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 2 61 0 0 5 116
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 1 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 1 3 645 1 1 7 1,949
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 141 1 1 3 363
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 2 26 0 0 2 116
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 1 2 3 126
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 0 0 1 185
Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models 1 1 2 566 1 2 11 1,499
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 3 8 912
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 1 4 9 878 3 10 39 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 3 7 21 3,494 9 21 90 9,599

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 1 1 33 1 3 3 145
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 1 2 57 1 3 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 2 4 4 278
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 1 1 1 142 1 1 4 607
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 0 6 21 1 1 12 54
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 0 1 6 0 2 4 111
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 3 8 44 1,952 4 18 126 5,240
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 0 2 6 86
Improved GMM estimation of panel VAR models 0 2 4 57 0 3 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 1 2 7 44
On the effect of mean-nonstationarity in dynamic panel data models 0 0 0 84 0 3 7 233
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 2 5 74 1 6 13 211
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 0 2 367 0 4 10 968
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 1 1 7 85
Total Journal Articles 4 16 73 3,037 13 55 226 8,778

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Statistics updated 2025-09-05