Prof. dr. J.F. (Jan) Kiviet
Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics
Bezoekadres
- Roetersstraat 11
- Kamernummer: E4.32
Postadres
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Postbus 15867
1001 NJ Amsterdam
Contactgegevens
Social media
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Publicaties
- refereed (38)
- wetenschappelijk (38)
- vakpublicatie (2)
- populair wetenschappelijk (4)
- erkenning (2)
- supervised theses (3)
- proefschrift (1)
- working papers / preprints (18)
2023
Kiviet, J. F. (2023). Instrument-free inference under confined regressor endogeneity and mild regularity. Econometrics and Statistics, 25, 1-22. Advance online publication. https://doi.org/10.1016/j.ecosta.2021.12.008 [details]
2022
- Kiviet, J. F. (2022). Family Roots and Life Story of a Man of Enterprise (1910-1996). In E. Quah, L. N. Iuldashov, & Z. Lee (Eds.), Albert Winsemius and Singapore: Here It is Going to Happen (pp. 3-103). World Scientific. https://doi.org/10.1142/9789811229664_0001 [details]
2021
- Kiviet, J. F., & Kripfganz, S. (2021). Instrument approval by the Sargan test and its consequences for coefficient estimation. Economics Letters, 205, Article 109935. https://doi.org/10.1016/J.ECONLET.2021.109935 [details]
- Kripfganz, S., & Kiviet, J. F. (2021). kinkreg: Instrument-free inference for linear regression models with endogenous regressors. The STATA Journal, 21(3), 772-813. https://doi.org/10.1177/1536867X211045575
2020
- Kiviet, J. F. (2020). Causes of haze and its health effects in Singapore: a replication study. Singapore Economic Review, 65(6), 1367-1387. Advance online publication. https://doi.org/10.1142/S0217590820500460 [details]
- Kiviet, J. F. (2020). Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues. Econometrics and Statistics, 13, 16-45. Advance online publication. https://doi.org/10.1016/j.ecosta.2019.08.003 [details]
- Kiviet, J. F. (2020). Testing the impossible: Identifying exclusion restrictions. Journal of Econometrics, 218(2), 294-316. https://doi.org/10.1016/j.jeconom.2020.04.018 [details]
2018
- Kiviet, J. F., & Chen, Z. (2018). A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices. Annals of Economics and Finance, 19(1), 151-196. http://aeconf.com/Articles/May2018/aef190106.pdf [details]
2017
- Kiviet, J. F. (2017). Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. Journal of Econometric Methods, 6(1), Article 20160005. Advance online publication. https://doi.org/10.1515/jem-2016-0005 [details]
- Kiviet, J. F., & Pleus, M. (2017). The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. Econometrics and Statistics, 2, 1-21. https://doi.org/10.1016/j.ecosta.2017.01.001 [details]
- Kiviet, J. F., Pleus, M., & Poldermans, R. W. (2017). Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. Econometrics, 5(1), Article 14. https://doi.org/10.3390/econometrics5010014 [details]
2016
- Kiviet, J. F. (2016). When is it really justifiable to ignore explanatory variable endogeneity in a regression model? Economics Letters, 145, 192-195. https://doi.org/10.1016/j.econlet.2016.06.021 [details]
2014
- Kiviet, J. F., & Niemczyk, J. (2014). On the limiting and empirical distribution of IV estimators when some of the instruments are actually endogenous. In Y. Chang, T. B. Fomby, & J. Y. Park (Eds.), Essays in honor of Peter C.B. Phillips (pp. 425-490). (Advances in Econometrics; No. 33). Emerald. https://doi.org/10.1108/S0731-905320140000033013 [details]
- Kiviet, J. F., & Phillips, G. D. A. (2014). Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models. Computational Statistics and Data Analysis, 76, 424-448. https://doi.org/10.1016/j.csda.2013.09.021 [details]
2013
- Kiviet, J. F. (2013). Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. Econometrics Journal, 16(1), S24-S59. https://doi.org/10.1111/j.1368-423X.2012.00386.x [details]
2012
- Kiviet, J. F. (2012). Monte Carlo simulation for econometricians. Foundations and Trends in Econometrics, 5(1-2), 1-181. https://doi.org/10.1561/0800000011 [details]
- Kiviet, J. F., & Niemczyk, J. (2012). Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. Computational Statistics and Data Analysis, 56(11), 3567-3586. https://doi.org/10.1016/j.csda.2010.07.028 [details]
- Kiviet, J. F., & Phillips, G. D. A. (2012). Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. Computational Statistics and Data Analysis, 56(11), 3705-3729. https://doi.org/10.1016/j.csda.2010.07.013 [details]
2009
- Kiviet, J. F. (2009). Econometric analysis of panel data: editorial introduction. Singapore Economic Review, 54(3), 313-317. https://doi.org/10.1142/S0217590809003355 [details]
2007
- Kiviet, J. F. (2007). Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models. In G. D. A. Phillips, & E. Tzavalis (Eds.), The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis (pp. 282-318-Ch. 11). Cambridge: Cambridge University Press.
