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Details about Kazuhiko Hayakawa

Homepage:http://home.hiroshima-u.ac.jp/kazuhaya/
Workplace:School of Economics, Hiroshima University, (more information at EDIRC)

Access statistics for papers by Kazuhiko Hayakawa.

Last updated 2020-01-31. Update your information in the RePEc Author Service.

Short-id: pha299


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Working Papers

2019

  1. A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (3)

2014

  1. Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2014) Downloads View citations (5)

2012

  1. Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
    CESifo Working Paper Series, CESifo Downloads View citations (8)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2012) Downloads View citations (9)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) Downloads View citations (8)
  2. Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (8)

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 Downloads View citations (4)

2007

  1. A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (8)
  2. Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (2)

2006

  1. 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 Downloads
    See also Journal Article Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors, Journal of Econometrics, Elsevier (2009) Downloads View citations (20) (2009)
  2. 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 Downloads View citations (9)
  3. 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 Downloads View citations (11)
  4. The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (5)
    See also Journal Article The role of “leads” in the dynamic OLS estimation of cointegrating regression models, Mathematics and Computers in Simulation (MATCOM), Elsevier (2008) Downloads View citations (17) (2008)

2005

  1. 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 Downloads View citations (10)
    See also Journal Article Small sample bias properties of the system GMM estimator in dynamic panel data models, Economics Letters, Elsevier (2007) Downloads View citations (124) (2007)

Journal Articles

2019

  1. Alternative over-identifying restriction test in the GMM estimation of panel data models
    Econometrics and Statistics, 2019, 10, (C), 71-95 Downloads View citations (2)
  2. Double filter instrumental variable estimation of panel data models with weakly exogenous variables
    Econometric Reviews, 2019, 38, (9), 1055-1088 Downloads View citations (7)

2018

  1. Corrected standard errors for optimal minimum distance estimator
    Economics Letters, 2018, 167, (C), 5-9 Downloads
  2. Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation
    Japan and the World Economy, 2018, 48, (C), 11-21 Downloads View citations (2)

2016

  1. Identification problem of GMM estimators for short panel data models with interactive fixed effects
    Economics Letters, 2016, 139, (C), 22-26 Downloads View citations (5)
  2. Improved GMM estimation of panel VAR models
    Computational Statistics & Data Analysis, 2016, 100, (C), 240-264 Downloads View citations (9)
  3. On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
    Computational Statistics & Data Analysis, 2016, 100, (C), 265-303 Downloads View citations (8)

2015

  1. Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
    Journal of Econometrics, 2015, 188, (1), 111-134 Downloads View citations (25)

2010

  1. New transformation methods in dynamic panel data models with heterogeneous time trends
    Applied Economics Letters, 2010, 17, (4), 375-379 Downloads View citations (1)
  2. The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results
    Journal of Econometrics, 2010, 159, (1), 202-208 Downloads View citations (5)

2009

  1. A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE
    Econometric Theory, 2009, 25, (3), 873-890 Downloads View citations (31)
  2. Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
    Journal of Econometrics, 2009, 149, (2), 118-135 Downloads View citations (20)
    See also Working Paper Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors, Hi-Stat Discussion Paper Series (2006) Downloads (2006)
  3. First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study
    Economics Bulletin, 2009, 29, (3), 2008-2017 Downloads View citations (82)
  4. On the effect of mean-nonstationarity in dynamic panel data models
    Journal of Econometrics, 2009, 153, (2), 133-135 Downloads View citations (25)

2008

  1. Dynamic Panel Data Models―A Survey―
    Economic Review, 2008, 59, (2), 112-125 Downloads View citations (3)
  2. Nonstationary Panel Data Models―A Survey―
    Economic Review, 2008, 59, (2), 126-138 Downloads
  3. The role of “leads” in the dynamic OLS estimation of cointegrating regression models
    Mathematics and Computers in Simulation (MATCOM), 2008, 79, (3), 555-560 Downloads View citations (17)
    See also Working Paper The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models, Hi-Stat Discussion Paper Series (2006) Downloads View citations (5) (2006)

2007

  1. Consistent OLS estimation of AR(1) dynamic panel data models with short time series
    Applied Economics Letters, 2007, 14, (15), 1141-1145 Downloads View citations (3)
  2. Small sample bias properties of the system GMM estimator in dynamic panel data models
    Economics Letters, 2007, 95, (1), 32-38 Downloads View citations (124)
    See also Working Paper Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models, Hi-Stat Discussion Paper Series (2005) Downloads View citations (10) (2005)

2006

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