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 5 7 121
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 0 1 3 580
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 2 3 4 502
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 1 3 646 0 1 6 1,950
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 141 0 0 2 363
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 1 1 3 127
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 1 3 214
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 26 0 0 0 116
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 2 3 187
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 0 2 310 2 7 15 919
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 2 3 12 881 2 7 42 2,399
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 0 41 0 0 2 147
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 0 2 129
Total Working Papers 2 4 19 2,932 8 28 92 8,128
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 1 4 146
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 2 57 1 4 10 138
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 1 4 1 1 2 31
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 0 0 4 278
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 1 142 2 3 7 610
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 22 1 5 15 59
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 0 1 2 7 0 1 4 112
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 0 3 29 1,955 3 18 95 5,258
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 1 1 5 87
Improved GMM estimation of panel VAR models 2 2 6 59 6 6 14 153
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 1 54 1 1 3 196
Nonstationary Panel Data Models―A Survey― 0 0 0 1 1 1 2 37
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 0 2 15 2 2 7 46
On the effect of mean-nonstationarity in dynamic panel data models 0 1 1 85 0 2 7 235
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 0 5 74 9 12 25 223
Small sample bias properties of the system GMM estimator in dynamic panel data models 1 3 5 370 3 6 13 974
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 0 0 1 89
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 1 20 0 0 5 85
Total Journal Articles 3 11 64 3,048 31 64 226 8,842

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Statistics updated 2025-12-06