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Results: 100
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  • Kiviet, J. F., Phillips, G. D. A., & Schipp, B. (1995). The bias of OLS, GLS and ZEF estimators in dynamic seemingly unrelated regression models. Journal of Econometrics, 69, 241-266. https://doi.org/10.1016/0304-4076(94)01670-U
  • Kiviet, J. F., & Dufour, J.-M. (1995). Exact tests in single equation autoregressive distributed lag models. (TI discussion paper; No. 7-95-065). Unknown Publisher.
  • Kiviet, J. F., & Phillips, G. D. A. (1995). Almost unbiased estimation in dynamic simultaneous equations through a small disturbance correction. In C. R. McKenzie (Ed.), Proceedings of the Osaka Econometrics conference (pp. 329-356). Osaka University.
  • Kiviet, J. F., & van den Doel, I. T. (1994). Asymptotic consequences of neglected dynamics in individual effect models. Statistica Neerlandica, 48, 71-85.
  • Kiviet, J. F., & van Dijk, H. K. (1994). Structure and dynamics in econometrics: Editors' introduction. Journal of Econometrics, 63(1), 1-5. https://doi.org/10.1016/0304-4076(93)01558-4
  • Kiviet, J. F., & Phillips, G. D. A. (1994). Bias assessment and reduction in linear error-correction models. Journal of Econometrics, 63, 215-243. https://doi.org/10.1016/0304-4076(93)01566-5
  • Kiviet, J. F., & Phillips, G. D. A. (1993). Alternative bias approximations in regressions with a lagged dependent variable. Econometric Theory, 9, 62-80. https://doi.org/10.1017/S0266466600007337
  • Kiviet, J. F., & Phillips, G. D. A. (1993). Exact similar tests for the root of a first-order autoregressive regression model. Acta universitatis lodziensis folia oeconomica, 132, 65-97.
  • Boswijk, H. P. (1992). Cointegration, identification and exogeneity: inference in structural error correction models. [Thesis, fully internal, Universiteit van Amsterdam]. Thesis Publishers.
  • Kiviet, J. F., & Phillips, G. D. A. (1992). Exact similar tests for unit roots and cointegration. Oxford Bulletin of Economics and Statistics, 54(3), 349-367. https://doi.org/10.1111/j.1468-0084.1992.tb00006.x
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