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Results: 100
Number of items: 100
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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