- Kiviet, J. F., & Niemczyk, J. (2007). The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations. Computational Statistics and Data Analysis, 51(7), 3296-3318. https://doi.org/10.1016/j.csda.2006.09.024
2006
- Bun, M. J. G., & Kiviet, J. F. (2006). The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models. Journal of Econometrics, 132(2), 409-444. https://doi.org/10.1016/j.jeconom.2005.02.006 [details]
2005
- Joseph, A. S., & Kiviet, J. F. (2005). Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks. Computational Statistics and Data Analysis, 49(2), 417-444. https://doi.org/10.1016/j.csda.2004.05.031
- Kiviet, J. F., & Phillips, G. D. A. (2005). Moment approximation for least squares estimators in dynamic regression models with a unit root. The Econometrics Journal, 8(2), 115-142. https://doi.org/10.1111/j.1368-423X.2005.00156.x
2003
- Bun, M. J. G., & Kiviet, J. F. (2003). On the diminishing returns of higher-order terms in asymptotic expansions of bias. Economics Letters, 79(2), 145-152. https://doi.org/10.1016/S0165-1765(02)00299-9 [details]
2002
- van Giersbergen, N. P. A., & Kiviet, J. F. (2002). How to implement the bootstrap in static or stable dynamic regression models. Journal of Econometrics, 108, 133-156. https://doi.org/10.1016/S0304-4076(01)00132-4 [details]
2000
- Kiviet, J. F., & Phillips, G. D. A. (2000). The Bias of the 2SLS Variance Estimator. Economics Letters, (66), 7-15. [details]
1999
- Kiviet, J. F. (1999). Expectations of expansions for estimators in a dynamic panel data model; some results for weakly exogenous regressors. In K. Lahiri, C. Hsiao, L. F. Lee, & M. H. Pesaran (Eds.), Analysis of Panels and Limited Dependent Variable Models (pp. 199-225). Cambridge: Cambridge University Press. [details]
- Kiviet, J. F., Phillips, G. D. A., & Schipp, B. (1999). Alternative bias approximations in first order dynamic reduced form models. Journal of Economic Dynamics & Control, (23), 909-928. [details]
1998
- Dufour, J-M., & Kiviet, J. F. (1998). Exact Inference in First-Order Autoregressive Distributed Lag Models. Econometrica, (66), 79-104. [details]
- Kiviet, J. F., & Phillips, G. D. A. (1998). Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models. The Econometrics Journal, 1, 44-70. [details]
1997
- Kiviet, J. F., & Dufour, J-M. (1997). Exact Tests in Single Equation Autoregressive Distributed Lag Models. Journal of Econometrics, 80, 325-353. https://doi.org/10.1016/S0304-4076(97)00048-1 [details]
1996
- Dufour, J-M., & Kiviet, J. F. (1996). Exact tests for structural change in first-order dynamic models. Journal of Econometrics, 70, 39-68. https://doi.org/10.1016/0304-4076(94)01683-6 [details]
- Kiviet, J. F., & Philips, G. D. A. (1996). The bias of the ordinary least squares estimator in simultaneous equation models. Economics Letters, 53, 61-67. https://doi.org/10.1016/S0165-1765(96)00895-6 [details]
- van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. Oxford Bulletin of Economics and Statistics, 58, 631-656. [details]
1995
- Kiviet, J. F. (1995). On bias, inconsistency and efficiency of various estimators in dynamic panel data models. Journal of Econometrics, 68, 53-78. https://doi.org/10.1016/0304-4076(94)01643-E [details]
