On bias, inconsistency, and efficiency of various estimators in dynamic panel data models JF Kiviet Journal of econometrics 68 (1), 53-78, 1995 | 2516 | 1995 |
On the diminishing returns of higher-order terms in asymptotic expansions of bias MJG Bun, JF Kiviet economics Letters 79 (2), 145-152, 2003 | 519 | 2003 |
On the rigour of some misspecification tests for modelling dynamic relationships JF Kiviet The Review of Economic Studies 53 (2), 241-261, 1986 | 310 | 1986 |
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models MJG Bun, JF Kiviet Journal of econometrics 132 (2), 409-444, 2006 | 270 | 2006 |
Expectations of expansions for estimators in a dynamic panel data model; some results for weakly-exogeneous regressors. JF Kiviet Discussion paper-Tinbergen Institute, 1998 | 230 | 1998 |
Exact inference methods for first-order autoregressive distributed lag models JM Dufour, JF Kiviet Econometrica, 79-104, 1998 | 134 | 1998 |
The accuracy of inference in small samples of dynamic panel data models MJG Bun, JF Kiviet Tinbergen Institute discussion paper, 2001 | 110 | 2001 |
Testing the impossible: Identifying exclusion restrictions JF Kiviet Journal of Econometrics 218 (2), 294-316, 2020 | 102 | 2020 |
Alternative bias approximations in regressions with a lagged-dependent variable JF Kiviet, GDA Phillips Econometric theory 9 (1), 62-80, 1993 | 95 | 1993 |
Exact tests for structural change in first-order dynamic models JM Dufour, JF Kiviet Journal of Econometrics 70 (1), 39-68, 1996 | 87 | 1996 |
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models JF Kiviet, M Pleus, RW Poldermans Econometrics 5 (1), 14, 2017 | 86 | 2017 |
Exact similar tests for unit roots and cointegration JF Kiviet, GDA Phillips Oxford Bulletin of Economics and Statistics 54 (3), 349-367, 1992 | 74 | 1992 |
Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples JF Kiviet Journal of Econometrics 28 (3), 327-362, 1985 | 67 | 1985 |
Microeconometric dynamic panel data methods: Model specification and selection issues JF Kiviet Econometrics and Statistics 13, 16-45, 2020 | 66 | 2020 |
Exact tests in single equation autoregressive distributed lag models JF Kiviet, JM Dufour Journal of Econometrics 80 (2), 325-353, 1997 | 64 | 1997 |
Judging contending estimators by simulation: tournaments in dynamic panel data models JF Kiviet Tinbergen Institute Discussion Paper, 2005 | 49 | 2005 |
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes JF Kiviet The Econometrics Journal 16 (1), S24-S59, 2013 | 47 | 2013 |
Bias assessment and reduction in linear error-correction models JF Kiviet, GDA Phillips Journal of Econometrics 63 (1), 215-243, 1994 | 47 | 1994 |
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors S Kripfganz, JF Kiviet The Stata Journal 21 (3), 772-813, 2021 | 46 | 2021 |
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations JF Kiviet, J Niemczyk Computational statistics & data analysis 51 (7), 3296-3318, 2007 | 42* | 2007 |