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 11 14 14 388
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 1 1 2 62 4 6 11 126
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 2 3 6 583
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 4 7 9 507
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 0 3 646 3 5 10 1,955
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 141 5 6 8 369
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 4 5 7 131
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 4 6 8 220
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 26 5 6 6 122
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 5 6 8 193
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 0 2 310 11 16 26 933
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 2 4 13 883 5 10 42 2,407
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 0 41 3 4 6 151
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 10 10 12 139
Total Working Papers 3 5 21 2,935 76 104 173 8,224
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 5 12 16 158
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 1 57 1 2 10 139
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 0 4 2 4 4 34
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 4 6 10 284
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 1 142 3 6 10 614
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 4 4 5 33
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 4 22 2 4 14 62
Dynamic Panel Data Models―A Survey― 0 0 1 28 2 2 3 58
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 2 7 4 5 9 117
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 0 1 24 1,956 8 18 92 5,273
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 3 5 9 91
Improved GMM estimation of panel VAR models 0 2 6 59 6 16 23 163
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 1 54 2 3 5 198
Nonstationary Panel Data Models―A Survey― 0 0 0 1 2 4 5 40
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 0 2 15 3 5 10 49
On the effect of mean-nonstationarity in dynamic panel data models 1 1 2 86 6 6 13 241
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 1 1 5 75 10 22 36 236
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 1 5 370 4 10 20 981
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 3 3 4 92
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 0 2 6 87
Total Journal Articles 2 6 55 3,051 74 139 304 8,950

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Statistics updated 2026-02-12