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 1 158 1 2 24 398
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 62 3 3 15 135
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 1 1 155 3 5 14 594
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 2 4 19 519
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 0 1 647 0 4 20 1,970
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 142 3 5 22 385
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 1 1 12 226
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 1 1 11 137
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 26 4 4 11 127
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 1 82 0 2 12 199
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 1 2 312 2 6 37 954
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 0 0 5 884 2 2 25 2,422
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 3 44 2 2 14 161
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 3 16 145
Total Working Papers 0 2 16 2,946 24 44 252 8,372
1 registered items for which data could not be found

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 1 34 3 3 24 170
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 0 57 1 1 5 142
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 0 4 1 2 14 44
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 2 4 17 295
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 142 1 1 12 620
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 2 3 9 38
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 0 22 3 5 14 72
Dynamic Panel Data Models―A Survey― 0 0 0 28 1 1 4 60
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 0 7 1 1 16 128
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 1 5 11 1,966 6 12 54 5,309
Identification problem of GMM estimators for short panel data models with interactive fixed effects 1 1 2 24 2 2 14 100
Improved GMM estimation of panel VAR models 0 0 2 59 1 3 32 179
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 0 54 4 4 12 207
Nonstationary Panel Data Models―A Survey― 0 0 0 1 2 2 7 43
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 0 0 15 0 0 14 58
On the effect of mean-nonstationarity in dynamic panel data models 0 0 1 86 1 2 20 255
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 0 2 76 2 6 38 252
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 0 1 370 1 1 17 988
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 1 2 9 98
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 4 5 10 95
Total Journal Articles 2 6 20 3,065 39 60 342 9,153

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Statistics updated 2026-11-12