A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE

By Kazuhiko Hayakawa. Econometric Theory, 2009

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/b2be33e4075755847faf9f73977a65cb273c384b

How researchers see this paper

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In Economics and Econometrics

1. Michael A. Clemens
2. Samuel Bazzi
3. Kazuhiko Hayakawa
4. David Castells‐Quintana
5. Vicente Royuela
6. S. Kripfganz
7. Paul J. Burke
8. A. Abayasekara

Citations in the corpus

• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE (2015, background): “In line with the latter approach, Hahn et al. (2007), Kruiniger (2009), Hayakawa (2009a), and Hayakawa and Nagata (2013) investigate the weak instrument problem in detail using the near unit root asymptotics.”
• Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth (2013, methodology): “We follow a simple approach to assessing instrument strength in dynamic panel GMM regressions advanced analytically by Bun and Windmeijer (2010) and Hayakawa (2009) and heuristically in various settings (Blundell and Bond 2000; Dollar and Kraay 2003; Roodman 2009a; Newey and Windmeijer 2009).”