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Jan Frederik Kiviet

Global rank #2029 97%

Institution: Universiteit van Amsterdam

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/homepagejfk/

First Publication: 1985

Most Recent: 2021

RePEc ID: pki2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.50
Last 10 Years 0.00 2.01 0.00 0.00 5.53
All Time 2.01 13.74 3.69 0.00 41.73

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 24.57

Publications (20)

Year Article Journal Tier Authors
2021 Instrument approval by the Sargan test and its consequences for coefficient estimation Economics Letters C 2
2020 Testing the impossible: Identifying exclusion restrictions Journal of Econometrics A 1
2016 When is it really justifiable to ignore explanatory variable endogeneity in a regression model? Economics Letters C 1
2006 The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models Journal of Econometrics A 2
2003 On the diminishing returns of higher-order terms in asymptotic expansions of bias Economics Letters C 2
2002 How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach Journal of Econometrics A 2
1999 Alternative bias approximations in first-order dynamic reduced form models Journal of Economic Dynamics and Control B 3
1997 Exact tests in single equation autoregressive distributed lag models Journal of Econometrics A 2
1996 Exact tests for structural change in first-order dynamic models Journal of Econometrics A 2
1996 Bootstrapping a Stable AD Model: Weak vs Strong Exogeneity. Oxford Bulletin of Economics and Statistics B 2
1996 The bias of the ordinary least squares estimator in simultaneous equation models Economics Letters C 2
1995 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models Journal of Econometrics A 1
1995 The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models Journal of Econometrics A 3
1994 Structure and dynamics in econometrics Journal of Econometrics A 2
1994 Bias assessment and reduction in linear error-correction models Journal of Econometrics A 2
1993 Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable Econometric Theory B 2
1992 Exact Similar Tests for Unit Roots and Cointegration. Oxford Bulletin of Economics and Statistics B 2
1992 Bias of SDE 2 in the Linear Regression Model with Correlated Errors. Review of Economics and Statistics A 2
1986 On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships Review of Economic Studies S 1
1985 Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples Journal of Econometrics A 1