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Jan F. Kiviet

Personal Details

First Name:Jan
Middle Name:F.
Last Name:Kiviet
Suffix:
RePEc Short-ID:pki2
https://sites.google.com/site/homepagejfk/
Amsterdam School of Economics University of Amsterdam P.O. Box 15867 1001 NJ Amsterdam The Netherlands
+31 20 525 4252
Terminal Degree:1987 Afdeling Kwantitatieve Economie; Faculteit Economie en Bedrijfskunde; Universiteit van Amsterdam (from RePEc Genealogy)

Affiliation

Amsterdam School of Economics
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam

Amsterdam, Netherlands
http://feb.uva.nl/asehome/

:


RePEc:edi:asuvanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Kiviet, Jan, 2019. "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper 96950, University Library of Munich, Germany.
  2. Kiviet, Jan, 2019. "Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues," MPRA Paper 93147, University Library of Munich, Germany.
  3. Kiviet, Jan, 2019. "Instrument-free inference under confined regressor endogeneity; derivations and applications," MPRA Paper 96839, University Library of Munich, Germany.
  4. Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  5. Jan F. Kiviet, 2016. "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers 16-03, Universiteit van Amsterdam, Dept. of Econometrics.
  6. Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015. "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series 1505, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  7. Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
  8. Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo Group Munich.
  9. Jan F. Kiviet, 2015. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," UvA-Econometrics Working Papers 15-05, Universiteit van Amsterdam, Dept. of Econometrics.
  10. Jan F. Kiviet & Qu Feng, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," UvA-Econometrics Working Papers 14-06, Universiteit van Amsterdam, Dept. of Econometrics.
  11. Zhenxi CHEN & Jan F. KIVIET & Weihong Huang, 2014. "Hong Kong: A Bridge Connecting Mainland China and the International Market," Economic Growth Centre Working Paper Series 1406, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  12. Jan F. KIVIET & Jerzy NIEMCZYK, 2013. "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth Centre Working Paper Series 1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  13. Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series 1208, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  14. Jan F. KIVIET & Garry D.A. PHILLIPS, 2012. "Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models," Economic Growth Centre Working Paper Series 1206, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  15. Jan F. KIVIET, 2012. "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  16. Jan F. Kiviet & Jerzy Niemczyk, 2006. "The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations," Tinbergen Institute Discussion Papers 06-078/4, Tinbergen Institute.
  17. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
  18. Agnes S. Joseph & Jan F. Kiviet, 2004. "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers 04-056/4, Tinbergen Institute.
  19. Maurice J.G. Bun & Jan F. Kiviet, 2002. "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Tinbergen Institute Discussion Papers 02-101/4, Tinbergen Institute, revised 19 Feb 2004.
  20. Maurice J.G. Bun & Jan F. Kiviet, 2002. "Efficiency profiles of MM estimators in dynamic panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-4, International Conferences on Panel Data.
  21. Maurice J.G. Bun & Jan F. Kiviet, 2002. "On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias," Tinbergen Institute Discussion Papers 02-099/4, Tinbergen Institute, revised 24 Oct 2002.
