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Efficient GMM estimation of dynamic panel data models where large heterogeneity may be present
Hayakawa, Kazuhiko (contributor) - 2006
Persistent link: https://www.econbiz.de/10003281142
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The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko (contributor) - 2006
Persistent link: https://www.econbiz.de/10003281146
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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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Small sample bias properties of the system GMM estimator in dynamic panel data models
Hayakawa, Kazuhiko (contributor) - 2005
Persistent link: https://www.econbiz.de/10003086116
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji (contributor); Hayakawa, Kazuhiko (contributor) - 2006
Persistent link: https://www.econbiz.de/10003397116
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The role of "leads" in the dynamic OLS estimation of cointegrating regression models
Hayakawa, Kazuhiko (contributor); Kurozumi, Eiji (contributor) - 2006
Persistent link: https://www.econbiz.de/10003397121