The DOI matches its Crossref record; 16 of the 16 references it cites were found in a registry or an index.
On the effect of mean-nonstationarity in dynamic panel data models
Open accessOverview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“However, it has come to light that Sys-GMM suffers from the weak instrument problem particularly when the time series is large and substantial unobserved heterogeneity and cross-sectional dependence exists (Bun & Windmeijer, 2010;Hayakawa, 2009)”
From Does investment in education and health impact youth employment outcomes? Evidence from Sub-Saharan Africa (2023) · cites this paper as Hayakawa, 2009
Citations
Cites
Arellano, M., & Bond, S. (1991) · The Review of Economic Studies · doi:10.2307/2297968 · Cited by 33,272
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1995) · Working Paper Series · doi:10.1920/wp.ifs.1995.9517 · Cited by 14,755
Formulation and estimation of dynamic models using panel data
Anderson, T. W., & Hsiao, C. (1982) · Journal of Econometrics · doi:10.1016/0304-4076(82)90095-1 · Cited by 2,850
Estimation of Dynamic Models with Error Components
Anderson, T. W., & Hsiao, C. (1981) · Journal of the American Statistical Association · doi:10.1080/01621459.1981.10477691 · Cited by 2,281
Barro, R. (1995) · National Bureau of Economic Research · doi:10.3386/w5326 · Cited by 1,576
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Alvarez, J., & Arellano, M. (2003) · Econometrica · doi:10.1111/1468-0262.00441 · Cited by 637
Testing Parameters in GMM Without Assuming that They Are Identified
Kleibergen, F. (2005) · Econometrica · doi:10.1111/j.1468-0262.2005.00610.x · Cited by 360
Estimation of Dynamic Models with Error Components
Anderson, T. W., & Hsiao, C. H. (1981) · Journal of the American Statistical Association · doi:10.2307/2287517 · Cited by 302
Cited by
Anowor, O. F., Ichoku, H. E., Onodugo, V. A., Ochinanwata, C., & Uzomba, P. C. (2023) · Cogent Economics & Finance · doi:10.1080/23322039.2022.2160128 · Cited by 18
“…particularly when the time series is large and substantial unobserved heterogeneity and cross-sectional dependence exists (Bun & Windmeijer, 2010; Hayakawa, 2009), hence the bootstrap-based bias correction for the panel fixed effects (FE) estimator was employed to improve on the analytical…”
Method
Metadata
- Authors
- Hayakawa, K.
- Affiliations
- Hiroshima University (JP)
- Corresponding author
- Hayakawa, Kazuhiko
- ORCID
- Hayakawa, Kazuhiko
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2009-12
- Volume
- 153
- Issue
- 2
- Pages
- 133-135
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2094901146
- Cited by
- 41
- References
- 16
- Citations by year
- 2026: 1 · 2025: 1 · 2024: 1 · 2023: 3 · 2021: 3 · 2020: 2 · 2019: 4 · 2018: 4 · 2017: 4 · 2016: 1 · 2015: 7 · 2014: 1 · 2013: 3 · 2012: 5
- FWCI
- 4.49
- Type
- journal article
- Language
- en
- Open access
- Licence
- other-oa
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
- Locations
- Journal of Econometrics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Hiroshima University Institutional Repository (submittedVersion, other-oa)
- Hiroshima University Acedemic Information Repository (Hiroshima University) (submittedVersion)
- Institutional Repositories DataBase (IRDB) (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Keywords
- dynamic panel data, weak instruments, persistent data, individual effects, lagged dependent variables, instrument strength
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
