8
H index
8
i10 index
397
Citations
Kazuhiko Hayakawa : Citation Profile
Hiroshima University | RESEARCH PRODUCTION: 20 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2005 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kazuhiko Hayakawa. | Is cited by:
| Cites to:
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Main data
Where Kazuhiko Hayakawa has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 4 |
| Economics Letters | 3 |
| Economics Bulletin | 2 |
| Applied Economics Letters | 2 |
| Economic Review | 2 |
| Computational Statistics & Data Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CESifo Working Paper Series / CESifo | 2 |
Recent works citing Kazuhiko Hayakawa (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper |
| 2023 | GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications. (2023). Bontempi, Maria ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2312.00399. Full description at Econpapers || Download paper |
| 2023 | A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:585. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Cities in a pandemic: Evidence from China. (2023). Yang, Zhenlin ; Li, Jing ; Deng, Ying ; Baltagi, Badi H. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:379-408. Full description at Econpapers || Download paper |
| 2023 | On the Use of the Helmert Transformation, and its Applications in Panel Data Econometrics. (2023). Helmuts, Zacis ; Gueorgui, Kolev. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:12:y:2023:i:1:p:131-138:n:9. Full description at Econpapers || Download paper |
| 2023 | Interactions between financial constraints and economic growth. (2023). Thompson, Maria ; Neves, P C ; Azevedo, Assis ; Jeronimo, J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000669. Full description at Econpapers || Download paper |
| 2023 | Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators. (2023). Chaudhuri, Kausik ; Kumbhakar, Subal C ; Cave, Joshua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:447-467. Full description at Econpapers || Download paper |
| 2023 | Consistent Estimation of Panel Data Sample Selection Models. (2023). Jimenez-Martin, Sergi ; Baltagi, Badi H ; al Sadoon, Majid ; Labeaga, Jose M. In: IZA Discussion Papers. RePEc:iza:izadps:dp16594. Full description at Econpapers || Download paper |
| 2023 | The necessity of social infrastructure for enhancing educational attainment: evidence from high remittance recipient LMICs. (2023). Lee, Chin ; Chin, Lee ; Saydaliev, Hayot Berk. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09491-y. Full description at Econpapers || Download paper |
| 2023 | What is it good for? On the Inflationary Effects of Military Conflicts. (2023). Eydam, Ulrich ; Leupold, Florian. In: CEPA Discussion Papers. RePEc:pot:cepadp:65. Full description at Econpapers || Download paper |
| 2023 | Assessing the consistency of the fixed-effects estimator: a regression-based Wald test. (2023). Spierdijk, Laura. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02298-2. Full description at Econpapers || Download paper |
| 2023 | Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1. Full description at Econpapers || Download paper |
| 2023 | Likelihood-based inference for dynamic panel data models. (2023). Thomas, Gareth M ; Ahn, Seung C. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02375-0. Full description at Econpapers || Download paper |
| 2023 | Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects. (2023). Kapetanios, George ; Shin, Yongcheol ; Serlenga, Laura. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02390-1. Full description at Econpapers || Download paper |
| 2023 | Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5. Full description at Econpapers || Download paper |
| 2023 | The Feminisation U, cultural norms, and the plough. (2023). Douarin, Elodie ; Uberti, Luca J. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:1:d:10.1007_s00148-022-00890-5. Full description at Econpapers || Download paper |
| 2023 | Short T dynamic panel data models with individual, time and interactive effects. (2023). Pesaran, Mohammad ; Hayakawa, Kazuhiko ; Smith, Vanessa L. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:940-967. Full description at Econpapers || Download paper |
| 2023 | Natural resources, renewable energy, and governance: A path towards sustainable development. (2023). Nchofoung, Tii ; Ojong, Nathanael. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1553-1569. Full description at Econpapers || Download paper |
| 2023 | The relationship between political instability and economic growth in advanced economies: Empirical evidence from a panel VAR and a dynamic panel FE-IV analysis. (2023). Schmidt, Torsten ; Dirks, Maximilian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:1000. Full description at Econpapers || Download paper |
Works by Kazuhiko Hayakawa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE In: Econometric Theory. [Full Text][Citation analysis] | article | 27 |
| 2019 | A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 4 |
| 2006 | A Note on Bias in First-Differenced AR(1) Models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study In: Economics Bulletin. [Full Text][Citation analysis] | article | 82 |
| 2016 | Improved GMM estimation of panel VAR models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2016 | On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2016 | Identification problem of GMM estimators for short panel data models with interactive fixed effects In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | Corrected standard errors for optimal minimum distance estimator In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Small sample bias properties of the system GMM estimator in dynamic panel data models In: Economics Letters. [Full Text][Citation analysis] | article | 113 |
| 2005 | Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models.(2005) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2009 | Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
| 2006 | Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors.(2006) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2009 | On the effect of mean-nonstationarity in dynamic panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2010 | The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2015 | Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2019 | Alternative over-identifying restriction test in the GMM estimation of panel data models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation In: Japan and the World Economy. [Full Text][Citation analysis] | article | 2 |
| 2008 | The role of “leads” in the dynamic OLS estimation of cointegrating regression models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 20 |
| 2006 | The Role of Leads in the Dynamic OLS Estimation of Cointegrating Regression Models.(2006) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2008 | Dynamic Panel Data Models―A Survey― In: Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2008 | Nonstationary Panel Data Models―A Survey― In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2006 | Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2008 | On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Consistent OLS estimation of AR(1) dynamic panel data models with short time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | New transformation methods in dynamic panel data models with heterogeneous time trends In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Double filter instrumental variable estimation of panel data models with weakly exogenous variables In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
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