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 0 1 61 1 1 5 117
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 0 2 2 579
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 1 2 4 646 1 2 8 1,950
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 141 0 1 3 363
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 0 1 2 126
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 1 26 0 0 1 116
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 Models 0 0 0 81 1 1 2 186
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 1 2 310 1 4 9 913
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 0 4 9 878 0 8 37 2,392
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 1 7 18 2,929 4 20 78 8,104
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 33 0 2 3 145
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 2 57 0 2 6 134
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 0 4 4 278
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 1 1 142 1 2 5 608
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 1 1 7 22 3 4 15 57
Dynamic Panel Data Models―A Survey― 0 0 1 28 0 0 1 56
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 1 1 2 7 1 3 4 112
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 2 7 38 1,954 6 16 111 5,246
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 0 2 5 86
Improved GMM estimation of panel VAR models 0 0 4 57 0 1 8 147
New transformation methods in dynamic panel data models with heterogeneous time trends 0 1 1 54 0 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 0 3 15 0 2 7 44
On the effect of mean-nonstationarity in dynamic panel data models 0 0 0 84 0 2 7 233
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 1 5 74 0 5 13 211
Small sample bias properties of the system GMM estimator in dynamic panel data models 1 1 3 368 2 5 11 970
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 0 1 1 89
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 1 20 0 1 5 85
Total Journal Articles 5 13 70 3,042 13 53 213 8,791

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Statistics updated 2025-10-06