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 1 1 2 155 3 3 4 357
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 153 0 0 3 562
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 1 2 227 1 3 7 495
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 0 2 604 4 6 12 1,782
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 134 0 1 5 333
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 1 2 5 205
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 20 0 0 4 112
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 24 0 0 2 97
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 1 4 178
Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models 0 1 5 557 0 2 20 1,461
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 0 0 299 0 2 4 876
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 5 13 24 820 21 47 121 2,138
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 3 34 1 1 12 108
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 1 107 0 0 3 98
Total Working Papers 6 16 40 3,290 31 68 206 8,802


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 3 14 2 4 16 60
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 1 49 0 0 1 108
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 0 0 2 2 8 8
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 58 1 2 5 237
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 1 139 0 0 1 576
Corrected standard errors for optimal minimum distance estimator 0 0 2 4 0 0 9 15
Dynamic Panel Data Models―A Survey― 0 0 2 24 0 2 8 47
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 1 1 0 3 5 5
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 9 30 157 1,395 33 93 513 3,369
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 2 6 0 1 10 33
Improved GMM estimation of panel VAR models 1 2 12 30 4 10 28 72
New transformation methods in dynamic panel data models with heterogeneous time trends 1 2 2 47 1 2 4 170
Nonstationary Panel Data Models―A Survey― 0 0 0 0 0 0 4 31
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 0 1 6 0 1 4 15
On the effect of mean-nonstationarity in dynamic panel data models 0 1 4 77 0 2 10 202
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 1 3 18 50 3 7 37 132
Small sample bias properties of the system GMM estimator in dynamic panel data models 1 1 12 321 3 6 38 760
THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE 0 0 3 4 1 2 8 26
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 1 1 2 86
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 1 2 11 1 5 12 52
Total Journal Articles 13 40 223 2,261 52 143 723 6,004


Statistics updated 2019-10-05