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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/10003833777
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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
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Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - In: Journal of applied econometrics 38 (2023) 6, pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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Linear Panel Regression Models with Non-Classical Measurement Errors : An Application to Investment Equations
Hayakawa, Kazuhiko; Yamagata, Takashi - 2022
This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The model considered is more general than examined in the literature in that (i) measurement error can be non-classical in the sense that they are allowed to be correlated with the...
Persistent link: https://www.econbiz.de/10014080800