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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - In: Journal of econometrics 204 (2018) 2, pp. 147-158
Persistent link: https://www.econbiz.de/10011974726
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Testing a linear dynamic panel data model against nonlinear alternatives
Lee, Yoon-jin - In: Journal of econometrics 178 (2014) 1, pp. 146-166
Persistent link: https://www.econbiz.de/10010255452
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Instrumental variable estimation in the presence of many moment conditions
Okui, Ryo - In: Journal of econometrics 165 (2011) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10009374486
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The optimal choice of moments in dynamic panel data models
Okui, Ryo - In: Journal of econometrics 151 (2009) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003855063
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A simple cointegrating rank test without vector autoregression
Shintani, Mototsugu - In: Journal of econometrics 105 (2001) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10001633669
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The optimal choice of moments in dynamic panel data models
Okui, Ryo - In: Journal of econometrics 151 (2009) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10008257301
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Hahn–Hausman test as a specification test
Lee, Yoonseok; Okui, Ryo - In: Journal of econometrics 167 (2012) 1, pp. 133-140
Persistent link: https://www.econbiz.de/10009825298
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Instrumental variable estimation in the presence of many moment conditions
Okui, Ryo - In: Journal of econometrics 165 (2011) 1, pp. 70-87
Persistent link: https://www.econbiz.de/10009333120
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The optimal choice of moments in dynamic panel data models
Okui, Ryo - In: Journal of econometrics 151 (2009) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10008889749
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Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.; Okui, Ryo; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10014340925