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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. 873-890
Persistent link: https://www.econbiz.de/10003864220
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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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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/10003448124
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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. 202-208
Persistent link: https://www.econbiz.de/10008839928
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Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
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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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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
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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