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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134

Persistent link: https://www.econbiz.de/10011500265

Corrected standard errors for optimal minimum distance estimator

Hayakawa, Kazuhiko - In: Economics letters 167 (2018), pp. 5-9

Persistent link: https://www.econbiz.de/10012015748

Examining the Feldstein-Horioka puzzle using common factor panels and interval estimation

Ginama, Isamu; Hayakawa, Kazuhiko; Kanmei, Takahiro - In: Japan and the world economy : international journal of … 48 (2018), pp. 11-21

Persistent link: https://www.econbiz.de/10012102422

Identification problem of GMM estimators for short panel data models with interactive fixed effects

Hayakawa, Kazuhiko - In: Economics letters 139 (2016), pp. 22-26

Persistent link: https://www.econbiz.de/10011615611

The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large

Hayakawa, Kazuhiko - In: Econometric theory 31 (2015) 3, pp. 647-667

Persistent link: https://www.econbiz.de/10011290881

Double filter instrumental variable estimation of panel data models with weakly exogenous variables

Hayakawa, Kazuhiko; Qi, Meng; Breitung, Jörg - In: Econometric reviews 38 (2019) 9, pp. 1055-1088

Persistent link: https://www.econbiz.de/10012181383

A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects

Hayakawa, Kazuhiko; Nagata, Shuichi; Yamagata, Takashi - 2018

heterogeneity for large linear panel data models. First, we establish the asymptotic validity of the Wald test based on the widely … used panel heteroskedasticity and autocorrelation consistent (HAC) variance estimator of the pooled estimator under random …

Persistent link: https://www.econbiz.de/10011879510

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

A simple efficient instrumental variable estimator in panel AR(p) models

Hayakawa, Kazuhiko (contributor) - 2007

Persistent link: https://www.econbiz.de/10003486347

New transformation methods in dynamic panel data models with heterogenous time trends

Hayakawa, Kazuhiko; Nogimori, Minoru - In: Applied economics letters 17 (2010) 4/6, pp. 375-379

Persistent link: https://www.econbiz.de/10003979495