default author photo

Jan F. Kiviet

University of Amsterdam - Department of Quantitative Economics

Professor of Econometrics

Valckenierstraat 65-67

Amsterdam, 1018 XE

Netherlands

Tinbergen Institute

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

University of Amsterdam, Dept. of Quantitative Economics

Valckenierstraat 65-67

Amsterdam, 1018 XE

Netherlands

http://www.feb.uva.nl/ke/jfk.htm

  • University of Amsterdam - Department of Quantitative Economics

    • Email
    • Tel: +31(20)5254224
    • Fax: +31(20)5254349

  • Tinbergen Institute

  • University of Amsterdam, Dept. of Quantitative Economics

SCHOLARLY PAPERS

7

DOWNLOADS

685

TOTAL CITATIONS
Rank 36,386

SSRN RANKINGS

Top 36,386

in Total Papers Citations

38

Scholarly Papers (7)

Actions:
Email selected abstracts
1.

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

CESifo Working Paper Series No. 5189
Number of pages: 58 Posted: 05 Feb 2015
Jan F. Kiviet, Milan Pleus and Rutger Poldermans
University of Amsterdam - Department of Quantitative Economics, University of Amsterdam and University of Amsterdam
Downloads 206 (371,583)
Citation 10

Abstract:

Loading...

cross-sectional heteroskedasticity, Sargan-Hansen (incremental) tests, variants of t-tests, weighting matrices, Windmeijer-correction

2.

Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models

Tinbergen Institute Discussion Paper No. 2005-112/4
Number of pages: 32 Posted: 15 Dec 2005
Jan F. Kiviet
University of Amsterdam - Department of Quantitative Economics
Downloads 133 (547,695)
Citation 3

Abstract:

Loading...

finite sample behavior, generalized method of moments, initial conditions, Monte Carlo methodology, orthogonal parametrizations

3.

Efficiency Gains by Modifying GMM Estimation in Linear Models Under Heteroskedasticity

CESifo Working Paper Series No. 5088
Number of pages: 28 Posted: 10 Dec 2014
Jan F. Kiviet and Qu Feng
University of Amsterdam - Department of Quantitative Economics and Nanyang Technological University
Downloads 111 (640,165)
Citation 4

Abstract:

Loading...

efficiency, generalized method of moments, instrument strength, non-spherical disturbances, (un)conditional moment assumptions

4.

The Effects of Dynamic Feedbacks on Ls and Mm Estimator Accuracy in Panel Data Models

Tinbergen Institute Discussion Paper No. 02-101/4
Number of pages: 35 Posted: 22 Nov 2002
Maurice J. G. Bun and Jan F. Kiviet
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Department of Quantitative Economics
Downloads 108 (649,907)
Citation 18

Abstract:

Loading...

asymptotic expansions, bias approximation, dynamic panel data model, feedback mechanisms, Monte Carlo simulation

5.

Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks

Tinbergen Institute Discussion Paper No. TI 2004-056/4
Number of pages: 28 Posted: 01 Jun 2004
Agnes S. Joseph and Jan F. Kiviet
Tinbergen Institute and University of Amsterdam - Department of Quantitative Economics
Downloads 83 (783,685)

Abstract:

Loading...

Asymptotic efficiency comparisons, computational visualization, dynamic simultaneous models, instrument weakness

6.

Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes

Tinbergen Institute Discussion Paper No. 12-128/III
Number of pages: 38 Posted: 30 Nov 2012
Jan F. Kiviet
University of Amsterdam - Department of Quantitative Economics
Downloads 44 (1,133,231)
Citation 3

Abstract:

Loading...

partial identification, weak instruments, (un)restrained repeated sampling, (un)conditional (limiting) distributions, credible robust inference

7.

Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models

Downloads 0 (1,596,965)

Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models

Posted: 09 Apr 1999
Jan F. Kiviet, Garry D. A. Phillips and Garry D. A. Phillips
University of Amsterdam - Department of Quantitative Economics and University of Exeter Business School - Department of EconomicsCardiff Business School - Department of Economics

Abstract:

Loading...

Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models

A1.311 WP 97-085
Posted: 25 Feb 1998
Jan F. Kiviet, Garry D. A. Phillips and Garry D. A. Phillips
University of Amsterdam - Department of Quantitative Economics and University of Exeter Business School - Department of EconomicsCardiff Business School - Department of Economics

Abstract:

Loading...