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 0 0 22 396
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 62 0 0 16 132
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 1 1 1 155 1 2 11 590
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 1 1 17 516
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 0 2 647 3 5 20 1,969
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 142 1 4 18 381
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 26 0 0 7 123
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 0 1 10 136
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 0 12 225
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 1 82 0 0 12 197
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 0 1 311 2 4 38 950
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 0 0 6 884 0 0 28 2,420
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 1 3 44 0 1 12 159
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 2 4 15 144
Total Working Papers 1 2 17 2,945 10 22 238 8,338
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 0 4 22 167
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 0 57 0 0 7 141
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 0 4 0 0 12 42
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 2 3 15 293
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 142 0 1 12 619
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 0 0 6 35
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 1 22 2 4 15 69
Dynamic Panel Data Models―A Survey― 0 0 0 28 0 0 3 59
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 1 7 0 0 16 127
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 2 3 11 1,963 2 6 59 5,299
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 1 1 23 0 2 12 98
Improved GMM estimation of panel VAR models 0 0 2 59 2 2 31 178
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 0 54 0 0 8 203
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 0 5 41
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 2 86 0 1 20 253
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 0 2 76 1 2 36 247
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 0 3 370 0 1 19 987
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 0 1 7 96
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 1 1 6 91
Total Journal Articles 2 4 24 3,061 10 28 325 9,103

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Statistics updated 2026-09-10