Kazuhiko Hayakawa

Hiroshima University

Japan

SCHOLARLY PAPERS

22

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10

CROSSREF CITATIONS

23

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 553 (55,709)
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 434 (75,188)

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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 207 (165,436)
Citation 2

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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 37 (498,787)

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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 28 (548,269)

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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 204 (168,070)

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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 167 (200,987)
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 155 (214,090)
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 91 (318,338)

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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 53 (430,016)

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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 121 (260,193)

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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 (280,312)

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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 101 (295,412)
Citation 6

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GMM; panel data; weak exogeneity; dynamic panel

11.

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 88 (324,918)
Citation 3

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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 84 (332,096)

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13.

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 (357,495)

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panel data; identification; GMM; interactive fixed effects

14.

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

Number of pages: 92 Posted: 12 Feb 2020
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 71 (368,546)

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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

15.

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 70 (368,546)
Citation 2

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

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 69 (371,442)

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17.

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 62 (392,644)
Citation 2

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18.

The Weak Instruments Problem in Factor Models

Number of pages: 26 Posted: 10 May 2017
Kazuhiko Hayakawa
Hiroshima University
Downloads 58 (405,821)
Citation 1

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factor model; two-stage least squares; weak instruments

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 48 (441,607)

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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 39 (478,899)

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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 (726,950)
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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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