- Kiviet, J. F., Phillips, G. D. A., & Schipp, B. (1995). The bias of OLS, GLS and ZEF estimators in dynamic seemingly unrelated regression models. Journal of Econometrics, 69, 241-266. https://doi.org/10.1016/0304-4076(94)01670-U [details]
- van den Doel, I. T., & Kiviet, J. F. (1995). Neglected dynamics in dynamic panel data models; consequences and detection in finite samples. Statistica Neerlandica, 49(3), 343-361. https://doi.org/10.1111/j.1467-9574.1995.tb01474.x [details]
2010
- Kiviet, J. F., & Niemczyk, J. (2010). Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (UvA-Econometrics discussion paper; No. 2010/01). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E6DB400464FCCFD3C12576AA003ACF2C/$file/1001.pdf [details]
2009
- Kiviet, J. F., & Niemczyk, J. (2009). The asymptotic and finite sample (un)conditional distributions of OLS and simple IV in simultaneous equations. (UvA-Econometrics Discussion Paper; No. 2009/01). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E805FAF3E5066997C12575CF004B284F/$file/0901.pdf [details]
- Kiviet, J. F., & Phillips, G. D. A. (2009). Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. (UvA-Econometrics Discussion Paper; No. 2009/09). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/C2A8E6B3C6838083C125768700757C85/$file/0909.pdf [details]
2006
- Kiviet, J. F., & Niemczyk, J. (2006). The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations. (Tinbergen Institute Discussion Paper; No. #06-078/4). Amsterdam: Faculteit Economie en Bedrijfskunde.
2004
- Bun, M. J. G., & Kiviet, J. F. (2004). The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models. (UvA econometrics discussion paper; No. 2002/05). Universiteit van Amsterdam. [details]
- Joseph, A. F., & Kiviet, J. F. (2004). Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks. (UvA-econometrics discussion paper; No. 2003-08). Universiteit van Amsterdam. [details]
2003
- Kiviet, J. F., & Phillips, G. D. A. (2003). Improved coefficient and variance estimation in stable first-order dynamic regression models. (UvA-econometrics discussion papers; No. 2002/02). Universiteit van Amsterdam. [details]
- Kiviet, J. F., & Phillips, G. D. A. (2003). Moment approximation for least squares estimators in dynamic regression models with a unit root. (UvA-econometrics discussion paper; No. 2003/03). Universiteit van Amsterdam. [details]
- Kiviet, J. F., & Phillips, G. D. A. (2003). Moment approximation for least squares estimators in dynamic regression models with a unit root. Unknown Publisher. [details]
2002
- Bun, M. J. G., & Kiviet, J. F. (2002). Efficiency profiles of MM estimators in dynamic panel data models. Universiteit van Amsterdam. [details]
- Bun, M. J. G., & Kiviet, J. F. (2002). On the diminishing returns of higher-order terms in asymptotic expansions of bias. (Tinbergen Institute Discussion Paper; No. TI 2002-099/4). Unknown Publisher. [details]
- Bun, M. J. G., & Kiviet, J. F. (2002). On the diminishing returns of higher-order terms in asymptotic expansions of bias. (UvA-econometrics discussion paper; No. 2002/06). Universiteit van Amsterdam. [details]
- Bun, M. J. G., & Kiviet, J. F. (2002). The effects of dynamic feedbacks on LS and MM estimator. (Tinbergen Institute Discussion Paper). Unknown Publisher. [details]
