Search results
Results: 100
Number of items: 100
-
Kiviet, J. F. (2017). Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. Journal of Econometric Methods, 6(1), Article 20160005. https://doi.org/10.1515/jem-2016-0005 -
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
-
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
-
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
-
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
-
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
-
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
-
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
-
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
Page 2 of 10