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UvA-DARE

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Poldermans, R. W. (2017). Accuracy of method of moments based inference. [Thesis, fully internal, Universiteit van Amsterdam].
Kiviet, J. F. (2017). Testing the impossible: identifying exclusion restrictions. (UvA Econometrics Discussion Paper; No. 2016/03). Amsterdam School of Economics, University of Amsterdam. https://econpapers.repec.org/paper/amewpaper/1603.htm
Kiviet, J. F., Pleus, M., & Poldermans, R. W. (2017). Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. Econometrics, 5(1), Article 14. https://doi.org/10.3390/econometrics5010014
Kiviet, J. F. (2016). When is it really justifiable to ignore explanatory variable endogeneity in a regression model? Economics Letters, 145, 192-195. https://doi.org/10.1016/j.econlet.2016.06.021
Kiviet, J. F. (2016). Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (UvA-Econometrics Discussion Paper; No. 2015/04). Amsterdam School of Economics, University of Amsterdam. http://ase.uva.nl/research/research-programmes/content/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html#anker-discussion-papers-2016
Kiviet, J. F. (2015). When is it really justifiable to ignore explanatory variable endogeneity in a regression model? (UvA-Econometrics Discussion Paper; No. 2015/05). Amsterdam School of Economics, University of Amsterdam. http://ase.uva.nl/research/research-programmes/content/uva-econometrics/discussion-papers/discussion-papers-uva-econometrics.html#anker-discussion-papers-2016
Pleus, M. (2015). Implementations of tests on the exogeneity of selected variables and their performance in practice. [Thesis, fully internal, Universiteit van Amsterdam]. Tinbergen Institute.
Kiviet, J. F., & Phillips, G. D. A. (2014). Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models. Computational Statistics and Data Analysis, 76, 424-448. https://doi.org/10.1016/j.csda.2013.09.021
Chen, Z., Kiviet, J. F., & Huang, W. (2014). Hong Kong: a bridge connecting mainland China and the international market. (EGC Report; No. 2014/06). Nanyang Technological University. http://www3.ntu.edu.sg/hss2/egc/wp/2014/2014-06.pdf
Kiviet, J. F., & Niemczyk, J. (2014). On the limiting and empirical distribution of IV estimators when some of the instruments are actually endogenous. In Y. Chang, T. B. Fomby, & J. Y. Park (Eds.), Essays in honor of Peter C.B. Phillips (pp. 425-490). (Advances in Econometrics; No. 33). Emerald. https://doi.org/10.1108/S0731-905320140000033013

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