  22. Noud P.A. van Giersbergen & Jan F. Kiviet, 2001. "How to implement the Bootstrap in Static or Stable Dynamic Regression Models," Tinbergen Institute Discussion Papers 01-119/4, Tinbergen Institute.
  23. Maurice J.G. Bun & Jan F. Kiviet, 2001. "The Accuracy of Inference in Small Samples of Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 01-006/4, Tinbergen Institute.
  24. Jan F. Kiviet & Garry D. A. Phillips, 2000. "Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models," Econometric Society World Congress 2000 Contributed Papers 0631, Econometric Society.
  25. Kiviet, J.F. & Phillips, G.D.A., 1999. "The Bias of the 2SLS Variance Estimator," Discussion Papers 9904, University of Exeter, Department of Economics.
  26. Kiviet, J.F. & Phillips, G.D.A., 1999. "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers 9903, University of Exeter, Department of Economics.
  27. Kiviet, J.F. & Phillips, G.D.A., 1998. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers 9909, University of Exeter, Department of Economics.
  28. Dufour, J.M. & Kiviet, J.F., 1995. "Exact Tests Structural Change in First-Order Dynamic Models," Cahiers de recherche 9548, Universite de Montreal, Departement de sciences economiques.
  29. Dufour, J.M. & Kiviet, J.F., 1995. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Cahiers de recherche 9547, Universite de Montreal, Departement de sciences economiques.
  30. Dufour, J.M. & Kiviet, J.F., 1995. "Exact Tests in Single Equation Autoregressive Distributed Lag Models," Cahiers de recherche 9549, Universite de Montreal, Departement de sciences economiques.
  31. Kiviet, Jan & Kramer, Walter, 1989. "Bias of s2 in Linear Regression Model with correlated errors," University of Amsterdam, Actuarial Science and Econometrics Archive 293144, University of Amsterdam, Faculty of Economics and Business.
  32. Kiviet, J.F. & Phillips, G.D.A., 1988. "Bias Reduction In A Dynamic Regression Model: A Comparison Of Jacknifed And Bias Corrected Least Squares Estimators," Papers ae_11-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
  33. Kiviet, Jan & Phillips, G, 1986. "Bias Correction In Lagged-Dependent Variable Models," University of Amsterdam, Actuarial Science and Econometrics Archive 293119, University of Amsterdam, Faculty of Economics and Business.
  34. Kiviet, Jan, 1985. "The Importance And Performance Of Tests For The Selection Of Instrumental Variables," University of Amsterdam, Actuarial Science and Econometrics Archive 293104, University of Amsterdam, Faculty of Economics and Business.
  35. Kiviet, Jan & Phillips, Garry, 1985. "Testing Strategies For Model Specification," University of Amsterdam, Actuarial Science and Econometrics Archive 293099, University of Amsterdam, Faculty of Economics and Business.
  36. Kiviet, Jan, 1984. "Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples," University of Amsterdam, Actuarial Science and Econometrics Archive 293072, University of Amsterdam, Faculty of Economics and Business.
  37. Kiviet, Jan, 1984. "Bootstrap Inference In Lagged_dependent Variable Models," University of Amsterdam, Actuarial Science and Econometrics Archive 293074, University of Amsterdam, Faculty of Economics and Business.
  38. Kiviet, Jan, 1981. "On the Rigour of some Specification Tests for Modeling Dynamic Relationships," University of Amsterdam, Actuarial Science and Econometrics Archive 293057, University of Amsterdam, Faculty of Economics and Business.
  39. Kiviet, Jan, 1977. "Non-detection of the serial correlation in least squares regression; frequency and consequences," University of Amsterdam, Actuarial Science and Econometrics Archive 293049, University of Amsterdam, Faculty of Economics and Business.
  40. Kiviet, Jan, 1976. "The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme," University of Amsterdam, Actuarial Science and Econometrics Archive 293031, University of Amsterdam, Faculty of Economics and Business.

