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Testing the impossible: Identifying exclusion restrictions

Journal of econometrics, 2020-10, Vol.218 (2), p.294-316

Kiviet, Jan F.

2020

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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

Journal of econometrics, 2006-06, Vol.132 (2), p.409-444

2006

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On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

Journal of econometrics, 1995-07, Vol.68 (1), p.53-78

Kiviet, Jan F.

1995

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Instrument approval by the Sargan test and its consequences for coefficient estimation

Economics letters, 2021-08, Vol.205, p.109935, Article 109935

2021

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When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

Economics letters, 2016-08, Vol.145, p.192-195

Kiviet, Jan F.

2016

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CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY

Singapore economic review, 2020-12, Vol.65 (6), p.1367-1387

KIVIET, JAN F

2020

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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Econometrics, 2017-03, Vol.5 (1), p.1-54

2017

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Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions

Journal of econometric methods, 2017-01, Vol.6 (1)

Kiviet, Jan F.

2017

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Identification and inference in a simultaneous equation under alternative information sets and sampling schemes

The econometrics journal, 2013-02, Vol.16 (1), p.S24-S59

Kiviet, Jan F.

2013

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kinkyreg: Instrument-free inference for linear regression models with endogenous regressors

The Stata journal, 2021-09, Vol.21 (3), p.772-813

2021

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On the diminishing returns of higher-order terms in asymptotic expansions of bias

Economics letters, 2003-05, Vol.79 (2), p.145-152

2003

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Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation

Computational statistics & data analysis, 2012-11, Vol.56 (11), p.3567-3586

2012

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Microeconometric dynamic panel data methods: Model specification and selection issues

Econometrics and statistics, 2020-01, Vol.13, p.16-45

Kiviet, Jan F.

2020

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Instrument-free inference under confined regressor endogeneity and mild regularity

Econometrics and statistics, 2023-01, Vol.25, p.1-22

Kiviet, Jan F.

2023

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Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models

Computational statistics & data analysis, 2014-08, Vol.76, p.424-448

2014

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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models

Computational statistics & data analysis, 2012-11, Vol.56 (11), p.3705-3729

2012

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The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations

Computational statistics & data analysis, 2007-04, Vol.51 (7), p.3296-3318

2007

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ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION

Singapore economic review, 2009-08, Vol.54 (3), p.313-317

KIVIET, JAN F

2009

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On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous

Essays in Honor of Peter C. B. Phillips, 2014, Vol.33, p.425-490

2014

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The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation

Econometrics and statistics, 2017-04, Vol.2, p.1-21

2017

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Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks

Computational statistics & data analysis, 2005-04, Vol.49 (2), p.417-444

2005

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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

Econometrica, 1998-01, Vol.66 (1), p.79-104

1998

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A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets

Annals of economics and finance, 2018-05, Vol.19 (1), p.151-196

2018

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How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

Journal of econometrics, 2002-05, Vol.108 (1), p.133-156

2002

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Exact tests in single equation autoregressive distributed lag models

Journal of econometrics, 1997-10, Vol.80 (2), p.325-353

1997

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Testing the impossible: Identifying exclusion restrictions

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

Instrument approval by the Sargan test and its consequences for coefficient estimation

When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

CAUSES OF HAZE AND ITS HEALTH EFFECTS IN SINGAPORE: A REPLICATION STUDY

Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions

Identification and inference in a simultaneous equation under alternative information sets and sampling schemes

kinkyreg: Instrument-free inference for linear regression models with endogenous regressors

On the diminishing returns of higher-order terms in asymptotic expansions of bias

Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation

Microeconometric dynamic panel data methods: Model specification and selection issues

Instrument-free inference under confined regressor endogeneity and mild regularity

Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models

Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models

The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations

ECONOMETRIC ANALYSIS OF PANEL DATA: EDITORIAL INTRODUCTION

On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous

The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation

Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets

How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

Exact tests in single equation autoregressive distributed lag models

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