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Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F. - 1998 - Rev
Persistent link: https://www.econbiz.de/10000985343
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Bootstrapping a stable AD model : weak vs. strong exogeneity
Giersbergen, Noud P. A. van; Kiviet, J. F. - 1996
Persistent link: https://www.econbiz.de/10000926805
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The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, J. F.; Phillips, Garry D. A. - 1996
Persistent link: https://www.econbiz.de/10000945461
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1996
Persistent link: https://www.econbiz.de/10000948310
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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1997
Persistent link: https://www.econbiz.de/10000968741