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Small sample bias properties of the system GMM estimator in dynamic panel data models
Hayakawa, Kazuhiko
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10003086116
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2
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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Efficient GMM estimation of dynamic panel data models where large heterogeneity may be present
Hayakawa, Kazuhiko
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contributor
)
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2006
Persistent link: https://www.econbiz.de/10003281142
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4
The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko
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contributor
)
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2006
Persistent link: https://www.econbiz.de/10003281146
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5
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
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The bias-corrected first-difference estimator in dynamic panel data models with cross section dependence and heteroscedasticity
Hayakawa, Kazuhiko
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003486344
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7
A simple efficient instrumental variable estimator in panel AR(p) models
Hayakawa, Kazuhiko
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003486347
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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
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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
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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
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