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 0 155 0 0 5 362
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 13 40 0 2 24 57
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 153 0 4 4 566
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 228 0 0 0 496
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 2 3 6 611 4 8 22 1,807
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 1 2 136 0 3 10 345
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 20 1 2 5 119
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 24 1 2 6 106
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 1 2 4 210
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 2 2 2 181
Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models 0 0 2 559 1 1 8 1,469
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 0 0 2 301 0 0 8 885
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 4 8 16 840 8 16 83 2,234
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 1 1 3 37 3 4 9 120
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 107 1 3 5 107
Total Working Papers 7 14 44 3,367 22 49 195 9,064


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 3 4 8 22 6 13 37 98
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 2 2 51 0 2 4 113
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 1 1 1 1 8 16
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 2 60 0 5 11 248
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 139 0 0 1 577
Corrected standard errors for optimal minimum distance estimator 0 0 0 4 0 0 4 19
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 1 1 1 1 3 8 8
Dynamic Panel Data Models―A Survey― 0 0 0 24 0 1 1 48
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 2 3 1 4 11 18
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 11 38 123 1,526 37 122 445 3,849
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 2 9 15 2 5 16 50
Improved GMM estimation of panel VAR models 0 1 8 39 1 3 17 92
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 2 49 0 0 7 177
Nonstationary Panel Data Models―A Survey― 0 0 0 0 0 0 2 33
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 2 3 9 1 4 12 28
On the effect of mean-nonstationarity in dynamic panel data models 0 0 0 77 0 0 6 210
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 1 7 57 1 4 15 149
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 1 9 331 2 11 43 805
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 87
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 4 15 0 0 10 68
Total Journal Articles 14 52 181 2,448 53 178 658 6,693


Statistics updated 2020-11-03