Kazuhiko Hayakawa

发表

Corrected Goodness-of-Fit Test in Covariance Structure Analysis

Kazuhiko Hayakawa, 2017, Psychological methods.

Alternative Over-identifying Restriction Tests in the GMM Estimation of Panel Data Models

Kazuhiko Hayakawa, 2018 .

Alternative Over-Identifying Restriction Test in GMM with Grouped Moment Conditions

Kazuhiko Hayakawa, 2015 .

Asymptotically Efficient Method of Moments Estimators for Dynamic Panel Data Models

J. Breitung, Kazuhiko Hayakawa, Sebastian Kripfganz, 2019 .

Estimation of Time-Varying Coefficient Dynamic Panel Data Models

Kazuhiko Hayakawa, J. Hou, 2017 .

Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects

M. Pesaran, L. Smith, Kazuhiko Hayakawa, 2014, SSRN Electronic Journal.

Short T Dynamic Panel Data Models with Individual, Time and Interactive Effects

M. Pesaran, L. Smith, Kazuhiko Hayakawa, 2018, Journal of Applied Econometrics.

Double filter instrumental variable estimation of panel data models with weakly exogenous variables

J. Breitung, Kazuhiko Hayakawa, Meng Qi, 2019, Econometric Reviews.

The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models: Some Additional Results

Kazuhiko Hayakawa, 2010 .

The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models: Some Additional Results

Kazuhiko Hayakawa, 2010 .

On the Effect of Mean-Nonstationary Initial Conditions in Dynamic Panel Data Models ∗

Kazuhiko Hayakawa, 2008 .

A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models

Kazuhiko Hayakawa, 2007 .

Consistent OLS estimation of AR(1) dynamic panel data models with short time series

Kazuhiko Hayakawa, 2007 .

Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity

Kazuhiko Hayakawa, 2007 .

A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data

Takashi Yamagata, Kazuhiko Hayakawa, Guowei Cui, 2022, Journal of Business & Economic Statistics.

Selection of Loss Function in Covariance Structure Analysis: Case of the Spherical Model

Kazuhiko Hayakawa, Qi Sun, 2022, SSRN Electronic Journal.

Instrumental Variable Estimation of Autoregressive Models

Kazuhiko Hayakawa, 2013 .

Instrumental variable estimation of factor models with possibly many variables

Kazuhiko Hayakawa, Qi Sun, 2017, Commun. Stat. Simul. Comput..

The weak-instruments problem in factor models

Kazuhiko Hayakawa, 2017, Behaviormetrika.

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Kazuhiko Hayakawa, M. Pesaran, M. Hashem Pesaran, 2012, SSRN Electronic Journal.

The weak-instruments problem in factor models

Kazuhiko Hayakawa, Kazuhiko Hayakawa, 2019, Behaviormetrika.

Small sample bias properties of the system GMM estimator in dynamic panel data models

Kazuhiko Hayakawa, Kazuhiko Hayakawa, 2007 .

Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation

Kazuhiko Hayakawa, I. Ginama, Takahiro Kanmei, 2018, Japan and the World Economy.

Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present

Kazuhiko Hayakawa, 2006 .

A Unit Root Test for Micro Panels with Serially Correlated Errors

Kazuhiko Hayakawa, 2010 .

Recent Development of Covariance Structure Analysis in Economics

Kazuhiko Hayakawa, 2021, Econometrics and Statistics.

Corrected Goodness-of-Fit Test in Covariance Structure Analysis

Kazuhiko Hayakawa, 2017 .

A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects

Takashi Yamagata, Kazuhiko Hayakawa, Guowei Cui, 2019 .

Corrected standard errors for optimal minimum distance estimator

Kazuhiko Hayakawa, 2018, Economics Letters.

Identification Problem of GMM Estimators for Short Panel Data Models with Interactive Fixed Effects

Kazuhiko Hayakawa, 2015 .

GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

Kazuhiko Hayakawa, 2012 .

Further Results on The Weak Instruments Problem of the System GMM Estimator in Dynamic Panel Data Models

Kazuhiko Hayakawa, Meng Qi, 2020, Oxford Bulletin of Economics and Statistics.

The role of "leads" in the dynamic OLS estimation of cointegrating regression models

Kazuhiko Hayakawa, Eiji Kurozumi, Kazuhiko Hayakawa, 2008, Math. Comput. Simul..

THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE

Kazuhiko Hayakawa, 2014, Econometric Theory.

Bias-corrected method of moments estimators for dynamic panel data models

Kazuhiko Hayakawa, Jörg Breitung, Sebastian Kripfganz, 2021, Econometrics and Statistics.

On the effect of mean-nonstationarity in dynamic panel data models

Kazuhiko Hayakawa, Kazuhiko Hayakawa, 2009 .

l 1common trend filtering: an extension

Kazuhiko Hayakawa, H. Yamada, Ruoyi Bao, 2022, Journal of Statistical Computation and Simulation.

First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study

Kazuhiko Hayakawa, 2009 .

Further Results on the Weak Instruments Problem of the System GMM Estimator in Dynamic Panel Data Models

Kazuhiko Hayakawa, Meng Qi, Kazuhiko Hayakawa, 2017 .

Improved GMM Estimation of Panel VAR Models

Kazuhiko Hayakawa, 2015, Comput. Stat. Data Anal..

Dynamic Panel Data Models―A Survey―

Kazuhiko Hayakawa, 2008 .

Double filter instrumental variable estimation of panel data models with weakly exogenous variables

J. Breitung, Kazuhiko Hayakawa, Meng Qi, 2018, Econometric Reviews.

A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE

Kazuhiko Hayakawa, Kazuhiko Hayakawa, 2009, Econometric Theory.

An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis

Kazuhiko Hayakawa, 2011 .

Unit root test for short panels with serially correlated errors

Kazuhiko Hayakawa, 2017 .

Alternative over-identifying restriction test in the GMM estimation of panel data models

Kazuhiko Hayakawa, 2019, Econometrics and Statistics.

On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions

Kazuhiko Hayakawa, Shuichi Nagata, Kazuhiko Hayakawa, 2016, Comput. Stat. Data Anal..

On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions

Kazuhiko Hayakawa, Shuichi Nagata, 2013 .

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

M. Pesaran, Kazuhiko Hayakawa, 2012, SSRN Electronic Journal.

On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models

Kazuhiko Hayakawa, 2008 .