Articles

  1. Jan F. Kiviet & Zhenxi Chen, 2018. "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 151-196, May.
  2. Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-54, March.
  3. Kiviet, Jan F. & Pleus, Milan, 2017. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, vol. 2(C), pages 1-21.
  4. Kiviet Jan F., 2017. "Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
  5. Kiviet, Jan F., 2016. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, vol. 145(C), pages 192-195.
  6. Kiviet, Jan F. & Phillips, Garry D.A., 2014. "Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 424-448.
  7. Jan F. Kiviet, 2013. "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.
  8. Kiviet, Jan F. & Niemczyk, Jerzy, 2012. "Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3567-3586.
  9. Kiviet, Jan F. & Phillips, Garry D.A., 2012. "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.
  10. Kiviet, Jan F., 2012. "Monte Carlo Simulation for Econometricians," Foundations and Trends(R) in Econometrics, now publishers, vol. 5(1–2), pages 1-181, March.
  11. Jan F. Kiviet, 2009. "Econometric Analysis Of Panel Data: Editorial Introduction," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 313-317.
  12. Kiviet, Jan F. & Niemczyk, Jerzy, 2007. "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3296-3318, April.
  13. Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
  14. Jan F. Kiviet & Garry D. A. Phillips, 2005. "Moment approximation for least-squares estimators in dynamic regression models with a unit root *," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 115-142, July.
  15. Joseph, Agnes S. & Kiviet, Jan F., 2005. "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
  16. Bun, Maurice J. G. & Kiviet, Jan F., 2003. "On the diminishing returns of higher-order terms in asymptotic expansions of bias," Economics Letters, Elsevier, vol. 79(2), pages 145-152, May.
  17. van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002. "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach," Journal of Econometrics, Elsevier, vol. 108(1), pages 133-156, May.
  18. Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1999. "Alternative bias approximations in first-order dynamic reduced form models," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 909-928, June.
  19. Jean-Marie Dufour & Jan F. Kiviet, 1998. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Econometrica, Econometric Society, vol. 66(1), pages 79-104, January.
  20. Jan F. Kiviet & Garry D.A. Phillips, 1998. "Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 44-70.
  21. Kiviet, Jan F. & Dufour, Jean-Marie, 1997. "Exact tests in single equation autoregressive distributed lag models," Journal of Econometrics, Elsevier, vol. 80(2), pages 325-353, October.
  22. Dufour, Jean-Marie & Kiviet, Jan F., 1996. "Exact tests for structural change in first-order dynamic models," Journal of Econometrics, Elsevier, vol. 70(1), pages 39-68, January.
  23. van Giersbergen, Noud P A & Kiviet, Jan F, 1996. "Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 631-656, November.
  24. Kiviet, Jan F. & Phillips, Garry D. A., 1996. "The bias of the ordinary least squares estimator in simultaneous equation models," Economics Letters, Elsevier, vol. 53(2), pages 161-167, November.
  25. I. T. van den Doel & J. F. Kiviet, 1995. "Neglected dynamics in panel data models; consequences and detection in finite samples," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(3), pages 343-361, November.
  26. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July.
  27. Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1995. "The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models," Journal of Econometrics, Elsevier, vol. 69(1), pages 241-266, September.
  28. Kiviet, Jan F. & Dijk, Herman K. van, 1994. "Structure and dynamics in econometrics," Journal of Econometrics, Elsevier, vol. 63(1), pages 1-5, July.
  29. Kiviet, Jan F. & Phillips, Garry D. A., 1994. "Bias assessment and reduction in linear error-correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 215-243, July.
  30. Kiviet, Jan F. & Phillips, Garry D.A., 1993. "Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable," Econometric Theory, Cambridge University Press, vol. 9(1), pages 62-80, January.
  31. Kiviet, Jan F & Phillips, Garry D A, 1992. "Exact Similar Tests for Unit Roots and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 349-367, August.
  32. Kiviet, Jan F & Kramer, Walter, 1992. "Bias of SDE 2 in the Linear Regression Model with Correlated Errors," The Review of Economics and Statistics, MIT Press, vol. 74(2), pages 362-365, May.
  33. Jan F. Kiviet, 1986. "On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships," Review of Economic Studies, Oxford University Press, vol. 53(2), pages 241-261.
  34. Kiviet, Jan F., 1985. "Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples," Journal of Econometrics, Elsevier, vol. 28(3), pages 327-362, June.

Chapters

  1. Jan F. Kiviet & Jerzy Niemczyk, 2014. "On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous," Advances in Econometrics, in: Yoosoon Chang & Thomas B. Fomby & Joon Y. Park (ed.), Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490, Emerald Publishing Ltd.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (17) 2001-02-08 2002-02-14 2002-07-10 2002-12-18 2006-01-24 2006-10-14 2012-12-15 2013-01-07 2013-01-07 2014-01-17 2015-01-03 2015-02-22 2015-12-28 2015-12-28 2017-06-11 2019-04-15 2019-12-02. Author is listed
  2. NEP-SEA: South East Asia (8) 2014-01-17 2014-07-28 2015-01-03 2015-02-22 2016-06-14 2016-06-18 2016-07-02 2019-11-25. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2001-02-08 2002-02-10 2002-07-04 2013-01-07 2019-12-02. Author is listed
  4. NEP-ORE: Operations Research (2) 2019-11-25 2019-12-02
  5. NEP-TRA: Transition Economics (2) 2014-07-28 2016-06-14
  6. NEP-CNA: China (1) 2014-07-28
  7. NEP-ENV: Environmental Economics (1) 2019-11-25
  8. NEP-FMK: Financial Markets (1) 2016-06-14
  9. NEP-HEA: Health Economics (1) 2019-11-25

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