Kazuhiko Hayakawa

Available identifiers

zbMath Open hayakawa.kazuhikoMaRDI QIDQ302106

List of research outcomes

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	2024-03-06	Paper
l1common trend filtering: an extension	2023-09-19	Paper
Instrumental variable estimation of factor models with possibly many variables	2022-06-30	Paper
Estimation of time-varying coefficient dynamic panel data models	2022-06-10	Paper
Double filter instrumental variable estimation of panel data models with weakly exogenous variables	2022-03-04	Paper
Corrected standard errors for optimal minimum distance estimator	2018-10-05	Paper
Identification problem of GMM estimators for short panel data models with interactive fixed effects	2018-08-31	Paper
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions	2018-08-15	Paper
Improved GMM estimation of panel VAR models	2018-08-15	Paper
Unit root test for short panels with serially correlated errors	2017-07-27	Paper
On the effect of weighting matrix in GMM specification test	2016-09-09	Paper
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results	2016-08-04	Paper
On the effect of mean-nonstationarity in dynamic panel data models	2016-07-25	Paper
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors	2016-07-04	Paper
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity	2015-07-27	Paper
THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE	2015-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q2930380	2014-11-18	Paper
Recent development of high-dimensional time series analysis	2014-11-18	Paper
GMM estimation of short dynamic panel data models with interactive fixed effects	2013-11-19	Paper
Small sample bias properties of the system GMM estimator in dynamic panel data models	2013-01-28	Paper
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE	2009-09-30	Paper
The role of ``leads in the dynamic OLS estimation of cointegrating regression models	2008-12-17	Paper

Research outcomes over time

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