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Kazuhiko Hayakawa

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Personal Details

First Name:Kazuhiko
Middle Name:
Last Name:Hayakawa
Suffix:
RePEc Short-ID:pha299
Email:[This author has chosen not to make the email address public]
Homepage:http://home.hiroshima-u.ac.jp/kazuhaya/
Postal Address:
Phone:
Location: Hiroshima, Japan
Homepage: http://www.hiroshima-u.ac.jp/eco/
Email:
Phone: +81-824-22-7111
Fax: +81-824-24-7212
Postal: 2-1, Kagamiyama 1 chome, Higashi-Hiroshima 739-8525
Handle: RePEc:edi:fehirjp (more details at EDIRC)
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  1. 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.
  2. Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper Series 38_12, The Rimini Centre for Economic Analysis.
  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, 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.
  5. 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.
  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 & 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.
  8. 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.
  9. 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.
  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, 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.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. "Hayakawa, Kazuhiko" & "Chigira, Hiroaki" & "Yamamoto, Taku", 2008. "Nonstationary Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 126-138, April.
  8. "Hayakawa, Kazuhiko", 2008. "Dynamic Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 112-125, April.
  9. 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.
  10. 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.
  11. 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.
  12. Kazuhiko Hayakawa, 2006. "A Note on Bias in First-Differenced AR(1) Models," Economics Bulletin, AccessEcon, vol. 3(27), pages 1-10.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (10) 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. 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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