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Results: 10
Number of items: 10
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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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Kiviet, J. F., & Niemczyk, J. (2012). Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. Computational Statistics and Data Analysis, 56(11), 3567-3586. https://doi.org/10.1016/j.csda.2010.07.028
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Kiviet, J. F., & Niemczyk, J. (2010). Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (UvA-Econometrics discussion paper; No. 2010/01). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E6DB400464FCCFD3C12576AA003ACF2C/$file/1001.pdf
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Kiviet, J. F., & Niemczyk, J. (2009). The asymptotic and finite sample (un)conditional distributions of OLS and simple IV in simultaneous equations. (UvA-Econometrics Discussion Paper; No. 2009/01). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E805FAF3E5066997C12575CF004B284F/$file/0901.pdf
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Kiviet, J. F., & Niemczyk, J. (2006). On the limiting and empirical distribution of IV estimators when some of the instruments are invalid. (UvA-Econometrics Working Paper; No. 2006/02). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/EB445FE1F7880780C12571A90036B746/$file/0602.pdf -
Kiviet, J. F., & Niemczyk, J. (2005). The asymptotic and finite sample distribution of OLS and IV in simultaneous equations. (UvA econometrics discussion paper; No. 2005/01). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/1D1FAA6441D04197C125701F0039945A/$file/0501.pdf
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Niemczyk, J. (2004). Computing the derivatives of the autocovariances of a VARMA process. COMPSTAT, 1593-1600. http://www.springeronline.com/sgw/cda/frontpage/0,11855,5-10130-22-32173086-0,00.html
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Klein, A., Mélard, G., Niemczyk, J., & Zahaf, T. (2004). A program for computing the exact Fisher information matrix of a Gaussian VARMA model. (UvA Econometrics; No. 2004/15). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/486fulltext.pdf
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Klein, A., Mélard, G., & Niemczyk, J. (2004). Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules". (UvA Econometrics Discussion Paper; No. 2004/14). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/487fulltext.pdf
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