Narrow search
Showing 1 - 10 of 91
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A simple efficient instrumental variable estimator in panel AR(p) models
Hayakawa, Kazuhiko (contributor) - 2007
Persistent link: https://www.econbiz.de/10003486347
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
On the effect of nonstationary initial conditions in dynamic panel data models
Hayakawa, Kazuhiko (contributor) - 2008
Persistent link: https://www.econbiz.de/10003720391