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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

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

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

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/10003920282

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

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

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

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

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

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are cross-sectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...

Persistent link: https://www.econbiz.de/10009570680