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Results: 100
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  • Kiviet, J. F. (1999). Expectations of expansions for estimators in a dynamic panel data model; some results for weakly exogenous regressors. In K. Lahiri, C. Hsiao, L. F. Lee, & M. H. Pesaran (Eds.), Analysis of Panels and Limited Dependent Variable Models (pp. 199-225). Cambridge University Press.
  • Kiviet, J. F., Phillips, G. D. A., & Schipp, B. (1999). Alternative bias approximations in first order dynamic reduced form models. Journal of Economic Dynamics & Control, (23), 909-928.
  • Open Access
    van der Sluis, P. J. (1999). Estimation and Inference with the Efficient Method of Moments: With Applications to Stochastic Volatility Models and Option Pricing. [Thesis, fully internal, UvA-FEE]. Thela Thesis. TI Research Series nr. 204.
  • Kiviet, J. F., & Dufour, J. M. (1998). Exact inference in first-order autoregressive distributed lag models. Econometrica, 66, 79-104. https://doi.org/10.2307/2998541
  • Phillips, D. G. A., & Kiviet, J. F. (1998). Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models. The Econometrics Journal, 1, 44-70.
  • Dufour, J.-M., & Kiviet, J. F. (1998). Exact Inference in First-Order Autoregressive Distributed Lag Models. Econometrica, (66), 79-104.
  • Kiviet, J. F., & Phillips, G. D. A. (1998). Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models. The Econometrics Journal, 1, 44-70.
  • Kiviet, J. F. (1998). Expectations of expansions for estimators in a dynamic panel data model; some results for weakly-exogeneous regressors. Discussion paper - Tinbergen Institute, TI98-027/4.
  • van Giersbergen, N. P. A. (1998). Bootstrapping Dynamic Econometrics Models. [Thesis, fully internal, Universiteit van Amsterdam]. Thesis Publishers.
  • van Giersbergen, N. P. A., & Kiviet, J. F. (1997). bootstrapping a stable AD model: weak versus strong exogeneity. In A. Banerjee, & D. F. Hendry (Eds.), The econometrics of economic policy (pp. 61-86). Blackwell.
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