Kazuhiko Hayakawa

Hiroshima University

Japan

SCHOLARLY PAPERS

22

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3,086

SSRN CITATIONS
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in Total Papers Citations

15

CROSSREF CITATIONS

26

Scholarly Papers (22)

1.

The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large

Number of pages: 59 Posted: 31 May 2009 Last Revised: 01 Feb 2014
Kazuhiko Hayakawa
Hiroshima University
Downloads 563 (60,989)
Citation 6

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2.

Improved GMM Estimation of Panel VAR Models

Number of pages: 30 Posted: 18 Sep 2013 Last Revised: 22 Mar 2015
Kazuhiko Hayakawa
Hiroshima University
Downloads 443 (81,850)

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panel VAR, GMM

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity

Number of pages: 53 Posted: 29 Apr 2012 Last Revised: 22 Mar 2015
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California - Department of Economics
Downloads 220 (172,672)
Citation 3

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dynamic panels, cross-sectional heteroskedasticity, Monte Carlo simulation, GMM estimation

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

CESifo Working Paper Series No. 3850
Number of pages: 50 Posted: 30 Jun 2012
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California - Department of Economics
Downloads 38 (540,434)

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dynamic panels, cross-sectional heteroskedasticity, Monte Carlo simulation, GMM estimation

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

IZA Discussion Paper No. 6583
Number of pages: 51 Posted: 16 Jun 2012
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California - Department of Economics
Downloads 29 (592,702)

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dynamic panels, cross-sectional heteroskedasticity, Monte Carlo simulation, GMM estimation

4.

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

Number of pages: 16 Posted: 31 May 2009 Last Revised: 01 Dec 2012
Kazuhiko Hayakawa
Hiroshima University
Downloads 207 (183,181)

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5.

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

Number of pages: 41 Posted: 23 Feb 2012 Last Revised: 04 Apr 2016
Kazuhiko Hayakawa and Shuichi Nagata
Hiroshima University and Kwansei Gakuin University - School of Business Administration
Downloads 172 (216,086)
Citation 2

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dynamic panels, GMM, initial conditions, weak instruments

6.

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

Number of pages: 78 Posted: 15 Apr 2013 Last Revised: 29 Jul 2018
Kazuhiko Hayakawa
Hiroshima University
Downloads 156 (234,687)
Citation 1

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panel data; GMM; over-identification test; system of equations

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

CESifo Working Paper Series No. 4822
Number of pages: 42 Posted: 25 Jun 2014
Kazuhiko Hayakawa, M. Hashem Pesaran and L. Vanessa Smith
Hiroshima University, University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 94 (342,169)

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short T dynamic panels, transformed maximum likelihood, multi-factor error structure, interactive fixed effects

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

CAFE Research Paper No. 14.06
Number of pages: 42 Posted: 29 May 2014
Kazuhiko Hayakawa, M. Hashem Pesaran and L. Vanessa Smith
Hiroshima University, University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 56 (458,881)

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short T dynamic panels, transformed maximum likelihood, multi-factor error structure, interactive fixed effects

8.

Estimation of Time-Varying Coefficient Dynamic Panel Data Models

Number of pages: 10 Posted: 10 May 2017
Kazuhiko Hayakawa and Jie Hou
Hiroshima University and Hiroshima University
Downloads 131 (269,694)

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9.

A Unit Root Test for Micro Panels with Serially Correlated Errors

Number of pages: 23 Posted: 03 Feb 2010 Last Revised: 21 Feb 2012
Kazuhiko Hayakawa
Hiroshima University
Downloads 109 (307,934)

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panel data, unit root, serial correlation

10.

Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables

Number of pages: 64 Posted: 10 May 2017 Last Revised: 30 Jul 2018
Kazuhiko Hayakawa, Meng Qi and Jörg Breitung
Hiroshima University, Hiroshima University and University of Cologne
Downloads 105 (315,893)
Citation 6

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GMM; panel data; weak exogeneity; dynamic panel

11.

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

Number of pages: 111 Posted: 12 Feb 2020 Last Revised: 18 Aug 2021
Kazuhiko Hayakawa, M. Hashem Pesaran and L. Vanessa Smith
Hiroshima University, University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies
Downloads 103 (320,016)
Citation 1

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short T dynamic panels, unobserved common factors, quasi maximum likelihood, interactive effects, multiple testing, sequential likelihood ratio tests, crime rate, growth regressions

12.

GMM and ML Estimation of Dynamic Panel Data Models with Heterogeneous Time Trends

Number of pages: 12 Posted: 10 May 2017
Kazuhiko Hayakawa and Bei Ge
Hiroshima University and Hiroshima University
Downloads 96 (334,952)
Citation 1

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13.

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

Number of pages: 36 Posted: 10 May 2017
Kazuhiko Hayakawa and Meng Qi
Hiroshima University and Hiroshima University
Downloads 95 (337,278)
Citation 6

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14.

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

ISER DP No. 1037
Number of pages: 62 Posted: 07 Aug 2018 Last Revised: 28 Jun 2019
Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata and Takashi Yamagata
Huazhong University of Science and Technology (Formerly Tongi Medical University), Hiroshima University, Kwansei Gakuin University - School of Business Administration and University of York - Department of Economics and Related Studies
Downloads 86 (358,871)
Citation 3

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panel data, slope heterogeneity, interactive e¤ects, test for correlated random coefficients

15.

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

Number of pages: 19 Posted: 11 Nov 2015
Kazuhiko Hayakawa
Hiroshima University
Downloads 74 (391,712)

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panel data; identification; GMM; interactive fixed effects

16.

On the Effect of Weighting Matrix in GMM Specification Test

Number of pages: 21 Posted: 30 Nov 2015 Last Revised: 06 May 2016
Kazuhiko Hayakawa
Hiroshima University
Downloads 71 (400,814)

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17.

The Weak Instruments Problem in Factor Models

Number of pages: 26 Posted: 10 May 2017
Kazuhiko Hayakawa
Hiroshima University
Downloads 65 (419,947)
Citation 2

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factor model; two-stage least squares; weak instruments

18.

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

Number of pages: 26 Posted: 31 May 2009 Last Revised: 21 Feb 2012
Kazuhiko Hayakawa
Hiroshima University
Downloads 65 (419,947)
Citation 2

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19.

Corrected Goodness-of-Fit Test in Covariance Structure Analysis

Number of pages: 36 Posted: 10 May 2017 Last Revised: 21 Nov 2017
Kazuhiko Hayakawa
Hiroshima University
Downloads 55 (455,500)

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20.

Instrumental Variable Estimation of Factor Models with Possibly Many Variables

Number of pages: 20 Posted: 10 May 2017
Kazuhiko Hayakawa and Qi Sun
Hiroshima University and Hiroshima University
Downloads 52 (466,881)

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21.

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

Oxford Bulletin of Economics and Statistics, Vol. 82, Issue 2, pp. 453-481, 2020
Number of pages: 29 Posted: 02 Jun 2020
Kazuhiko Hayakawa and Meng Qi
Hiroshima University and Hiroshima University
Downloads 1 (787,597)
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22.

Corrected Standard Errors for Optimal Minimum Distance Estimator

Posted: 10 May 2017
Kazuhiko Hayakawa
Hiroshima University

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