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Kazuhiko Hayakawa

Personal Details

First Name:Kazuhiko
Middle Name:
Last Name:Hayakawa
Suffix:
RePEc Short-ID:pha299
[This author has chosen not to make the email address public]
http://home.hiroshima-u.ac.jp/kazuhaya/

Affiliation

Faculty of Economics
Hiroshima University

Hiroshima, Japan
http://www.hiroshima-u.ac.jp/eco/

: +81-824-22-7111
+81-824-24-7212
2-1, Kagamiyama 1 chome, Higashi-Hiroshima 739-8525
RePEc:edi:fehirjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata, 2018. "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects," ISER Discussion Paper 1037, Institute of Social and Economic Research, Osaka University.
  2. Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo Group Munich.
  3. Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
  4. Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series 38_12, Rimini Centre for Economic Analysis.
  5. Kazuhiko Hayakawa, 2008. "On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d07-245, Institute of Economic Research, Hitotsubashi University.
  6. Kazuhiko Hayakawa, 2007. "Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity," Hi-Stat Discussion Paper Series d07-212, Institute of Economic Research, Hitotsubashi University.
  7. Kazuhiko Hayakawa, 2007. "A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models," Hi-Stat Discussion Paper Series d07-213, Institute of Economic Research, Hitotsubashi University.
  8. Eiji Kurozumi & Kazuhiko Hayakawa, 2006. "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series d06-197, Institute of Economic Research, Hitotsubashi University.
  9. Kazuhiko Hayakawa, 2006. "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 d05-129, Institute of Economic Research, Hitotsubashi University.
  10. Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University.
  11. Kazuhiko Hayakawa & Eiji Kurozumi, 2006. "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models," Hi-Stat Discussion Paper Series d06-194, Institute of Economic Research, Hitotsubashi University.
  12. Kazuhiko Hayakawa, 2005. "Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d05-82, Institute of Economic Research, Hitotsubashi University.

Articles

  1. Hayakawa, Kazuhiko, 2018. "Corrected standard errors for optimal minimum distance estimator," Economics Letters, Elsevier, vol. 167(C), pages 5-9.
  2. Hayakawa, Kazuhiko, 2016. "Identification problem of GMM estimators for short panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 139(C), pages 22-26.
  3. Hayakawa, Kazuhiko, 2016. "Improved GMM estimation of panel VAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 240-264.
  4. Hayakawa, Kazuhiko & Nagata, Shuichi, 2016. "On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 265-303.
  5. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
  6. Hayakawa, Kazuhiko, 2015. "The Asymptotic Properties Of The System Gmm Estimator In Dynamic Panel Data Models When Both N And T Are Large," Econometric Theory, Cambridge University Press, vol. 31(03), pages 647-667, June.
  7. Hayakawa, Kazuhiko, 2010. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results," Journal of Econometrics, Elsevier, vol. 159(1), pages 202-208, November.
  8. Kazuhiko Hayakawa & Minoru Nogimori, 2010. "New transformation methods in dynamic panel data models with heterogeneous time trends," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 375-379.
  9. Hayakawa, Kazuhiko, 2009. "A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE," Econometric Theory, Cambridge University Press, vol. 25(03), pages 873-890, June.
  10. Kazuhiko Hayakawa, 2009. "First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study," Economics Bulletin, AccessEcon, vol. 29(3), pages 2008-2017.
  11. Hayakawa, Kazuhiko, 2009. "On the effect of mean-nonstationarity in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 153(2), pages 133-135, December.
  12. Kurozumi, Eiji & Hayakawa, Kazuhiko, 2009. "Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors," Journal of Econometrics, Elsevier, vol. 149(2), pages 118-135, April.
  13. Hayakawa, Kazuhiko & Kurozumi, Eiji, 2008. "The role of “leads” in the dynamic OLS estimation of cointegrating regression models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 555-560.
  14. Hayakawa, Kazuhiko, 2008. "Dynamic Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 112-125, April.
  15. Hayakawa, Kazuhiko & Chigira, Hiroaki & Yamamoto, Taku, 2008. "Nonstationary Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 126-138, April.
  16. Hayakawa, Kazuhiko, 2007. "Small sample bias properties of the system GMM estimator in dynamic panel data models," Economics Letters, Elsevier, vol. 95(1), pages 32-38, April.
  17. Kazuhiko Hayakawa, 2007. "Consistent OLS estimation of AR(1) dynamic panel data models with short time series," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1141-1145.
  18. Kazuhiko Hayakawa, 2006. "A Note on Bias in First-Differenced AR(1) Models," Economics Bulletin, AccessEcon, vol. 3(27), pages 1-10.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (11) 2005-04-16 2006-02-12 2006-02-12 2006-12-16 2006-12-16 2007-06-02 2007-06-02 2012-05-15 2012-06-25 2014-07-21 2018-07-30. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 2005-04-16 2006-02-12 2006-02-12 2006-12-16 2006-12-16 2007-06-02 2007-06-02 2012-05-15 2012-06-25. Author is listed
  3. NEP-ORE: Operations Research (2) 2012-05-15 2012-06-25

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