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Results: 100
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  • Kiviet, J. F., & Dufour, J.-M. (1997). Exact Tests in Single Equation Autoregressive Distributed Lag Models. Journal of Econometrics, 80, 325-353. https://doi.org/10.1016/S0304-4076(97)00048-1
  • Kiviet, J. F., & Philips, G. D. A. (1997). Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models. Discussion paper - Tinbergen Institute, 97-085/4.
  • Kiviet, J. F., & Philips, G. D. A. (1996). The bias of the ordinary least squares estimator in simultaneous equation models. Economics Letters, 53, 61-67. https://doi.org/10.1016/S0165-1765(96)00895-6
  • van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. Oxford Bulletin of Economics and Statistics, 58, 631-656.
  • Dufour, J.-M., & Kiviet, J. F. (1996). Exact tests for structural change in first-order dynamic models. Journal of Econometrics, 70, 39-68. https://doi.org/10.1016/0304-4076(94)01683-6
  • van Giersbergen, N. P. A., & Kiviet, J. F. (1996). Bootstrapping a stable AD model; weak versus strong exogeneity. (TI discussion paper; No. 96-4/7). Tinbergen Institute.
  • Kiviet, J. F., & Phillips, G. D. A. (1996). The bias of the ordinary least squares estimator in simultaneous equation models. (TI discussion paper; No. 96-152/7). Tinbergen Institute.
  • Open Access
    Kiviet, J. F., & Phillips, G. D. A. (1996). Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. (TI discussion paper; No. 96-167/7). Tinbergen Institute.
  • van den Doel, I. T., & Kiviet, J. F. (1995). Neglected dynamics in dynamic panel data models; consequences and detection in finite samples. Statistica Neerlandica, 49(3), 343-361. https://doi.org/10.1111/j.1467-9574.1995.tb01474.x
  • Kiviet, J. F. (1995). On bias, inconsistency and efficiency of various estimators in dynamic panel data models. Journal of Econometrics, 68, 53-78. https://doi.org/10.1016/0304-4076(94)01643-E
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