1998
- Kiviet, J. F. (1998). Expectations of expansions for estimators in a dynamic panel data model; some results for weakly-exogeneous regressors. Discussion paper - Tinbergen Institute, TI98-027/4. [details]
- Kiviet, J. F., & Dufour, J. M. (1998). Exact inference in first-order autoregressive distributed lag models. Econometrica, 66, 79-104. https://doi.org/10.2307/2998541 [details]
- Phillips, D. G. A., & Kiviet, J. F. (1998). Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models. The Econometrics Journal, 1, 44-70. [details]
1997
- Kiviet, J. F., & Philips, G. D. A. (1997). Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models. Discussion paper - Tinbergen Institute, 97-085/4. [details]
- van Giersbergen, N. P. A., & Kiviet, J. F. (1997). bootstrapping a stable AD model: weak versus strong exogeneity. In A. Banerjee, & D. F. Hendry (Eds.), The econometrics of economic policy (pp. 61-86). Oxford: Blackwell. [details]
1996
- Kiviet, J. F., & Phillips, G. D. A. (1996). Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. (TI discussion paper; No. 96-167/7). Tinbergen Institute. [details]
- Kiviet, J. F., & Phillips, G. D. A. (1996). The bias of the ordinary least squares estimator in simultaneous equation models. (TI discussion paper; No. 96-152/7). Amsterdam: Tinbergen Institute. [details]
- van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. (TI discussion paper; No. 96-4/7). Amsterdam: Tinbergen Institute. [details]
1995
- Kiviet, J. F., & Dufour, J-M. (1995). Exact tests in single equation autoregressive distributed lag models. (TI discussion paper; No. 7-95-065). Unknown Publisher. [details]
- Kiviet, J. F., & Phillips, G. D. A. (1995). Almost unbiased estimation in dynamic simultaneous equations through a small disturbance correction. In C. R. McKenzie (Ed.), Proceedings of the Osaka Econometrics conference (pp. 329-356). Osaka, Japan: Osaka University. [details]
1994
- Kiviet, J. F., & Phillips, G. D. A. (1994). Bias assessment and reduction in linear error-correction models. Journal of Econometrics, 63, 215-243. https://doi.org/10.1016/0304-4076(93)01566-5 [details]
- Kiviet, J. F., & van Dijk, H. K. (1994). Structure and dynamics in econometrics: Editors' introduction. Journal of Econometrics, 63(1), 1-5. https://doi.org/10.1016/0304-4076(93)01558-4 [details]
- Kiviet, J. F., & van den Doel, I. T. (1994). Asymptotic consequences of neglected dynamics in individual effect models. Statistica Neerlandica, 48, 71-85. [details]
1993
- Kiviet, J. F., & Phillips, G. D. A. (1993). Alternative bias approximations in regressions with a lagged dependent variable. Econometric Theory, 9, 62-80. https://doi.org/10.1017/S0266466600007337 [details]
- Kiviet, J. F., & Phillips, G. D. A. (1993). Exact similar tests for the root of a first-order autoregressive regression model. Acta universitatis lodziensis folia oeconomica, 132, 65-97. [details]
1992
- Kiviet, J. F., & Krämer, W. (1992). Bias in s2 in the linear regression model with correlated errors. Review of Economics and Statistics, 74, 362-365. https://doi.org/10.2307/2109673 [details]
