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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. 202-208
Persistent link: https://www.econbiz.de/10008839928
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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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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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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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Corrected standard errors for optimal minimum distance estimator
Hayakawa, Kazuhiko - In: Economics letters 167 (2018), pp. 5-9
Persistent link: https://www.econbiz.de/10012015748
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Identification problem of GMM estimators for short panel data models with interactive fixed effects
Hayakawa, Kazuhiko - In: Economics letters 139 (2016), pp. 22-26
Persistent link: https://www.econbiz.de/10011615611
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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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Double filter instrumental variable estimation of panel data models with weakly exogenous variables
Hayakawa, Kazuhiko; Qi, Meng; Breitung, Jörg - In: Econometric reviews 38 (2019) 9, pp. 1055-1088
Persistent link: https://www.econbiz.de/10012181383
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New transformation methods in dynamic panel data models with heterogenous time trends
Hayakawa, Kazuhiko; Nogimori, Minoru - In: Applied economics letters 17 (2010) 4/6, pp. 375-379
Persistent link: https://www.econbiz.de/10003979495
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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