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 1 156 0 1 2 372
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 9 54 1 3 22 100
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 153 0 0 4 574
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 0 0 0 498
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 4 12 638 1 7 38 1,925
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 2 139 0 1 4 358
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 1 21 0 0 1 123
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 24 0 0 0 114
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 0 0 211
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 0 0 184
Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models 1 1 1 561 1 2 5 1,480
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 0 1 306 0 0 3 899
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 1 2 5 862 1 7 20 2,325
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 1 41 0 0 7 142
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 2 4 125
Total Working Papers 2 7 33 3,449 4 23 110 9,430

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 2 32 0 0 3 137
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 3 55 0 0 5 126
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 0 3 0 0 0 26
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 2 2 66 0 2 3 269
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 141 0 0 6 601
Corrected standard errors for optimal minimum distance estimator 0 0 2 8 0 0 2 27
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 3 12 0 1 7 36
Dynamic Panel Data Models―A Survey― 0 0 1 26 0 0 1 54
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 0 5 0 6 32 105
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 7 21 81 1,819 22 61 264 4,866
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 21 0 1 2 77
Improved GMM estimation of panel VAR models 0 0 3 48 1 5 18 131
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 0 53 0 1 3 191
Nonstationary Panel Data Models―A Survey― 0 0 0 0 0 0 1 34
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 0 0 10 0 0 0 32
On the effect of mean-nonstationarity in dynamic panel data models 0 0 0 82 0 2 3 223
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 0 2 68 0 1 11 188
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 1 14 361 1 2 51 942
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 0 0 0 88
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 17 0 1 2 75
Total Journal Articles 7 24 113 2,852 24 83 414 8,228

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Statistics updated 2023-09-06