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 1 157 0 0 2 374
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 60 0 1 5 115
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 0 0 1 577
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 1 1 5 644 2 3 16 1,947
On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models 0 0 1 140 0 0 3 361
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 0 0 1 124
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 75 1 2 2 213
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 1 1 185
Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models 0 1 3 565 0 5 10 1,495
The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large 1 1 3 309 1 4 6 908
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 3 4 9 873 5 13 33 2,370
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 0 41 0 0 3 145
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 1 1 2 128
Total Working Papers 5 7 26 3,484 10 30 87 9,556

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 0 32 0 0 3 142
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE 0 1 1 56 1 2 2 130
Alternative over-identifying restriction test in the GMM estimation of panel data models 0 1 1 4 0 1 2 30
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 1 67 0 0 3 274
Consistent OLS estimation of AR(1) dynamic panel data models with short time series 0 0 0 141 0 1 3 604
Corrected standard errors for optimal minimum distance estimator 0 0 0 8 1 2 2 29
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 1 3 6 19 2 6 12 50
Dynamic Panel Data Models―A Survey― 0 0 0 27 0 0 0 55
Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation 0 0 0 5 0 0 1 108
First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study 4 10 69 1,936 5 23 200 5,186
Identification problem of GMM estimators for short panel data models with interactive fixed effects 0 0 0 22 1 1 5 83
Improved GMM estimation of panel VAR models 0 0 3 53 0 1 4 140
New transformation methods in dynamic panel data models with heterogeneous time trends 0 0 0 53 0 0 0 193
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 0 0 35
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions 1 1 2 14 2 2 6 41
On the effect of mean-nonstationarity in dynamic panel data models 0 0 1 84 1 1 5 229
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 0 1 2 70 1 3 9 201
Small sample bias properties of the system GMM estimator in dynamic panel data models 1 1 3 366 1 1 12 962
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 1 1 20 3 4 6 84
Total Journal Articles 7 19 90 3,003 18 48 275 8,664

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Statistics updated 2025-03-03