Similar Search Results - EconBiz

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

Joseph, Agnes S.; Kiviet, J. F. - 2004

Persistent link: https://www.econbiz.de/10002081905

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

Joseph, Agnes S.; Kiviet, J. F. - 2006

We examine the asymptotic efficiency of OLS and IV estimators in a simple dynamic structural model with a constant and two explanatory variables: the lagged dependent variable and an explanatory variable, which is also autoregressive and may include lagged or instantaneous feedbacks from the...

Persistent link: https://www.econbiz.de/10014029258

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

Joseph, Agnes S.; Kiviet, J. F. - 2004

We examine the asymptotic efficiency of OLS and IV estimators in a simple dynamic structural model with a constant and two explanatory variables: the lagged dependent variable and an explanatory variable, which is also autoregressive and may include lagged or instantaneous feedbacks from the...

Persistent link: https://www.econbiz.de/10011335214

Expectations of expansions for estimators in a dynamic panel data model : some results for weakly exogenous regressors

Kiviet, J. F. - In: Analysis of panels and limited dependent variable …, (pp. 199-225). 1999

Persistent link: https://www.econbiz.de/10001445112

Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors

Kiviet, J. F. - 1998 - Rev

Persistent link: https://www.econbiz.de/10000985343

On the rigour of some misspecification tests for modelling dynamic relationships

Kiviet, J. F. - In: The review of economic studies 53 (1986) 2, pp. 241-261

Persistent link: https://www.econbiz.de/10001037173

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

Kiviet, Jan F. - 1994 - Rev

Persistent link: https://www.econbiz.de/10000151660

Judging contending estimators by simulation : tournaments in dynamic panel data models

Kiviet, J. F. - In: The refinement of econometric estimation and test …, (pp. 282-318). 2007

Persistent link: https://www.econbiz.de/10003461882

Judging contending estimators by simulation : tournaments in dynamic panel data models

Kiviet, J. F. - 2005

Persistent link: https://www.econbiz.de/10003233535

Testing the impossible : identifying exclusion restrictions

Kiviet, J. F. - 2016 - Version of 29 December 2016

Persistent link: https://www.econbiz.de/10011596919

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