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The bias of the 2SLS variance estimator
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168173
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10000909000
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The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, J. F.; Phillips, Garry D. A. - 1996
Persistent link: https://www.econbiz.de/10000945461
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.; Phillips, Garry D. A.; Schipp, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000978872
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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1997
Persistent link: https://www.econbiz.de/10000968741
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Testing linear econometric models
Kiviet, J. F. - 1987
Persistent link: https://www.econbiz.de/10000746660
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 1999
Persistent link: https://www.econbiz.de/10001398338
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Exact similar tests for unit roots and cointegration
Kiviet, J. F. - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 349-367
Persistent link: https://www.econbiz.de/10001330270
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Bootstrapping a stable AD model : weak vs. strong exogeneity
Giersbergen, Noud P. A. van - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 631-656
Persistent link: https://www.econbiz.de/10001334931
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Structure and dynamics in econometrics
Kiviet, J. F. (contributor); Dijk, Herman K. van (contributor) - In: Journal of econometrics 63 (1994) 1
Persistent link: https://www.econbiz.de/10001164650