The following pages link to Kazuhiko Hayakawa (Q302106):
Displayed 21 items.
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- On the effect of weighting matrix in GMM specification test (Q313110) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results (Q736699) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)
- Small sample bias properties of the system GMM estimator in dynamic panel data models (Q1934015) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- On the effect of mean-nonstationarity in dynamic panel data models (Q2630122) (← links)
- GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects (Q2858119) (← links)
- (Q2930380) (← links)
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
- Unit root test for short panels with serially correlated errors (Q4976264) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
- <i>l</i><sub>1</sub>common trend filtering: an extension (Q6074131) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)