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 1 1 1 158 5 7 21 395
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 62 4 4 15 130
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 1 3 9 586
Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity 0 0 0 229 2 7 15 514
Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present 0 1 3 647 2 8 15 1,963
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 1 1 2 142 5 7 15 376
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 26 1 1 7 123
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 3 5 12 225
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 1 4 11 135
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 1 1 82 0 4 12 197
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 1 1 2 311 5 13 37 946
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 0 0 9 883 4 10 41 2,417
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 1 1 42 3 6 10 157
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 1 11 140
Total Working Papers 3 6 21 2,941 36 80 231 8,304
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 3 4 20 162
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 0 1 57 0 0 8 139
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 0 0 4 5 7 11 41
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 3 4 14 288
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 1 142 3 4 13 618
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 2 2 6 35
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 2 22 1 1 12 63
Dynamic Panel Data Models―A Survey― 0 0 1 28 1 1 4 59
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 1 7 4 8 16 125
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 1 4 17 1,960 7 17 75 5,290
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 2 5 13 96
Improved GMM estimation of panel VAR models 0 0 4 59 6 12 31 175
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 1 54 3 5 9 203
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 1 5 41
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 0 0 1 15 1 7 15 56
On the effect of mean-nonstationarity in dynamic panel data models 0 0 2 86 9 10 21 251
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 0 5 75 1 6 41 242
Small sample bias properties of the system GMM estimator in dynamic panel data models 0 0 4 370 1 3 21 984
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results 0 0 0 25 2 2 6 94
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 1 2 5 89
Total Journal Articles 1 4 41 3,055 55 101 346 9,051

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Statistics updated 2026-05-06