Details about Kazuhiko Hayakawa

Access statistics for papers by Kazuhiko Hayakawa.

Last updated 2009-11-09. Update your information in the RePEc Author Service.

Short-id: pha299

Working Papers

2008

1. On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations

2007

2. A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
3. Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations

2006

4. Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
5. Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations
6. The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations
7. The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University

2005

8. Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
   See also Journal Article in Economics Letters (2007)

Journal Articles

2009

1. A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR( p) MODELS WHEN BOTH N AND T ARE LARGE
   Econometric Theory, 2009, 25, (03), 873-890

2007

2. Consistent OLS estimation of AR(1) dynamic panel data models with short time series
   Applied Economics Letters, 2007, 14, (15), 1141-1145 View citations
3. Small sample bias properties of the system GMM estimator in dynamic panel data models
   Economics Letters, 2007, 95, (1), 32-38 View citations
   See also Working Paper (2005)

2006

4. A Note on Bias in First-Differenced AR(1) Models
   Economics Bulletin, 2006, 3, (27), 1-10 View citations