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Small sample bias properties of the system GMM estimator in dynamic panel data models

Hayakawa, Kazuhiko (contributor) - 2005

Persistent link: https://www.econbiz.de/10003086116

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

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

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

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

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

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

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

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

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Hayakawa, Kazuhiko - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are crosssectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...

Persistent link: https://www.econbiz.de/10013105008