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On the effect of mean-nonstationarity in dynamic panel data models
Hayakawa, Kazuhiko - In: Journal of econometrics 153 (2009) 2, pp. 133-135
Persistent link: https://www.econbiz.de/10008314441
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji; Hayakawa, Kazuhiko - In: Journal of econometrics 149 (2009) 2, pp. 118-135
Persistent link: https://www.econbiz.de/10008239811
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A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873
Persistent link: https://www.econbiz.de/10008257707
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Small sample bias properties of the system GMM estimator in dynamic panel data models
Hayakawa, Kazuhiko - In: Economics letters 95 (2007) 1, pp. 32-38
Persistent link: https://www.econbiz.de/10007612734
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On the effect of mean-nonstationarity in dynamic panel data models
Hayakawa, Kazuhiko - In: Journal of econometrics 153 (2009) 2, pp. 133-136
Persistent link: https://www.econbiz.de/10008883201
Cover Image
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji; Hayakawa, Kazuhiko - In: Journal of econometrics 149 (2009) 2, pp. 118-136
Persistent link: https://www.econbiz.de/10008883238
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-209
Persistent link: https://www.econbiz.de/10008455128