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The bias-corrected first-difference estimator in dynamic panel data models with cross section dependence and heteroscedasticity
Hayakawa, Kazuhiko (contributor) - 2007
Persistent link: https://www.econbiz.de/10003486344
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A simple efficient instrumental variable estimator in panel AR(p) models
Hayakawa, Kazuhiko (contributor) - 2007
Persistent link: https://www.econbiz.de/10003486347
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On the effect of nonstationary initial conditions in dynamic panel data models
Hayakawa, Kazuhiko (contributor) - 2008
Persistent link: https://www.econbiz.de/10003720391
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Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga; Van Eyden, Reneé; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 913-944
Persistent link: https://www.econbiz.de/10011949416