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 0 374
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 2 61 0 1 5 116
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 1 1 1 578
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 0 0 1 499
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 0 2 644 0 0 9 1,948
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 1 1 141 0 1 2 362
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 0 2 213
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 0 1 2 125
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 1 565 0 3 10 1,498
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 1 1 2 310 2 2 7 911
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 3 3 9 877 5 13 41 2,389
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 0 41 0 0 3 147
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 0 3 129
Total Working Papers 4 6 19 3,491 8 22 89 9,590

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 1 1 33 1 2 2 144
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 1 2 57 1 2 5 133
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 0 67 2 2 3 276
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 141 0 1 3 606
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 0 0 2 29
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 1 6 21 0 2 12 53
Dynamic Panel Data Models―A Survey― 0 1 1 28 0 1 1 56
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 1 6 2 2 4 111
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 2 6 44 1,949 6 21 134 5,236
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 2 3 7 86
Improved GMM estimation of panel VAR models 0 2 4 57 1 3 8 147
New transformation methods in dynamic panel data models with heterogeneous time trends 1 1 1 54 1 1 2 195
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 0 1 36
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 1 3 15 1 2 8 43
On the effect of mean-nonstationarity in dynamic panel data models 0 0 0 84 2 3 7 233
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 1 4 5 74 4 9 12 210
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 1 2 367 3 5 11 968
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 1 1 1 89
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 1 20 0 0 6 84
Total Journal Articles 4 19 72 3,033 27 60 231 8,765

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Statistics updated 2025-08-05