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Title: On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models
Authors: Hayakawa, Kazuhiko
Issue Date: Mar-2008
Publisher: Institute of Economic Research, Hitotsubashi University
Series/Report no.: Hi-Stat Discussion paper series, No. 245
Description: This paper is a revised version of chapter three of my Ph.D dissertation submitted to Hitotsubashi University and previously circulated under the title "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present."
First Draft: January 2006; This version: March 2008
Language: eng
Text Version: publisher
Appears in Collections:Hi-Stat Discussion paper series

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