| Prof Jan Frederik Kiviet
Visiting Professor
Nanyang Visiting Professor
Division of Economics
School of Humanities and Social Sciences
College of Humanities, Arts, & Social Sciences
Email: JFKIVIET@ntu.edu.sg
Phone: (+65)65921535
Office: HSS-04-42 |
| Education |
- PhD University of Amsterdam 1987
- MSc University of Amsterdam 1974
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| Biography |
| Jan Kiviet was appointed to the chair of econometrics at the University of Amsterdam (UvA) in 1989, where he had earlier obtained his MSc in econometrics and a PhD in economics. For more than 30 years he has taught in particular students in the multidisciplinary BSc and MSc programs in Econometrics, and PhD students as a Fellow of the Tinbergen Institute, which is the joint graduate school in economics of the University of Amsterdam, Erasmus University (Rotterdam) and the Free University (Amsterdam). For over 20 years he has been the director of UvA-Econometrics, a group of about a dozen academic researchers in econometric theory and its applications. In recent years he has held visiting professor positions at various universities, including New York University, University of Montreal, University of Alicante (Spain). He is Fellow of the Journal of Econometrics since 2006. In the same year he was the first chaired professor at the Faculty of Economics and Business (UvA) who was awarded the annual prize for the best teacher. In 2009 he became elected member of the Royal Netherlands Academy of Arts and Sciences. His research focuses on improving inference obtained from small samples - especially panel data - on dynamic simultaneous relationships, and on enhancing Monte Carlo simulation methodology. On these topics he has published in leading journals in statistics and econometrics. In 2011 he reduced his affiliation at UvA in order to be able to take up new challenges at NTU. |
| Research Interests |
Theoretical and Applied Econometrics.
Panel Data Methods, Design of Monte Carlo Simulation, Analysis of Effectivity of Endogenous Interventions, Finite Sample Issues, Asymptotic Expansions, Exact Inference, Bootstrap, History of Statistics and Econometrics.
Applications in Health, Development, Growth. |
| Research Grant |
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| Current Projects |
- Structural Empirical Analysis of the Impact of Endogenous Policy Interventions
| Selected Publications | - Kiviet, J.F., Niemczyk, J. (2012). Comparing the Asymptotic and Empirical (Un)Conditional Distributions of OLS and IV in a Linear Static Simultaneous Equation. Journal of Computational Statistics & Data Analysis, 56, 3567-2586.
- Kiviet,J.F.,Phillips,G.D.A. (2012). Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models. Journal of Computational Statistics & Data Analysis, 56, 3705-3729.
- Kiviet,J.F. (2012). Monte Carlo Simulation for Econometricians. Foundations and Trends in Econometrics, 5(1 and 2), 1-181.
- Kiviet, J.F. (2009). Editorial Introduction (to the special issue on Econometric Analysis of Panel Data). Singapore Economic Review, 54, 313-317.
- Kiviet, J.F., Niemczyk, J. (2007). The Asymptotic and Finite Sample Distribution of OLS and Simple IV in Simultaneous Equations. Journal of Computational Statistics & Data Analysis, 51, 3296-3318.
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