- Kiviet, J. F., & Phillips, G. D. A. (1992). Exact similar tests for unit roots and cointegration. Oxford Bulletin of Economics and Statistics, 54(3), 349-367. https://doi.org/10.1111/j.1468-0084.1992.tb00006.x [details]
1991
- Kiviet, J. F. (1991). Tighter bounds for the effects of ARMA disturbances on tests for regression coefficients. In J. Gruber (Ed.), Econometric decision models: new methods of modelling and applications (pp. 404-418). (Lecture notes in economics and mathematical systems; No. 366). Springer. [details]
- Kiviet, J. F., Krämer, W., & Breitung, J. (1991). The null distribution of the F-test in the linear regression model with autocorrelated disturbances. Statistica, 50(4), 503-509. [details]
- Kiviet, J. F., Krämer, W., & Breitung, J. (1991). True vs. nominal size of the F-test in the linear regression model with autocorrelated errors. In J. Gruber (Ed.), Econometric decision models: new methods of modelling and applications (pp. 419-428). (Lecture notes in economics and mathematical systems; No. 366). Springer. [details]
1987
- Kiviet, J. F., & Phillips, G. D. A. (1987). Testing strategies for model specification. Applied Mathematics and Computation, 20, 237-269. https://doi.org/10.1016/0096-3003(86)90007-X [details]
- Kiviet, J. F., & de Ridder, G. (1987). On the rationale for and scope of regression models in econometrics. In R. D. H. Heijmans, & H. Neudecker (Eds.), The practice of econometrics: studies on demand, forecasting, money and income (pp. 223-246). Dordrecht: Kluwer Academic Publishers. [details]
1986
- Kiviet, J. F. (1986). On the rigour of some messpecification test for modelling dynamic relationships. The Review of Economic Studies, 53, 241-261. https://doi.org/10.2307/2297649 [details]
1985
- Kiviet, J. F. (1985). Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples. Journal of Econometrics, 28, 327-362. https://doi.org/10.1016/0304-4076(85)90004-1 [details]
1980
- Kiviet, J. F. (1980). Effects of ARMA errors on tests for regression coefficients: comments on Vinod's paper; improved and additional results. Journal of the American Statistical Association, 75, 353-358. https://doi.org/10.2307/2287458 [details]
2011
- Kiviet, J. F. (2011). Maulding the method of moments into kinky least squares. Aenorm, 19(72), 13-16. http://www.aenorm.eu/editions/?edt=1&art=37 [details]
2005
- Kiviet, J. F. (2005). Over de Wald van de Wald toets en de Wold van de Wold decompositie stelling. Aenorm, 13(49), 26-28. http://www.aenorm.nl/artikelen/49-kiviet.pdf
2001
- Kiviet, J. F. (2001). Carl Friedrich Gauss, niet Normaal bedeeld. Aenorm, 30(Februari), 41-44. [details]
- Kiviet, J. F. (2001). De brouwer van de Student-verdeling: William Sealey Gosset (1876 - 1937). Aenorm, 32(Juli), 58-60. [details]
- Kiviet, J. F. (2001). De uitvinders van de DW toets: Jim Durbin en Geoff Watson. Aenorm, 31(April), 54-56. [details]
2000
- Kiviet, J. F. (2000). Sir Francis Galton, de uitvinder van de regressie. Aenorm, 8(29), 45-48. [details]
Spreker
- Kiviet, J. (speaker) (11-12-2016). Specification of dynamic panel data models: An empirical application to corporate finance, CFE-2016, Sevilla.
- Kiviet, J. (speaker) (17-6-2016). When is it really justifiable to ignore explanatory variable endogeneity in a regression model?, NESG, Leuven.
