Kazuhiko Hayakawa

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data Journal of Business and Economic Statistics	2024-03-06	Paper
l₁common trend filtering: an extension Journal of Statistical Computation and Simulation	2023-09-19	Paper
Instrumental variable estimation of factor models with possibly many variables Communications in Statistics. Simulation and Computation	2022-06-30	Paper
Estimation of time-varying coefficient dynamic panel data models Communications in Statistics: Theory and Methods	2022-06-10	Paper
Double filter instrumental variable estimation of panel data models with weakly exogenous variables Econometric Reviews	2022-03-04	Paper
Corrected standard errors for optimal minimum distance estimator Economics Letters	2018-10-05	Paper
Identification problem of GMM estimators for short panel data models with interactive fixed effects Economics Letters	2018-08-31	Paper
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions Computational Statistics and Data Analysis	2018-08-15	Paper
Improved GMM estimation of panel VAR models Computational Statistics and Data Analysis	2018-08-15	Paper
Unit root test for short panels with serially correlated errors Communications in Statistics: Theory and Methods	2017-07-27	Paper
On the effect of weighting matrix in GMM specification test Journal of Statistical Planning and Inference	2016-09-09	Paper
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results Journal of Econometrics	2016-08-04	Paper
On the effect of mean-nonstationarity in dynamic panel data models Journal of Econometrics	2016-07-25	Paper
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors Journal of Econometrics	2016-07-04	Paper
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity Journal of Econometrics	2015-07-27	Paper
The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large Econometric Theory	2015-06-22	Paper
Recent development of high-dimensional time series analysis Journal of the Japan Statistical Society. Japanese Issue	2014-11-18	Paper
GMM estimation of short dynamic panel data models with interactive fixed effects Journal of the Japan Statistical Society	2013-11-19	Paper
Small sample bias properties of the system GMM estimator in dynamic panel data models Economics Letters	2013-01-28	Paper
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE Econometric Theory	2009-09-30	Paper
The role of ``leads in the dynamic OLS estimation of cointegrating regression models Mathematics and Computers in Simulation	2008-12-17	Paper

Research outcomes over time

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