
16-03: Testing the impossible: identifying exclusion restrictions Downloads
Jan Kiviet
16-02: Crime, Deterrence and Punishment Revisited Downloads
Maurice Bun, Vasilis Sarafidis and Richard Kelaher
16-01: The impact of performance pay on sales and fundraising Downloads
Maurice Bun and Leo Huberts
15-05: When is it really justifiable to ignore explanatory variable endogeneity in a regression model? Downloads
Jan Kiviet
15-04: Discriminating between (in)valid external instruments and (in)valid exclusion restrictions Downloads
Jan Kiviet
15-03: A Simple Estimator for Short Panels with Common Factors Downloads
Artūras Juodis and Vasilis Sarafidis
15-02: Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study Downloads
Artūras Juodis
15-01: On IV estimation of a dynamic linear probability model with fixed effects Downloads
Andrew Adrian Yu Pua
14-10: Inference about the Indirect Effect: a Likelihood Approach Downloads
Noud Giersbergen
14-09: Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models Downloads
Jan F. Kiviet, Milan Pleus and Rutger Poldermans
14-08: Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence Downloads
Artūras Juodis
14-07: Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors Downloads
Artūras Juodis and Vasilis Sarafidis
14-06: Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity Downloads
Jan Kiviet and Qu Feng
14-05: Unexplained factors and their effects on second pass R-squared’s Downloads
Frank Kleibergen and Zhaoguo Zhan
14-04: On Maximum Likelihood estimation of dynamic panel data models Downloads
Maurice Bun, Martin Carree and Artūras Juodis
14-03: Identifying the impact of deterrence on crime - internal versus external instruments Downloads
Maurice Bun
14-02: OLS and IV estimation of regression models including endogenous interaction terms Downloads
Maurice Bun and Teresa Harrison
14-01: Determinants of football transfers Downloads
Hans van Ophem and Jeroen Ruijg
13-10: On Distributions of Ratios Downloads
Simon Broda and Raymond Kan
13-09: Mortality by occupation in the Netherlands in the 19th century: a re-examination that failed Downloads
Jan Cramer
13-08: Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence Downloads
Artūras Juodis
13-07: Identification and inference in moments based analysis of linear dynamic panel data models Downloads
Maurice Bun and Frank Kleibergen
13-06: First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference Downloads
Artūras Juodis
13-05: Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors Downloads
Kees Jan van Garderen and H. Peter Boswijk
13-04: Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors Downloads
Simon Broda
13-03: Mortality hazard rates and life expectancy Downloads
Jan Cramer and Rob Kaas
13-02: Intelligence and safe and healthy behavior in a small sample of students Downloads
Jan Cramer and S.M. Hoogendoorn
13-01: Dynamic Panel Data Models Downloads
Maurice Bun and Vasilis Sarafidis
11-08: Bootstrapping Subset Test Statistics in IV Regression Downloads
Noud Giersbergen
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