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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/10003920282
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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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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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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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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
Cover Image
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
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. 118-135
Persistent link: https://www.econbiz.de/10008239811