2017
2015
1987
- Kiviet, J. F. (1987). Testing linear econometric models. [details]
2019
- Kiviet, J. (2019). Causes of haze and its health effects in Singapore; a replication study. Munich Personal RePEc Archive. https://mpra.ub.uni-muenchen.de/96950/1/MPRA_paper_96950.pdf [details]
2017
- Kiviet, J. F. (2017). Testing the impossible: identifying exclusion restrictions. (UvA Econometrics Discussion Paper; No. 2016/03). Amsterdam School of Economics, University of Amsterdam. https://econpapers.repec.org/paper/amewpaper/1603.htm [details]
2016
- Kiviet, J. F. (2016). Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (UvA-Econometrics Discussion Paper; No. 2015/04). Amsterdam School of Economics, University of Amsterdam. http://ase.uva.nl/research/research-programmes/content/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html#anker-discussion-papers-2016 [details]
2015
- Kiviet, J. F. (2015). When is it really justifiable to ignore explanatory variable endogeneity in a regression model? (UvA-Econometrics Discussion Paper; No. 2015/05). Amsterdam School of Economics, University of Amsterdam. http://ase.uva.nl/research/research-programmes/content/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html#anker-discussion-papers-2016 [details]
2014
- Chen, Z., Kiviet, J. F., & Huang, W. (2014). Hong Kong: a bridge connecting mainland China and the international market. (EGC Report; No. 2014/06). Nanyang Technological University. http://www3.ntu.edu.sg/hss2/egc/wp/2014/2014-06.pdf [details]
- Kiviet, J. F., & Feng, Q. (2014). Efficiency gains by modifying GMM estimation in linear models under heteroskedasticity. (EGC Report; No. 2014/13). Nanyang Technological University. http://www3.ntu.edu.sg/hss2/egc/wp/2014/2014-13.pdf [details]
- Kiviet, J. F., Pleus, M., & Poldermans, R. (2014). Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (UvA-Econometrics Discussion Paper; No. 2014/09). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2014/1409.pdf?1420453293052 [details]
2012
- Kiviet, J. F. (2012). Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (Tinbergen Institute Discussion Papers; No. TI 2012-128/III). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/12128.pdf [details]
2011
- Kiviet, J. F. (2011). Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (UvA - Econometrics discussion paper; No. 2011/02). Universiteit van Amsterdam. http://aseri.uva.nl/research-programmes/content/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html#anker-discussion-papers-2011 [details]
- Kiviet, J. F. (2011). Mauling the method of moments into kinky least squares. (UvA-Econometrics Discussion paper; No. 2011/03). Universiteit van Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/F6B1EBBF51FA6B8FC12578B7002B9927/$file/1103.pdf [details]
- Kiviet, J. F., & Pleus, M. (2011). The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (UvA-Econometrics Discussion Paper; No. 2011/13). Universiteit van Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/357971C6A753DED1C125798B00353EC9/$file/1113.pdf [details]
2007
- Kiviet, J. F. (2007). On the optimal weighting matrix for the GMM system estimator in dynamic panel data models. (UvA - Econometrics Working Paper; No. 2007/08). Amsterdam: Faculteit Economie en Bedrijfskunde.
2006
- Kiviet, J. F., & Niemczyk, J. (2006). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. (UvA-Econometrics Working Paper; No. 2006/02). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/EB445FE1F7880780C12571A90036B746/$file/0602.pdf [details]
2005
- Kiviet, J. F., & Niemczyk, J. (2005). The asymptotic and finite sample distribution of OLS and IV in simultaneous equations. (UvA econometrics discussion paper; No. 2005/01). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/1D1FAA6441D04197C125701F0039945A/$file/0501.pdf [details]
2002
- Bun, M. J. G., & Kiviet, J. F. (2002). Efficiency profiles of MM estimators in dynamic panel data models. Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/435fulltext.pdf [details]
2001
- Bun, M. J. G., & Kiviet, J. F. (2001). The Accuracy of Inference in Small Samples of Dynamic Panel Data Models. (Tinbergen Institute Discussion Paper; No. 2001-006/4). Tinbergen Institute. http://www.tinbergen.nl/ti-publications/discussion-papers.php?paper=116 [details]
- Kiviet, J. F., & Phillips, G. D. A. (2001). Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root. (Tinbergen Institute Discussion Paper; No. TI 2001-118/4). Tinbergen Institute. http://papers.tinbergen.nl/01118.pdf [details]
- van Giersbergen, N. P. A., & Kiviet, J. F. (2001). How to implement the bootstrap in static or stable dynamic regression models. (Tinbergen Institute Discussion Paper; No. TI 2001-119/4). Tinbergen Institute. http://papers.tinbergen.nl/01119.pdf [details]
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Geen nevenwerkzaamheden
Kiviet, J. F. (2023). Instrument-free inference under confined regressor endogeneity and mild regularity. Econometrics and Statistics, 25, 1-22. Advance online publication.