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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

Exact tests in single equation autoregressive distributed lag models

Kiviet, J. F. - 1995

Persistent link: https://www.econbiz.de/10000909000

Kiviet, J. F. - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 349-367

Persistent link: https://www.econbiz.de/10001330270

Bootstrapping a stable AD model : weak vs. strong exogeneity

Giersbergen, Noud P. A. van - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 631-656

Persistent link: https://www.econbiz.de/10001334931

Moment approximation for least squares estimators in dynamic regression models with a unit root

Kiviet, J. F.; Phillips, Garry D. A. - 1999

Persistent link: https://www.econbiz.de/10001398338

On the diminishing returns of higher-order terms in asymptotic expansions of bias

Bun, Maurice J. G.; Kiviet, J. F. - In: Economics letters 79 (2003) 2, pp. 145-152

Persistent link: https://www.econbiz.de/10001750928

On the diminishing returns of higher-order terms in asymptotic expansions of bias

Bun, Maurice J. G.; Kiviet, J. F. - 2002

Persistent link: https://www.econbiz.de/10001732774

On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous

Kiviet, J. F.; Niemczyk, Jerzy - In: Essays in honor of Peter C. B. Phillips, (pp. 425-490). 2014

Persistent link: https://www.econbiz.de/10010442850

Instrument approval by the Sargan test and its consequences for coefficient estimation

Kiviet, J. F.; Kripfganz, Sebastian - In: Economics letters 205 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013202152

Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - In: Econometrics : open access journal 5 (2017) 1, pp. 1-54

Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for linear dynamic panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between many different possible implementations of these...

Persistent link: https://www.econbiz.de/10011654182