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Results: 100
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  • Boswijk, H. P. (1992). Cointegration, identification and exogeneity: inference in structural error correction models. [Thesis, fully internal, Universiteit van Amsterdam]. Thesis Publishers.
  • Kiviet, J. F., Krämer, W., & Breitung, J. (1991). The null distribution of the F-test in the linear regression model with autocorrelated disturbances. Statistica, 50(4), 503-509.
  • Kiviet, J. F., Krämer, W., & Breitung, J. (1991). True vs. nominal size of the F-test in the linear regression model with autocorrelated errors. In J. Gruber (Ed.), Econometric decision models: new methods of modelling and applications (pp. 419-428). (Lecture notes in economics and mathematical systems; No. 366). Springer.
  • Kiviet, J. F. (1991). Tighter bounds for the effects of ARMA disturbances on tests for regression coefficients. In J. Gruber (Ed.), Econometric decision models: new methods of modelling and applications (pp. 404-418). (Lecture notes in economics and mathematical systems; No. 366). Springer.
  • Kiviet, J. F., & de Ridder, G. (1987). On the rationale for and scope of regression models in econometrics. In R. D. H. Heijmans, & H. Neudecker (Eds.), The practice of econometrics: studies on demand, forecasting, money and income (pp. 223-246). Kluwer Academic Publishers.
  • Kiviet, J. F., & Phillips, G. D. A. (1987). Testing strategies for model specification. Applied Mathematics and Computation, 20, 237-269. https://doi.org/10.1016/0096-3003(86)90007-X
  • Kiviet, J. F. (1987). Testing linear econometric models. [Thesis, fully internal, Universiteit van Amsterdam].
  • Kiviet, J. F. (1986). On the rigour of some messpecification test for modelling dynamic relationships. The Review of Economic Studies, 53, 241-261. https://doi.org/10.2307/2297649
  • Kiviet, J. F. (1985). Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples. Journal of Econometrics, 28, 327-362. https://doi.org/10.1016/0304-4076(85)90004-1
  • Kiviet, J. F. (1980). Effects of ARMA errors on tests for regression coefficients: comments on Vinod's paper; improved and additional results. Journal of the American Statistical Association, 75, 353-358. https://doi.org/10.2307/2287458
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