Access Statistics for Kazuhiko Hayakawa

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models 0 0 0 157 0 0 1 374
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 60 0 0 5 115
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 0 0 0 577
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 0 1 1 499
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 1 3 644 1 3 12 1,948
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 140 0 0 3 361
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 2 26 0 0 2 116
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 1 2 213
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 0 0 1 124
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 0 1 185
Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models 0 0 3 565 0 0 10 1,495
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 1 2 309 1 2 6 909
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 1 4 6 874 3 11 33 2,376
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 0 41 1 2 5 147
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 2 3 129
Total Working Papers 1 6 19 3,485 6 22 85 9,568

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Bias in First-Differenced AR(1) Models 0 0 0 32 0 0 2 142
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 1 56 0 2 3 131
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 1 4 0 0 2 30
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 1 67 0 0 3 274
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 141 1 1 3 605
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 0 1 2 29
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 2 5 20 0 3 10 51
Dynamic Panel Data Models―A Survey― 0 0 0 27 0 0 0 55
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 1 1 1 6 1 1 2 109
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 3 11 58 1,943 16 34 165 5,215
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 0 1 5 83
Improved GMM estimation of panel VAR models 0 2 5 55 1 4 8 144
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 0 53 1 1 1 194
Nonstationary Panel Data Models―A Survey― 0 0 0 1 1 1 1 36
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 1 2 14 0 2 6 41
On the effect of mean-nonstationarity in dynamic panel data models 0 0 1 84 1 2 6 230
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 0 1 70 0 1 7 201
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 1 2 366 0 2 10 963
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 0 0 0 88
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 1 20 0 3 6 84
Total Journal Articles 4 18 79 3,014 22 59 242 8,705

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Statistics updated 2025-05-12