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Exact tests in single equation autoregressive distributed lag models
Kiviet, Jan F.; Dufour, Jean-Marie - In: Journal of Econometrics 80 (1997) 2, pp. 325-353
Persistent link: https://www.econbiz.de/10005285850
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Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Journal of Econometrics 70 (1996) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10005192641
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On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Kiviet, Jan F. - In: Journal of Econometrics 68 (1995) 1, pp. 53-78
Persistent link: https://www.econbiz.de/10005239090
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Bias assessment and reduction in linear error-correction models
Kiviet, Jan F.; Phillips, Garry D. A. - In: Journal of Econometrics 63 (1994) 1, pp. 215-243
Persistent link: https://www.econbiz.de/10005285641
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How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
Giersbergen, Noud P. A. van; Kiviet, Jan F. - In: Journal of Econometrics 108 (2002) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10005052802
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Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples
Kiviet, Jan F. - In: Journal of Econometrics 28 (1985) 3, pp. 327-362
Persistent link: https://www.econbiz.de/10005192432
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J.G.; Kiviet, Jan F. - In: Journal of Econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10005192731
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The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Kiviet, Jan F.; Phillips, Garry D. A.; Schipp, Bernhard - In: Journal of Econometrics 69 (1995) 1, pp. 241-266
Persistent link: https://www.econbiz.de/10005228811
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Structure and dynamics in econometrics
Kiviet, Jan F.; Dijk, Herman K. van - In: Journal of Econometrics 63 (1994) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10005228834
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Finite-sample simulation-based inference in VAR models with application to Granger causality testing
Dufour, Jean-Marie; Jouini, Tarek - In: Journal of Econometrics 135 (2006) 1-2, pp. 229-254
Persistent link: https://www.econbiz.de/10005238977